- A graduate student with Master's in Mathematical Finance from University of Southern California and graduated in December 2010.

- CFA Level 1 candidate

- Bachelor of Engineering in Computer Science, Mumbai, India (2007)

- Technical expertise with Database/ETL tools using SQL Server 2005 (2007-2009)

Investment Analysis and Portfolio Management

• Return statistics and Performance evaluation of a portfolio of $100,000 with maximum sharpe ratio and model market alpha, beta and residual
• Tracking Error Minimization: Form a portfolio that tracks S&P 500 index as closely as possible with only EIGHT stocks. (my strategy: mean-variance optimization, diversification, historical volatility)

Financial Informatics and Simulation (MATLAB)

• Simulate Variance reduction techniques - antithetic, control variate, importance sampling, stratified sampling to calculate the confidence interval
• Simulate independent and correlated Brownian motion and estimate the value of portfolio (assuming stock follow geometric Brownian Motion) [Sample: question, code]
• Finding the price, variance and confidence interval of European, American and Asian(arithmetic and geometric) Options using Monte Carlo methods
• Calculating Greeks and Simulating Binomial Option Pricing Model [Sample: ques, code, result]

Mortgages and Mortgage-Backed Securities

• What key issues should be considered during transition to a new system[Partial paper]
• Collateralized Mortgage Obligations (CMOs) - Sequential-Pay Tranches [ques, model]. (Actual model is built in excel with dynamic features.)

Economics of Financial Markets

• Paper presentation "Post-Earnings-Announcement Drift" by Bernard and Thomas (1989) [Paper - pdf]

Fall 2010

• Numerical Analysis
• Mortgages and Mortgage-Backed Securities

Summer 2010

• Financial Analytics and Simulation

Spring 2010

• Economics of Financial Time Series
• Economics of Financial Markets II
• Stochastic Processes

Fall 2009

• Stochastic Calculus and Finance
• Investment Analysis and Portfolio Management
• Economics of Financial Markets I

My resume provides with additional details about my background and qualifications.

Click here for resume. References available on request