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Engineer Manager

Location:
New Delhi, DL, India
Posted:
October 18, 2015

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Resume:

Dear Hiring Manager:

I have an M.S. in Mathematical Finance from Columbia University, New York, and Ph.D. in Theoretical Physics from Purdue University, Indiana, U.S.A.

I have worked for more than 10 years as a Financial Engineer in financial industry in the New York area, and for 3 years as Research Engineer in the area of Decision Sciences in Minnesota, U.S.A.

At present, I am working as Associate Professor in a business school near New Delhi, India.

My area of expertise includes Stochastic Calculus, Financial Mathematics, Financial Modeling, Options, Fixed Income Securities, Finite-Difference Technique, Financial Derivatives, PDEs, Bonds, Swaps, Interest Rate Futures, Bond Futures, Credit Derivatives, Model Validation, C++, Java, Perl and Python.

I have taught graduate-level courses on Fixed Income Securities, Computational Finance, Econometrics, and Statistics. My research interests are at present focused on Pricing of Corporate Bonds using Finite Difference technique.

I am fluent in C++ and Java, and I have extensive experience using these for software development. I also possess a variety of other technology skills relevant to Software Development.

My updated resume is attached here.

If you have any question, please do not hesitate to contact me.

I look forward to hearing from you.

Regards,

Samir Ranjan

+91-893******* (Cell)

e-mail: acr4ig@r.postjobfree.com

P.S. - I am willing to relocate.

I am available within 30 days.



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