Management Construction

Chirag Soni, CFA

* **** ***** **, *******, CT ***54 ? Phone: 203-***-**** ? Email:

**********@*****.***

OBJECTIVE

To find an opportunity as a trader or researcher where I can leverage my

knowledge of market microstructure, global macro economics, technology and

quantitative techniques to develop and analyze trading strategies.

SUMMARY OF SKILLS

. Experience trading FX, Futures and Options (volatility) as per

Bridgewater's proprietary trading strategies.

. Ability to translate market microstructure knowledge into systematic

trading strategies.

. Developed models and simulations in Excel (VBA) to back-test strategy and

monitor real-time performance.

. Analyzed the results of multiple high frequency automated FX trading

algorithms.

. Experience working with large dataset using database & software like

Excel, SpotFire, R, Access, SQL etc.

. Deep understanding of global macro economics, portfolio structuring

concepts, and hedge fund strategies.

EXPERIENCE

Trading Associate, Bridgewater Associates

Dec '07 - Oct '10

. Developed and analyzed high - medium frequency FX execution strategies to

minimize transaction costs.

. Traded assets like FX, rates, commodities, indices & volatility via

futures, forwards, swaps & options.

. Devised execution strategies and built valuation & monitoring tools for

trading illiquid Asian EMFX (NDF).

. Built pricing & valuation models for FX and FX options using Bloomberg,

Reuters, Fincad etc.

. Worked with Trading Analytics team to develop FX liquidity curves for

optimal trade scheduling to minimize transactions costs.

. Estimated trading cost curves for FX forwards & options using statistical

analysis and multi-factors models.

. Created strategy dashboards by analyzing large datasets (intraday tick

data, trade data, market data) using Excel, SpotFire, Access to monitor

estimated vs. realized results of our trading strategies.

. Built trade order management system for FX trading in Excel (VBA) and

Access for the new fund.

. Performed statistical research on event studies (e.g. B/O spreads around

economic numbers), automated pricing algos (e.g. 1) estimation of

dealer's risk aversion, 2) Spot and FWD spread correlation with mkt

volatility and size & tenor of trade, 3) cluster analysis for dealer

ranking) and topical studies (e.g. Value of competing trade among

multiple dealers on electronic platforms).

Client Service Associate, Bridgewater Associates

Sep '05 - Nov '07

. Built models in Excel for Portfolio Risk Analysis (VAR targeting,

exposure capping, correlation analysis)

. Developed system to create client portfolio position and attribution

reports automatically.

. Worked with Portfolio Construction team for creating system for Portfolio

Attribution Analysis

. Developed Excel based system used to replicate client's custom

benchmarks, calculate portfolio returns and create several performance

and risk analysis metrics.

. Worked with Portfolio Strategist to analyze client portfolio for asset

-liability management, environmental biases and alpha-beta separation.

Research Assistant, Global Indices, Factset Research Systems

Sep '04 - Aug '05

. Created portfolio returns attribution model for equity and fixed-income

indices in Portfolio Analytics suite.

. Developed customized benchmark indices and performed back-testing to

attribute performance.

. Wrote technical documents on Index calculation and attribution

methodology.

EDUCATION

. Bachelor of Arts, Honors in Business Admin. & Information Tech, York

University, Canada. Nov '03

o Topics - Computer Programming, Systems and Database design, Corporate

finance and Strategy

. Chartered Financial Analyst (CFA) program, CFA Institute

Aug '05

o Topics - Statistics, Portfolio Management, Equity and Fixed income

pricing and valuation, Derivative pricing, Financial Statement

Analysis etc

. Chartered Market Technician (CMT) Level 3 Candidate, Market Technicians

Association

o Topics - Chart patterns, technical indicators, Inter-market analysis

and building & analyzing technical trading strategies.

. National Commodities Exam, SERIES 3- FINRA

. Investment Associate Training Program (9 months), Bridgewater Associates

o Topics - Global macro economics, history of financial markets,

valuation and pricing concepts, Bridgewater Risk modeling, Portfolio

Construction theory.

COMPUTER

. Excellent knowledge of MS OFFICE (Excel, Access, Word and PowerPoint).

. Experience developing complex systems for transaction cost analysis,

Portfolio Risk modeling and trade order management in Excel and Access

using Visual Basic (VBA) and SQL.

. Proficient with financial systems like Bloomberg, Reuters and FINCAD.

. Experience working with large data sets via specialized tools like Pivot

tables and SpotFire.

. Good understanding of programming concepts and languages like VBA, SQL, R

etc

EXTRA CURRICULAR

. Stamford CFA Society, Board Member Aug

'08 - Mar '10

. Professional Risk Managers' International Assoc., Board Member, Stamford

Chapter Mar '07 - Mar '08

RELEVANT INFORMATION

. I am a citizen of USA.

. I am willing to relocate anywhere in the USA or to any major trading

center in the world.

Contact this candidate