Education:

**** ** ** ************ *******: Carnegie Mellon (Pursuing Part Time)

**** *.**** *********** *** Communication: Indian Institute of

Technology (Chennai)

**** ** *********** *** *****nication: Goa University.

Salient Achievements:

. Currently designing Stat-Arb strategies

. Thorough understanding of Option Pricing and Capital Arbitrage

Structure

. Designed Tracking algorithms using Kalman Filters and HMMs in Wireless

Communication

Analytical skills:

. Signal processing: Kalman and Adaptive filters, MCMC methods.

. Model Calibration.: Black_Scholes, Hull-White, GARCH, Heston, Merton-

Jump-Diffusion

. Arbitrage Free Pricing, Risk Neutral Valuation

. Languages: C, Matlab, C++, R, Excel

Trading Strategy: ( In Simulations)

. Designed a High-frequency Intraday Strategy (SR 12.88 Can be scaled to

10 mil in US mkt).

. Designed an Intra-Day Implied Vol trading strategy. (SR 9.00, PNL 3

mill in US mkt)

. Designed a mid-frequency mean reverting Intraday Mean Reverting Stat-

Arb Strategy (SR 2.88, AR 22%, Max DD 6.32%, Can be scaled to 100 mil

in US mkt).

. Designed a mid-frequency mean reverting Intraday Mean Reverting Stat-

Arb Strategy (SR 2.88, AR 22%, Max DD 6.32%, Can be scaled to 200 mil

in US mkt).

Experience:

Credit Suisse Financial Engineering

July 2010 - Present

. Performing Equity research and fundamental modeling for Telecom and

Networking companies

. Researching Trading Strategies based on P/E comparisons

. Designed a momentum Strategy for foreign Index futures. (SR 2.16, AR

22%, Max DD 15%)

. Designed a systematic option writing strategy for foreign Index

futures. (SR 2.66, AR 33%, Max DD 12%)

. Researched Intraday Strategy for DAX Futures.

. Good understanding of Vol Server, Pricer, AutoHedger and AutoTrader

. Supporting and enhancing performance of Equity Option Trading Systems

. Supporting and enhancing performance of Fx Trading Systems

Quantstar Financial Engineering

Oct. 2008 - July 2010

. Researched Momentum Strategy: (in works). SR 2.17. Prepared Sales

Pitch to attract Capital

. Researching Parametric Stock Selection Model based on patterns,

fundamental stock info and factor model.

. Developed and Marketed Portfolio Optimization Products to Pension

funds (Client Calpers)

. Calibrated a multi-variate Regime-Switching Model for risk management

using MCMC methods

. My role involved, requirements gathering, design the algo and

architect the software solution.

Signal Processing Engineer

Larsen and Toubro Infotech Signal Processing Group

Feb. 2004 - Mar 2008

. Developed Signal processing algorithms for WCDMA systems .

. Developed and Implemented mobility tracking models used for

identifying the location of the mobile to optimize resource allocation

Ubinetics Signal Processing

Feb 2002 - Feb 2004

WCDMA Receiver Implementation:

Designed and implemented the RAKE receiver for WCDMA handset using

optimal combining techniques to maximize the received signal power and

minimize noise.

Have designed and implemented SWCE and n-LMS equalizer using RLS and LMS

algorithms for Real Time HSDPA systems

Designed and implemented acquisition and tracking algorithms for

synchronization in real time WCDMA receiver.

Have designed and implemented maximum-likelihood and log-map decoding

algorithms for convolution and turbo codes in a real-time WCDMA receiver.

The prototype of the algorithms were developed in Matlab and later ported

on a TMS 62 DSP platform in C and assembly.

Signal Processing Engineer

Motorola Baseband Signal Processing

Sept 2001 - Feb 2002

Developed and implemented maximum-likelihood decoding algorithm for

decoding convolution codes as per 3GPP specifications in C

Signal Processing Engineer

Sasken Baseband Signal Processing

Feb 2001 - Sept 2001

Have done performance analysis of MLSE- equalizer and n-LMS

equalizer in MATLAB

Software Engineer

BFL Software Key Telephone Software

Dec 1996 - June 1999

Have worked in the areas of Call Processing, for a Key Telephone System

in a Real-Time Multitasking environment

Have implemented enhancement features like Call Forwarding, DID, Virtual

Extension, BRI and PRI ISDN interface for the NEC KTS.

Was involved in maintenance of embedded software.(500K LOC)

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