Pritam Dalal

**** ********* ** ** *********** MN, 55418 206-***-**** acfvbn@r.postjobfree.com

Experience

Two Harbors Investments - Minneapolis, MN

Group: Mortgage Servicing Rights (MSR)

Position: Servicer Performance Consultant

4/2014–Present

Developed various portfolio performance analytics for the purposes of subservicer oversight.

Analyzed cash-flows and remittances to validate subservicer billing statements.

Researched historical delinquency (involuntary prepayment) in Ginnie Mae collateral.

Completed various ad hoc projects related to subservicer oversight and data integrity.

Hedge Fund Launch Development - Minneapolis, MN

11/2011–11/2013

Backtested various volatility strategies in equities and ETFs.

Built a MySQL research database for historical option prices and skews.

Empirical research in portfolio optimization and variance estimation.

Developed a working knowledge of the Interactive Brokers API.

Explored legal and regulatory issues involving the hedge fund industry.

Cargill Risk Management - Minneapolis, MN

Group: Derivative Trading & Research (DTR)

Position: Junior Trader

1/2011–11/2011

Proposed and championed the creation of DTR to the senior leadership team.

Developed, backtested, and implemented a commodity volatility trading strategy.

Performance (4/2011-7/2013): $20MM AUM, 16% annualized returns, 1.88 Sharpe-Ratio.

Cargill Risk Management - Minneapolis, MN

Group: Hedging Products

Position: Junior Trader

8/2008–1/2011

Managing and hedging portfolios of exotic derivatives on various commodity futures.

Researched skew-based models for pricing and replicating digital and barrier options.

Developed and implemented an interest rate hedging strategy using Eurodollar futures.

Extensive experience trading exchange and OTC options on commodity futures.

Allianz Investment Management - Minneapolis, MN

Group: Derivative Strategies

Position: Analyst

1/2007–8/2008

Structuring, pricing, and hedging fixed and variable annuity benefits.

Systems development for the hedging platform: risk analytics, sensitivity analysis.

Research and back-testing projects involving model selection, Monte-Carlo methods, etc.

Education

Master of Financial Mathematics - 2010

University of Minnesota, Twin Cities

GPA: 4.0

Bachelors of Arts in Mathematics & Economics (honors) - 2002

University of California, Berkeley

GPA: 3.42

Actuarial Exams

P (2006) - probability tools for quantitative risk assessment.

FM (2007) - interest rate theory and basic derivatives theory.

Technology

C#, Excel, VBA, SQL, MySQL (Oracle), SqlServer (Microsoft), R, Matlab, L TEX

A

Volunteer Service

Robbinsdale School District Adult Academic Program - Robbinsdale, MN

Position: Volunteer Educator

10/2013–Present

Weekly 2-hour commitment.

Working with small groups of students on reading comprehension, fluency, and math.

Assisting the teacher with full-class projects and exercises.

Introduced financial literacy topics into curriculum.

House of Charity - Minneapolis, MN

Position: Server

10/2013–Present

Monthly 3-hour commitment.

Assisting with processing and storage of food donations and dry goods.

Serving a meal and cleaning the dining area afterwards.

People Serving People - Minneapolis, MN

Position: Server

10/2013–Present

Monthly 1.5-hour commitment.

Checking in residents, serving a meal, and cleaning the dining area afterwards.

Face-It Foundation - Minneapolis, MN

5/2014, 8/2014

Provided audio-engineering services and equipment for recording podcasts.

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