Mechanical Engineering High School

AMULYA CHIRALA

*** ****** **** **** *** R-*, Foster City, CA 94404 ******.*******@*****.*** 678-***-****

ACADEMIC SUMMARY

Master of Science - Quantitative and Computational Finance Jan 2012 – May 2013

Georgia Institute of Technology

Bachelor of Engineering - Mechanical Engineering Sep 2007 – July 2011

Osmania University

Certificates: Bloomberg Essentials Certification in Equity, Fixed Income, Forex and Commodity segments

TECHNICAL SKILLS

Programming: SAS, C++, MATLAB, R, SQL

Modeling: Regressions, Default Estimation, Hazard Models, Monte Carlo

Office: Excel (Advanced), Word, PowerPoint, Access

PROFESSIONAL EXPERIENCE

Research Intern- Centre for Investment, Indian School Of Business May 2012 - Aug 2012

Conducted research on evolution of Indian Derivative markets.

Prepared framework for computation of VaR by Historical Simulation, EWMA & EVT.

Compared the sensitivity of the various margining methods to rapid changes in market volatility.

Co-Authored a series of articles on Futures and Options for the personal finance section at a local publication.

Analyst Intern- Altair Engineering Jun 2010 - Jul 2010

Worked with engineering analysis suite to give usability responses to senior management

Built 2-dimensional and 3-dimensional CAD models and discretized them for further analysis.

Subjected discretized models to mechanical and heat loads to identify points of high stress.

Performed normal modes analysis on models to study behavior under harmonic loading.

Brand Analyst Intern- Vama Industries Jun 2009 – Dec 2009

Surveyed billing rates for comparable services offered by competitors.

Studied the correlation between brand recognition and revenues, and eventually, shareholder value.

Identified a USP and Brand promise to help differentiate the firm from its competitors.

ACADEMIC PROJECTS

Internal Rating Based Approach In Basel lll

Researched Basel lll additions to the Internal Ratings approach to model Counterparty Credit Risk.

Studied Machine Learning techniques to identify suitable algorithms to base the model on.

Building a rating model using a combination of financial data and stock price data.

Pricing of Credit Default Swaps

Implemented the method designed by O’Kane and Turnbull.

Investigated the effect of term structure modeling by using Bootstrapping and Black–Karasinski model.

Compared results using Treasury term structure rather than LIBOR.

Estimation of default probabilities and distances to default using KMV method.

Estimated default probabilities and distances to default using a Naive Approximation and Black-Scholes Method.

Built a model along the lines of the KMV Method to get a more accurate evaluation of the Distances to Default.

LEADERSHIP & EXTRACURRICULAR ACTIVITIES

LokaKalyan - Volunteer Tutor, Tutored middle and high school students in sciences and language arts.

Mauka (A Startup) - Content Writer, Created informational and promotional material for varied audiences.

Undergraduate Research Journal, Georgia Tech - Graduate Reviewer, The Tower

Interests –Painting, Reading, Writing and Traveling.

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