Engineering Management

SMRUTHY VISWANATHAN

.*** Claremont Avenue, Apt. #44, New York, NY 10027 . ******@********.*** .

(001)562-***-****

Education

Columbia University, Fu Foundation School of Engineering and Applied

Science, New York, NY

MS in Engineering Management Systems, Expected December 2010

GPA: 3.625/4.0

Relevant Coursework: Deterministic models, Stochastic Models, Accounting

and Corporate Economics, Operations Consulting, Project Management,

Introduction to Implied Volatility Smile, Security Pricing Models and

Computation, Application Programming for Financial Engineers, Introduction

to Database

Anna University, College of Engineering, Guindy, Chennai

BE in Electronics and Communication Engineering, Completed May 2009

CGPA: 8.98/10.0; Rank: 5/85

Relevant Coursework: Probability and Random Processes, Numerical Methods,

Calculus, Total Quality Management, Fundamentals of Computing, Operating

Systems, Object Oriented Programming, Data structures

PROGRAMMING AND PROJECT EXPERIENCE

Aviva Investors, Des Moines

Intern, June 2010-August 2010

. Implemented a MATLAB code for consolidation of delta amidst varied

indices.

. Developed a MATLAB code for Monte Carlo simulation of SPX, NDX and Dow

Indices. Developed a VBA interface to pass

parameters and display results in Excel. Priced point to point and exotic

cliquet, Monthly Asian and Rainbow options using the

Monte Carlo paths.

. Developed a VBA code for automating the production of an excel file used

for option valuation in Bloomberg.

. Tested the Ddelta Drho values for the entire book of Point to Point

options.

. Assisted traders in trade activities by day to day analysis of Greeks,

PNL, hedging changes and new liabilities.

. Maintained the Delta Hedge Calculator to balance the book, monitored the

accuracy of the delta estimation.

. Completed trade management processes and confirmed and uploaded trade

information into their valuation system.

Fresh Direct, New York

Graduate Student Consultant, September 2009-May 2010

. Modelled the sales forecast for the year 2010 after the inclusion of

newly suggested products.

. Developed a VBA program to analyse the effect of item cannibalization.

. Lead a team of seven towards the efficient achievement of the goals.

Columbia University, New York

Developer, January 2010-May 2010

. Created a C++ program to develop a factor model using Principal Component

Analysis.

. Synchronised the program with Cplex to construct the optimal portfolio.

. Implemented a VBA interface to accept inputs dynamically from users and

linked it to the code using DLLs.

Columbia University, New York

Programmer, January 2010-May 2010

. Developed VBA modules for evaluating call on call options, second order

Greeks of options, Merton's Jump diffusion model.

. Analysed Credit Default swaps, swaptions and variance swaps using Excel.

. Evaluated various interest rate models including Ho Lee model and Heath

Jarrow Rudd model.

PART-TIME WORK EXPERIENCE

Columbia University Department of Earth and Environment Engineering, New

York

Research Assistant, March 2010-June 2010

. Developed the survey interface using Qualtrics and HTML for a study on

decision making.

.Scheduled and conducted the study on test subjects and assisted in

analysing the results.

STUDENT ORGANISATION ACTIVITIES

Member, Entrepreneurship, Leadership and Consulting Club, Columbia

University, New York, 2009-2010

Member, National Sports Organisation, 2005-2007

Event Organiser, Professor's Challenge event, Kurukshetra (the UNESCO

patronised annual technical fiesta of

The College of Engineering, Guindy, Chennai)

2007, 2008

Master of Ceremony, Kurukshetra 2007, 2008, Vision (the technical fest of

the Department of Electronics and

Communication Engineering, College of

Engineering, Guindy) 2008, 2009

Achievements

Awarded, Bachelor's Degree with Distinction, one among the top 15 % of the

University, May 2009

Runner, University Kho-Kho team, College of Engineering, Guindy, January

2006

Rank 44/2, 00, 000, Tamil Nadu Professional Entrance Examination (The

examination for selection into the

Engineering colleges affiliated to Anna

University, Tamil Nadu), April 2005

SKILLS

Computer: C, C++, Microsoft Word, Microsoft Excel, Microsoft Access,

MATLAB, VBA, HTML

Language: Tamil, Hindi, English (fluent in speaking and writing) (GRE:

1480/1600 TOEFL: 112/120)

Contact this candidate