Analyst Data
Resume:
NISHANT MEHTA
** ***** ***** *****, ***. ****
Jersey City, NJ, 07310
*******@*****.***
PROFESSIONAL EXPERIENCE
Fidelity Investments, Jersey City, NJ
January 2009 -
Current
Capital Market s Analyst
. Contribute to the prime risk reporting for Market Risk and Portfolio
Risk by working on the various data feeds from data sources such as
Interactive Data and Bloomberg for various products such as Fixed
Income and Equities.
. Currently developing a consolidated P&L system in order to calculate
real time P&L and real time risk reporting.
. Identify and resolve issues with the data -- such as GICS, pricing
inconsistencies from various sources, Interest rates, and FX rates --
from various data sources to improve the data flow.
. Participate in the margin calculations for Equities, Fixed Income &
Options.
Marathon Asset Management ($8 Billion Hedge Fund), New York, NY
November 2007 - November 2008
Risk/ Pricing Analyst
. Generated strategic investment & risk reports such as bond duration
analysis, Value at Risk analysis, performance attribution analysis &
stress testing scenario analysis for trading desks.
. Generated Portfolio risk reports for dimensions such as various
countries and different asset classes and instruments such as Equities,
Bonds, and Swaps.
. Built pricing models for historical pricing analysis for equities,
fixed income securities, and derivatives including credit default
swaps, interest rate swaps, FX options and Bank Debts.
. Provided pricing for structured products such as CDOs, ABS, MBS, and
CLOs using analytical tool INTEX.
. Calculated P&L for the portfolio on both daily and monthly basis on
Strategy and desk level.
. Gathered valuation and other data points, and created charts to monitor
tactical and strategic positions.
. Worked with project managers to identify, analyze and resolve project
related issues & get involved in Data mapping and document data
analysis, while implementing Risk System & Portfolio Accounting System
Geneva.
. Conducted monthly independent Price Verification process from various
sources for various asset classes (trading books) and reported
differences outside the accepted tolerance limits.
JSMN International, Jersey City, NJ
August 2007 - October 2007
Analyst
. Performed statistical analysis on the large data sets and interpreted
the results while preparing statistical reports.
Credit Suisse Securities LLC, New York, NY
May 2007 - June 2007
Risk Analyst, Private Banking Group (temporary assignment)
. Assisted fixed Income portfolio managers to generate Market Risk and
Portfolio Risk reports for various asset classes, instruments and
strategies.
MINRAJ INVESTMENTS, Rajkot, India August 2002 - July 2004
Trading Assistant
. Helped analyze various trading strategies, created financial models and
screens, performed evaluation and due diligence, calculated P&L, and
prepared Performance Attribution Reports for the firm's clients.
INTERNSHIP EXPERIENCE
BNP Paribas Asset Management, Paris, France
May 2006 - August 2006
Analyst, Emerging Markets Group
. Prepared Portfolio Risk reports and commentary on BRIC and assisted
fund managers conduct country research.
. Contributed on Value at Risk and Scenario analysis reporting on country
or region level in base currency or as percentage of notional or market
value.
Radian Asset Assurance, New York, NY
July 2005 - August 2005
Risk Analyst, Public Finance
. Assisted on various projects related to the Structured Finance deals,
Reinsurance, and Secondary Trades.
EDUCATION
PACE UNIVERSITY, New York, New York
January
2007
Master of Business Administration, Investment Management, GPA 3.5
. Won PERC (Pace Equity Research Competition) and represented Pace
University at NYSSA.
GUJARAT UNIVERSITY, L.D. College of Engineering, Gujarat, India
June 2002
Bachelor of Engineering, Environmental Science, GPA 3.5
COMPUTER SKILLS & LANGUAGES
Microsoft Excel (Macros, Pivot-tables, look-ups), PowerPoint, Word,
Access, SQL, Advent Geneva, Visio, Bloomberg, Reuters, Thompson
Financial, FactSet, Stock Val (Research Database)
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