Sumit Mundhra, Cqf, Cfa Email & Phone Number

Minneapolis, Minnesota, United States

Greater minneapolis-st. Paul Area

• Variable Annuities, Registered Index-Linked Annuities and Fixed Indexed Annuities Dynamic Hedging
• Derivatives Trade Production, Valuation, Portfolio Management, Strategy Research and Quantitative Modeling using C#
• Derivatives Overlay Implementation and Portfolio Management for Managed Volatility Portfolios for Variable Annuities
• Expertise in Equity, Interest Rate, Credit and FX Derivative Valuation Concepts and Building Valuation Tools
• In Depth Understanding of Rate Curves, Risk Neutral Market Consistent Scenario Generation, Option Greeks and Stochastic Calculus

Des Moines, Iowa Area

• Develop, deploy and update derivative pricing models and hedging strategies for interest rate, credit and FX derivatives using MatLab.
• Develop complex quantitative and tactical asset allocation models for Fixed Income/Equity portfolios using actual and forecasted macroeconomic data and asset returns to drive optimal portfolio allocation based on the.
• Validate portfolio analytics for fixed income instruments (Securitized, Sovereign, and Investment Grade/High Yield Corporate Debt) worth $55bn.
• Produce month-end prices for structured credit securities and Hedge Funds/Fund of Funds.

• Developed an effective, scalable risk management and monitoring framework for a $55bn multi-asset portfolios. Performed extensive factor based scenario analysis to stress test portfolios for both hypothetical scenarios.
• Led monthly portfolio risk discussions within Risk Management Group and present changes in the portfolio risk profiles to the Head of AINA Risk Management and risk team members. Worked with portfolio managers to.
• Worked extensively with derivative pricing models in MATLAB and hedging strategies for interest rate, credit and FX derivatives.
• Analyzed the effects of changes in expected default probabilities and asset values on credit spreads and created a proprietary credit loss forecasting model.
• Developed a multi-factor risk model for Aviva Investors fund of funds ($2.25bn); analyzed marginal and incremental contributions of various fund strategies.

• Analyze complex data and prepare reports for various asset classes. Verify data integrity based on competent grasp of information flow.
• Collaborated internally to capture key data for client presentation; conceived, designed, and executed reporting package. Direct Third Party Asset Management (TPAM) client on-boarding and billing functions.

• Qualified, analyzed, and attributed market value changes under typical and stressed scenarios.
• Measured asset-liability duration mismatch and portfolio risk exposure by monitoring durations of asset classes.
• Worked extensively with team members to generate and analyze risk analytics for AEGON’s general and separate accounts investment portfolios.

• Selected as 1 of only 12 MBA students charged with managing $1.58M equity portfolio.
• Developed investment review and research using top-down approach and valuation techniques, including discounted cash flow (DCF), economic profit and fundamental multiple analysis. Prepared reports and analysis based on.
• Prepared reports and presented investment recommendations to Advisory Board and fellow analyst with all recommended actions approved for execution.

• Expanded company operations throughout new territory for global leader in CAD / CAM industries.
• Spearheaded sales and support activities for entire product line in two states. Handled market research, facilities planning, and engineer recruitment. Demonstrated internal drive by exceeding 2006 sales goals.
• Built, managed, scheduled, and mentored team of application engineers, defining roles and creating roadmap to target potential clients.

• Designed new products for the European & American markets including the smallest US Department of Transportation approved helmet (2004).
• Successfully implemented design for manufacturing practices in the R&D department that resulted in the reduction of lead time and cost of prototype development by 20%.

The Certificate In Quantitative Finance, Financial Engineering

Mba, Finance

Activities and Societies: Graduate Financial Management Association, MBA association, Henry Fund AnalystAwarded Graduation With.

Be, Industrial Engineering

Activities and Societies: Industrial production Engineering Association; Orator's Club.• Organized workshop on Industry – Institute.