Management Engineer

Ishant Goel

**** ********, ********* **, *** York, NY 10027, +1-917-***-****, ******@********.***

EDUCATION

COLUMBIA UNIVERSITY New York

MS Operations Research, Financial and Managerial Applications GPA (3.3/4.0) Expected Dec’12

Coursework: Empirical Finance, Computation Methods and Models in Quantitative Finance, Capital Markets & Investments,

Simulation; Foundations of Financial Engineering, Risk Management, Stochastic Models, Demand and Supply Analytics, Asset

Management.

UNIVERSITY SCHOOL OF INFORMATION TECHNOLOGY, G.G.S INDRAPRASTHA UNIVERSITY Delhi, India

B Tech Information Technology GPA (3.6/4.0) Aug’05 – Jun’09

PROFESSIONAL EXPERIENCE

PRUDENTIAL FINANCIAL Newark, NJ

Quantitative Research Intern, Quantitative Management Associates Jun’12 –Aug’12

• Researched and quantified macro economic factors to improve the dynamic model for stock selection in passive investment

environment.

• Analyzed cross and serial correlation of factors and factor returns using time series econometric models.

• Back-tested portfolio performance using new factors which improved alpha, maintaining same level of tracking error.

• SAS 9.2 and VB.NET were used for data analysis and programming.

TATA CONSULTANCY SERVICES PRIVATE LIMITED Delhi, India

Assistant Systems Engineer, Banking and Financial Services Division Nov’09 -Jul’11

• Developed core banking applications that facilitated the bank to perform various functions including; counterparty administration,

risk management including limit management and exposure management, rating and credit review processes.

• Designed and developed workflows to integrate data from different source systems into application database that replaced the old

interfacing systems and improved the processing efficiency to 22%.

• Programming languages used C++, JAVA, and INFORMATICA.

DATAMONITOR LIMITED Hyderabad, India

Associate Analyst, Market Data Analytics Team Oct’09-Nov’09

• Conducted market research to track the market development and product innovation trends in Fast Moving Consumer Goods.

• Enhanced forecasting models using excel considering the different parameters influencing the market.

• Performed extensive data analysis and forecasted FMCG markets using models to develop highly qualitative reports.

COUNCIL OF SCIENTIFIC AND INDUSTRIAL RESEARCH, CSIR Delhi, India

Research Intern, National Science Library Jan’09 – May’09

• Designed and developed a fully automated system for Management Literature Search service provided by the institution. The

system solved the problem of optimum utilization of resources and reduced the service delivery time by 30%.

PROJECTS AT COLUMBIA UNIVERSITY

STATISTICAL ARBITRAGE IN US EQUITY MARKET, Trading strategy

• Back-tested and researched statistical arbitrage strategies in US equities using mean reversion strategy.

• Compared the P&L generated by PCA and ETF based strategy.

PORTFOLIO ALLOCATION FOR MULTIPLE ASSETS, Asset Management

• Understood the investment cycle by learning strategic asset allocation, portfolio construction and performance management with

Perspective of pension/endowment funds, hedge funds and individual investors.

BROADWAY SHOW TICKET PRICE OPTIMIZATION, Revenue management

• Quantitatively analyzed and modelled the factors affecting the entertainment industry ticket pricing using pricing and revenue

management, customized pricing and markdown management.

SKILLS AND OTHERS

Programming Languages: SAS 9.2, SQL, VBA, EXCEL, C++, MATLAB, INFORMATICA Power Center, Algorithms,

Regression Analysis, Simulation.

Hobbies: Water Color Painting, meditation.

Teaching Assistant: Global Capital Markets Sept’09-Present

Assisting students in understanding fixed income, equities and Option asset classes.

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