Vijar Kohli

Cell: 732-***-**** E-mail: acdzp4@r.postjobfree.com

VM Global, Hoboken, NJ/New York, NY January 2014-Present

Work

Principal

Experience:

Provide strategic and financial advisory services to seed and early stage ventures along with small

to mid-size businesses. Consulting management and executives on a variety of operational &

strategic procedures.

Lead syndicate for young business on financing, capital introductions, and cash flow management.

Assist businesses to be investor ready and connect clients to private equity firms.

Successfully worked with businesses in fields such as technology, healthcare, business service

providers, food & beverage, and real estate.

Acquired by KOR Holding LLC on January 2014.

KOR Holding LLC, Manalapan, NJ April 2013-Present

Managing Partner

Investing in and managing a variety of public and private companies since 2008. Investments range

from distressed assets to +$100 million revenue companies.

Currently developing real estate projects across the Northeast and a iding in other real estate

ventures within the community.

Effectively focused on maximizing shareholder’s equity while ensuring the safety of principal

assets. Key member sourcing new investment ideas while managing risk for the overall portfolio.

Activist targeting corporate governance and capital structure issues. Enthusiastically engaged with

investments to examine all possible business strategies.

J.P. Morgan, New York, NY July 2011-May 2013

Hedge Fund Relationship Manager

Delivered J.P. Morgan’s products and services on the Prime Services platform - covering Equity,

Fixed Income, and Derivative products, to all of our Hedge Fund clients.

Primary day-to-day contact for a multitude of clients ranging from notable Distressed Debt

Investors to various South American clients.

Worked closely with upper management on continuously examining processes and services offered

by Account Managers and Coverage Teams to improve efficiencies and better service clients.

Persistently looked for the best ways to optimize Soft Dollar expenses for each client to ensure first -

in-class experience by integrating internal work assignments and redu cing overhead expenditures.

Hedge Fund Consulting Analyst

Assisted in the implementation of Prime Brokerage strategic marketing plan through deliverables

and customer communication to support the Investor Services platform.

Analyzed Request for Proposals (RFPs) requirements in order to answer, organize and edit

proposal content. Completed Due Diligence Questionnaires to win over several client accounts.

Worked with Sales and Capital Introduction teams to determine clients’ needs and develop timely

and appropriate solutions.

Developed Benchmarking Survey Pitchbooks to analyze trends in the Hedge Fund Industry.

Presented thesis to a large portion of the +100 hedge fund respondents.

Market Risk Analyst

Analyze new client portfolios to assess leverage asks and stress limits; Evaluate liquidity,

concentration, and diversification risk of securities in individual portfolios .

Constantly monitoring daily street events to be aware of any market moving news ; collaborative

effort with the Equity Finance, Margin, and Collateral Management Teams.

Tracking client accounts for possible daily stresses by performing 200 risk tests and any outliers

that may involve counterparty and liquidity risk.

Modeling risk stress points for unique investment strategies; applied knowledge from Working

Paper on CDS Liquidity to properly account for liquidity and default risk .

Capital Introductions Analyst

Worked extensively with Top Tier Hedge Funds (AUM over $1 billion) to introduce Investors to

Managers; participated in client meetings and conference calls.

Coordinated efforts to construct J.P. Morgan’s Annual Thought Leadership Forum and Hedge Fund

Credit Forums in London and the United States.

Collaborated with the Global CIG Team in Hong Kong, Tokyo, London, and the United States to

better service our Hedge Fund clients with an universal effort.

Built a historical performance index database to track Hedge Fund Performance against respective

Indices. Allowed us to better align the investor goals with potential managers.

Working Common Liquidity and Default Risk Factors from the Credit Default Swaps Market. May 2011. 33 pg

Paper: Studied the effects of multiple market factors from the CDS market that spillover into the Equity

and Fixed Income Markets, explaining variations in pricing.

Replicated Pastor and Stambaugh’s (2003) innovations in liquidity model to verify if liquidity was

persistent in the market for the last decade.

Study has shown that the liquidity in the CDS market is not fully priced and does not diversify all

systematic and unsystematic risk.

Education: Princeton University, Princeton, NJ

Post Graduate Non-degree Program, 2014

Concentrated in Finance and Economics

Economics of the Labor Market

Entrepreneurial Finance

Economics of Health and Healthcare

Cases in Financial Risk Management

Asian Capital Markets

The Chinese Economy

American Economics History

Seton Hall University, South Orange, NJ

Bachelor of Science in Business Administration, May 2011

Major GPA: 3.67/4.0, cum laude

Major concentration in Finance; Accounting, Economics

Stillman School of Business-Leadership Development Honors Program, University Honors Program

CFA Level II Candidate; Former Series 7 Licensed Prime Broker

Proficiencies:

Computer skills- Microsoft Office (VBA modelling), Bloomberg, Reuters, E-commerce, Quickbooks, and Linux

Bloomberg Certified in Equities, FX, Commodities, and Fixed Income

NYSSA Investment Research Challenge Finalist

Fluent in Hindi and Punjabi

Past work experience since 2008 and referrals are available upon requ est.

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