Engineer Design

Sachin Nataraj

FLEMINGTON, NJ ***** USA

Email: *********@***.***

Phone:732-***-****

EDUCATION New School University New York, NY

New York, NY

M.S. Finance 3.78/4.0, January 2010

Bangalore University Bangalore, INDIA

Bangalore, India

B.S. Industrial Engineering, 3.75/4.0, August 2000

(Equivalent)

B.S. Mechanical Engineering, 3.65/4.0, July 1994

(Equivalent)

SKILLS

Pure Finance, Financial Engineering & Quantitative Finance:

Familiar with arbitrage pricing, Black-Sholes, futures and forward, volatility smile, pricing of American-style and exotic derivatives.

Solid knowledge of Equity models, CAPM, APT and factor models.

Solid knowledge of Options, Interest rate derivatives, Swaps, ABS/MBS/Pass Through securities and Credit derivatives.

Familiar with the theory and implementation of Monte Carlo simulation, variance reduction, and quasi-Monte Carlo.

Solid knowledge in interest rate modeling, including term structure, short rate models, HJM and BGM models, interest rate derivatives, and model

calibrations.

In-depth knowledge in risk modeling, including VaR, variance-covariance modeling, extreme value theory, principal components analysis and market

factor model, the Merton and KMV credit risk models.

Knowledge of commodities including future curves (contango & backwardation) and options on futures.

Knowledge of constructing and hedging synthetic derivative products.

Knowledge of financial markets, derivative securities, and structured financial products.

Programming:

Familiar with C#.

Familiar with Excel and VBA for various financial analyses.

Solid hands on experience with Bloomberg.

Languages: Fluent in English

OTHERS 1 Patent on design of radial full ball torque rod.

5+ podium talks in business conferences.

Financial Coach and tutor to many high net worth individuals helping them manage their complex portfolios. Structured cash flow models

for retires to achieve current income.

Coached high net worth individuals on the use of option strategies to hedge risk and generate income.

EXPERIENCE

Oct.05-Prese Engineered Capital Management Inc

nt Consultant

Conducted portfolio optimization and performance attribution.

Researched ETF's that suit client objectives.

Conducted Equity research based on principles of value and growth.

Conducted Macroeconomic study and effects of events on financial markets.

Researched Managed futures, energy and commodities.

Risk management of client portfolios

R&D Engineering Department, Automann Inc.

Sep.04 - Chief Design Engineer

Present Designed components using advanced computer modeling techniques.

Design of experiments and virtual testing using Finite Element Analysis tools like Algor.

Statistical process control and Statistical quality control.

R&D Department, ANG Brakes Inc.

Design Engineer

Apr.01-Sep.0 Conducted statistical and optimization Analyses for the Brake Systems.

4 Used computer modeling techniques to aid designs of Brake rotors.

PROJECTS

Traded a Long-Short portfolio based on relative value and reversion to mean theory.

Bootstrapped the yield curve.

Traded option straddle, strangle, vertical spreads and digitals.

Designed a complex trade involving a short position in Credit default swaps and hedging

The short with an offsetting long position in digital options.

Traded a simulated butterfly bond trade.

Wrote a paper on definition, derivation, interpretation, evaluation, application, calibration

And interpretation of the Black-Scholes model.

New Jersey, USA

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