PRAVEEN ARCHANAPALLI

Mobile Phone: 631-***-****

Email: ab88np@r.postjobfree.com

PROFESSIONAL EXPERIENCE

Morgan Stanley May 2010 - Present

Associate

Stood in top one percentile Graduate training program from Morgan Stanley University.

Graduate training classes ranged from basics of programming languages such as unix, perl, java, C++,

finance and courses related to Morgan trading infrastructure.

Q/KDB training from Jeff Borror, to join MS next generation database team Horizon and assist in building FX

Electronic Trading System.

Enterprise Data Group

May 2010 – June 2011

Horizon (Project)

Part of next generation Morgan Stanley database built on Q/kdb.

W orking with program director and other program managers to establish PMO and setup of governance to

manage scope, issues and risks.

Responsible for weekly, bi-weekly deployment and automation of deployment into production.

FX Electronic Trading System (Project)

Collaborated with FX Algo-Strategists’ Team to plan, gather and store FX data from all major venues such as

EBS, Reuters etc. Acting as day to day contact and adhoc queries for quant traders and strategists.

Assisted in identifying the gaps and collaborate d with teams inside and outside Morgan to gap filling.

Self-started and proactively projected data requirements and inefficiencies which were instrumental to

revenue generation for FX team.

Built Historical Database and relevant stored procedures to assist and ease data extraction and usability.

Helped achieve strategists, significant bottom-line boost by enhancing data loading process.

Currently assigned to build and maintain a Kdb plant for Credit Strategists by CTO of Morgan Stanley.

Institutional Securities Group

Credit KDB (Project) June 2011 - Present

Built kdb plant from scratch. Responsible for design, implement and maintain kdb database to assist data

requirements of traders and strategists.

Q/kdb database containing low frequency and high frequency data in extremely high volume achieving end

to end comprehensiveness from source to front end utility for tr aders.

Built EOD and realtime data feeds some from intra Morgan framework and some from external clients.

Planning, gathering and storing data from varied platforms such as ION, MMI, Morgan realtime

Infrastructure etc both from internal and external sources.

Performed operations varying from schema changes to complex changes like sym re-enumeration.

Responsible for varied time critical projects involving etrading teams and disaster recovery.

Data included from sources of varied pricing and market making algorithms. Also assisted in capturing

enriched data from intra-morgan mathematical models.

Built intraday data loading feeds collaborating with stra tegists and traders from higher management teams

and levels of Morgan Stanley.

Assisted in creating customized java based email reports to strategists and higher management.

Using perl, java based connectivities in q feeds to retrieve data from external sources.

Managing an offshore team to build kdb modules, analytics and progessing towards latest methodologies

such as mem cache.

Data feeds ranged from cross database connectivity feeds from SQL and other Morgan databases.

Interfaced kdb feeds from java, shell, perl and oversaw their efficiency and maintainence.

Enhanced programmatic documentation on twiki (morgan webpage) in lieu to handover for support,

attracting unexpected users across the firm increasing global utility of data .

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May 2009 – Oct 2009

Precision Consulting LLC

Mathematical, Statistical and Strategic Consulting firm (as Financial Associate Intern).

Selection, research and analysis of Investment Strategies.

Collaborated with a team to set up a database to efficiently retrieve CRSP & Compustat data (millions of

entries) for backtesting.

Implementation and Back-testing of selected strategies using Matlab.

Analyzed Value Investing in Microcap and built a Microcap Index comfortably beating relevant markets .

W orked on Technical Analysis strategies to develop a comprehensive trading model with appropriate

indicators.

Built self-updating Macroeconomic data excel sheet to retrie ve updated information of G20, an initial step to

build FX strategies.

W orking on optimizing the processing time and effective implementation of investment strategies.

W orked on Distressed Investing, concentrating on Martin Whitman analysis and other rece nt work in this field.

Aug 2008 – Dec 2008

Chrome Sense LLC (Startup Company at BEST-NYU)

Collaborated with Financial Services team that built the Business Plan, Price, Revenue Models, Grant

research and Application

May 2007 – July 2007

Infosys Technologies Limited (Leading Software firms in India)

Leading IT services firm, India. (As an Intern)

Intensive OOP based training to be able to collaborate with teams and adhere to client needs’. Actively

involved in the Module Designing (Sequence, Class and Collaboration Diagrams using Rational

Rose).Collaborated with team responsible for backend programming which includes writing stored procedures

and database triggers using PL/SQL.

EDUCATION

NEW YORK UNIVERSITY-Polytechnic Institute, New York, NY. Aug 2008 - May 2010

Master’s in Finance and Risk Engineering. Merit Based Scholarship Recipient. GPA – 3.7

May 2009 – Aug 2009

HARVARD UNIVERSITY, Massachusetts, Boston.

Summer Semester – Finance.

Related Coursework : Financial Derivatives and Risk Management, Financial Econometrics

Investment Banking Institute, New York, NY Dec 2008 - Jan 2009

Intensive financial modeling and valuation training program

Performed company valuations utilizing using DCF, CPC. Built full y-integrated financial statements projection

model, LBO model, accretion/dilution merger models, including ability to run operational and capital structure

sensitivities.

Dhirubhai Ambani Institute of Information and Communication Technology May 2008

GRE – 1360

B.Tech in Information and Communication Technology in First Class.

ADDITIONAL

Candidate for CFA designation.

Knowledgeable in kdb, Java, Perl, Python, Matlab, VBA, MS Excel.

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