Nikhila Venugopal Email & Phone Number

- Hedge effectiveness: Performed statistical analysis using Python to test hedge effectiveness of bond swap pairs.- Pricing model: Built and tested mortgage product pricing model using Polypaths. Performed price and market value attribution analysis.

- Prepayment modeling: Modified, automated and back-tested CMBS prepayment model using VBA and Excel.- Volatility index: Swaption volatilities & key rate durations were used to build a volatility index specific to the firm.

New Delhi, Delhi, India

- Performed financial analysis of power sector projects containing sensitivity, scenario & risk analysis and prepared detailed appraisal reports for the consideration of Board of Directors- Appraised and sanctioned term loans worth $1.5 billion for various power projects- Developed debt restructuring strategies for resolution of stressed assets to.

Bangalore

- Performed industry analysis containing competitive landscape, key drivers, risks and value chain of mortgage servicing industry in the US- Prepared capitalization tables, financial models, relative valuation and credit write up for high yield corporate bonds of 3 major players in the mortgage servicing sector

Bengaluru Area, India

- Built enhancements in existing versions and actively involved in developmental activities of the new version of Peoplesoft ERP software- Designed prototypes to improve finance module products in the ERP package

Master'S Degree, Financial Engineering, 4.0/4.0

Post Graduate Diploma In Management, Finance, 3.5/4.33

Activities and Societies: Member, Finance Club

Bachelor'S Degree, Electrical And Electronics Engineering, Cgpa: 8.62 Out Of 10

Activities and Societies: - Senior Executive, Computer Society of India, Students Chapter, NIT Calicut