Project Manager Management

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ARPIT NARAIN, FRM

ANALYST/PROJECT MANAGER

Mobile: +91-996*******, +91-998******* E-mail: ************@*****.***

Location: Pune, India

OBJECTIVE

Aim towards a challenging career encompassing professional and personal

advancement. Strive to provide a value addition to the organization with

the skills acquired through CFA (USA) and FRM (GARP, USA) program.

SUMMARY AND KEY SKILLS

. Sound knowledge related to Investment Banking / Financial Risk

Management domain gained through CFA (Chartered Financial Analyst),

USA and the FRM (Financial Risk Manager, GARP), USA Program.

. An experience of 38 months in the Investment Banking and Financial

Risk Management domain.

. Commendable knowledge of Derivatives, Interest Rate and FX

instruments.

. Possess good analytical and quantitative skills with comprehensive

knowledge of Statistics.

. Sound understanding of Risk Management concepts (Market Risk, Credit

Risk etc), including the know-how of VAR methodologies, Scenario

Analysis, Stress Testing etc.

. Good knowledge of financial Greeks and option pricing models such as

Black Scholes, Hull and White, Binomial Cox-Rubinstein, Jarrow-Rudd,

Tian, Trigeorgis, Monte Carlo etc.

. Have an expertise in the financial modeling using Excel-VBA and

possess a sound understanding of Oracle PL/SQL.

. Commendable Business/Technical knowledge.

. Good communication and interpersonal skills.

. Possess functional knowledge of Sophis Risque and Sophis Value.

ACADEMIA & PROFESSIONAL PROGRAMS

S.No Course University Result

of Study

1 Chartered Financial Analyst (CFA, CFA Institute, USA Passed

USA) Level 1

2 Chartered Financial Analyst (CFA, CFA Institute, USA Passed

USA) Level 2

4 Financial Risk Manager (FRM, GARP GARP, USA Passed

USA) Full Level

5 Bachelor of Engineering University of Pune, Passed in June 2007

(Electronics & Telecom) India (First Class)

OTHER PROFESSIONAL CERTIFICATIONS

S.No Name of the Offered By

Certification Result

1 NCFM Derivatives Module National Stock Passed with 94.0%

Exchange of India Marks.

2 NCFM Financial Markets Module National Stock Passed with 82.0%

Exchange of India Marks.

3 Equities Acumen-Net Global Passed with 93.0%

Marks.

4 Financial Modeling Acumen-Net Global Passed with 95.6%

Marks.

TECHNICAL PROFICIENCIES

Programming Excel-VBA, Oracle PL/SQL

Languages

Databases Oracle 9i, MySQL

Tools Sophis Risque (Financial Risk Management / Pricing & Valuation

Tool for Investment Banks)

Sophis Value (Financial Risk Management / Pricing & Valuation

Tool for Hedge Funds)

Toad for Oracle, MySQL Workbench

Operating System MS Office

PROFESSIONAL EXPERIENCE

Torux Private Limited, Pune (India)

ANALYST/PROJECT MANAGER

Nov 2009 - Till Date

About the Organization: Torux is a London based firm & is involved in the In-House

development of "Financial Risk Management/ Pricing & Valuation" tool. More than 90%

of the current workforce in Torux is from IIT(Indian Institutes of Technology), one

of the most premier technological institutes in India; few others having professional

qualifications like FRM, CFA (candidates), PRM (candidates) etc.

Project: In-House Development of a "Financial Risk Management / Pricing & Valuation"

Tool

Project Description: Our In-House product is a Financial Risk Management tool that

would help the clients in hedging the financial risks related to their portfolio by

the use of Risk Management Strategies. It also aims at providing the Project

Financing solutions by the use of Real Options Analysis.

Roles and Responsibilities:

The "Financial Risk Management" product, that our firm is developing, aims at

providing Business solutions to the clients. In my current assignment, I am involved

in the analysis, design, implementation and validation on an End-to-End basis, for

this product. My roles and responsibilities include:

Quantitative Analysis/

Financial Modeling using Excel VBA

Responsible for Quantitative Analysis as well as creating Financial Models for

pricing Plain Vanilla / Exotic Derivatives, FX and Interest Rate instruments etc,

using Excel VBA. These involve Forwards/Futures/Options for Equities, Commodities, FX

and other Fixed Income/Debt instruments as well as Interest Rate Swaps, Currency

Swaps, FRAs, Interest Rate futures, Bonds, Loans etc.

