Shwetha Iyengar
*.*******@*****.***
*** ********* ********* *** * • Amherst NY 14226 • Tel: 716-***-****
PROFESSIONAL SUMMARY
Two years of Research experience in Equities, Risk management, Financial Modeling and Financial
Statement Analysis. Extended application knowledge in Derivatives pricing.
Additionally Six years of experience as a Business Analyst.
EDUCATION
MASTER OF SCIENCE IN FINANCIAL ENGINEERING MAY 2010, (GPA: 3.87/4.0)
UNIVERSITY AT BUFFALO, THE STATE UNIVERSITY OF NEW YORK.
MASTER OF BUSINESS ADMINISTRATION (FINANCE), JUNE 2006
UNIVERSITY OF MUMBAI, INDIA.
BACHELOR OF SCIENCE, ELECTRONICS ENGINEERING, JUNE 2001
UNIVERSITY OF MUMBAI, INDIA.
RELEVANT COURSEWORK
FINANCIAL MODELING, PORTFOLIO MANAGEMENT, FIXED INCOME SECURITIES,
COMPLEX FINANCIAL INSTRUMENTS MATHEMATICAL FINANCE, NUMERICAL
ANALYSIS.
CERTIFICATION
CFA Level 1 Candidate
COMPUTER SKILLS
Matlab, SAS, C, Java, Microsoft Office (Excel, Access, Word, PowerPoint)
PROFESSIONAL EXPERIENCE
RESEARCH
State University at New York Buffalo
08/2008 – Present
• Thesis topic: Devising a short term strategy for investing in intra-day stock
considering volatility and liquidity and reduce transaction cost.
• Presented an independent research on Risk Measurement methodologies of
University Endowment fund (Hedge Fund), conducted stress test and performance
analysis.
• Designed a portfolio with low correlation of stocks listed in S&P500 and Ultra-
short ETFs of different industry segments and tracked the portfolio performance
and rebalanced on periodic basis.
• Performed an Empirical study on various Pre-payment models for Mortgage
Backed securities.
• Worked on Compustat, CRSP in Wharton Database for analyzing trends in
financial statements across various industries.
• Successfully presented an Empirical paper indicating the “Momentum effects in
US Stock market from 1990-2008” using Time series analysis/ ARIMA modeling.
INDUSTRIAL
INVENSYS PROCESS SYSTEMS, MUMBAI, INDIA
Assistant Manager- Technical Support, 12/2004 - 12/2007
• Assisted and prepared client proposals; participated in RFP process; and identified
new sales opportunities; secured projects of $50 Million annually.
• Built a model for future cash flow analysis for each project and performed risk
assessment and analysis to present to the management for approval.
• Gathered requirements, and generated functional and technical specifications.
• Converted a losing opportunity into sales of $3Million by demonstrating to client
the effective improvement of 20% in their manufacturing process plant.
EMERSON PROCESS MANAGEMENT, MUMBAI, INDIA
Systems Engineer, 09/2001 - 11/2004
• Built database in VB and graphics in Intellution to meet client requirements of
simulating their manufacture process plant.
• Built logic for automating the manufacturing process and thereby replacing manual
and pneumatic controls.
• Worked on new product development, marketing and presentation in PowerPoint
and presented to more than 20 clients in a year.
AWARDS/AFFILIATIONS
Member, International Association of Financial Engineers (IAFE), 2007-Present
Dean’s award for Academic Excellence, Welingkar Institute of Management 2006
High Potential Employee Award by Emerson Electric in 2002.