Software Engineer Mechanical Engineering
Resume:
VIDYESH V. VADHAVKAR
Rochester, NY 14623
Phone: 585-***-****
E-mail: *******@***.***
OBJECTIVE
To obtain a full time position where I can apply my analytical skills,
experience and ability in the finance industry. Available - Octomber 2010
EDUCATION
Rochester Institute of Technology, Rochester, NY
Master of Science in Applied Mathematics, expected September 2010
GPA: 3.67
FR. C. Rodrigues Institute of Technology, Mumbai University, India
Mechanical Engineering (First Class)
TECHNICAL SKILLS/EXPERIENCE
Programming: C, C++, JAVA, SQL
Softwares: Visual Basic, MATLAB, Minitab, MS-Office, SAS
Operating Systems: UNIX, Windows
RELATED COURSES
Mathematics of Finance Stochastic Processes
Advance Differential Equations Numerical Analysis
Probability and Statistics for Engineers Mathematical Methods in
Applied Mathematics
Numerical Linear Algebra Methods for Scientific Computing
PROJECTS
. Brownian Motion, Martingale and Mathematics of Finance - (Thesis)
-Studied Brownian motion and Martingale process in finance
-Analyzed Black-Scholes and Binomial option pricing models
-Studied exotic, path-dependent and barrier options
-Learn volatility modeling and portfolio construction using delta
hedging
-Analyzed stochastic differential equations and will apply to option
pricing
-Coded up derivative pricing models using Monte Carlo simulations in
C++
WORK EXPERIENCE
Rochester Institute of Technology, Rochester, NY Sep 2008 - Present
Teaching Assistant:
. Assist professor with class of 30-35 students
. Tutor students outside of class and grade course assignments
Infosys Technologies Limited, Bangalore, India Aug 2006 - Jul 2008
Software Engineer:
. Develop the codes in C++ programming language (including STL library)
. Responsible for the designing, develop and test the system
. Responsible for code revision, testing and output and also maintain
the documents of the project
ACTIVITIES/INTEREST
. Member of PiRIT math club at Rochester Institute of Technology
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