Stress Testing/ Model Validation

Involved in Stress Testing/Model Validation for different models used in the

company's product.

Implementation of Corporate Business Cases

Involved in the implementation of Corporate Business Cases to provide "Project

Financing" solutions to the client firms using Real Option Analysis with

Black-Scholes, Binomial Cox Ross, Tian, Trigeorgis, Heath-Jarrow, Monte Carlo etc

Algorithm Designing

Responsible for designing various mathematical algorithms such as Interpolation

techniques for building Implied Volatility Surface, yield curves etc, for their use

in our product.

Scenario Analysis Model for Risk Simulation

Designed a Scenario Analysis Tool to simulate the P & L values for a given position

or a portfolio of positions on giving shocks to various market related stochastic

variables. This is done to analyze the risk sensitivities and is used in designing

the portfolio hedging strategies.

Designing Risk Management Strategies

Responsible for designing the calculation logic for the Financial Greeks (Delta,

Gamma, Rho, Theta, Epsilon, Vega etc) as well as other interest rate sensitivities

(Duration, Convexity etc) for the clients' portfolio; and then designing "Risk

Management Strategies" through different plain vanilla/structured products to hedge

the portfolio using these Greeks.

Portfolio P & L Reporting

Designed the mechanism to generate end-of-day P&L reports for clients' portfolio in

the presentation currency, using global FX rates at Close-of-Business.

Trade Management Business Model

Involved in the design and implementation of Trade/Deal management business work-flow

model that automatically handles the trade bookings based on various Business Events.

Designing Calculation logic for Portfolio Columns

Involved in designing the calculation logic for different portfolio columns (Realized

P&L, Unrealized P&L, Theoretical Price, Income, Asset Value, Balance, etc) that are

related to the clients' positions.

HSBC GLT, Pune (India)

SOFTWARE DEVELOPER

Jul 2007 - Oct 2009

Department Corporate, Investment Banking &

Name Markets

Client HSBC Investment Bank, London

Project: Consolidated Revenue Information System (CRIS)

Domain: Management Reporting for trades done via 24 HSBC entities in

Americas, EMEA (Europe, Middle & Africa) and APAC (Asia Pacific) regions.

Technology: Oracle PL/SQL

Project Description: CRIS (Consolidated Revenues Information System) Global

Revenue MI seeks to aid the Business moving from a regional to a global

management of its products. The project aims to consolidate Global Markets

trade information form the major sites/systems and present this

consolidated view of revenue to the senior management and business

development teams on a global basis through a Sales Dashboard.

Roles and Responsibilities:

. Solely handled the "Consolidated Revenue Information System" used in

the Management Reporting for the deals related to Equities, Equity

Forwards/Futures/Options, Fixed Income Instruments, FX/FX Options,

Credit Derivatives and other Plain Vanilla/Exotic Derivatives trades

that are done through 24 different HSBC entities in Americas, EMEA

(Europe, Middle East and Africa) and APAC (Asia Pacific) region.

. Designed the calculation logic required for the consolidation and

processing of raw trade data; so as to report that in a business-

intelligent format.

. Was solely responsible for the Development, Business Analysis as well

as Operational Risk Management for the Application.

. Designed the cases for the stress testing and back testing of the

application; in order as to avoid any critical failures in the

production.

. Was the single point of contact for the entire business area vis-a-vis

the management reporting handled by CRIS.

Achievements: Analyzed the dependencies and migrated the jobs from the

Reporting Layer Database to Enterprise Layer Database that lead to a cost

saving of USD 100000 per annum.

OTHER PERSONAL DETAILS

DATE OF BIRTH: 29th July 1984

PERM ADDRESS: C-935, Sector-B,

Mahanagar, Lucknow-226006, U.P (India)

PASSPORT NO: G3572086

REFERENCES

CFA Institute (USA):

www.cfainstitute.org FRM (GARP,

USA) : www.garp.com/frmexam

Contact this candidate