Quality Assurance Engineer

Vinay Munikoti

** ***** ********, ********* *-*

White Plains, NY 10601

mobile: 914-***-****

abnji3@r.postjobfree.com

Work Experience

System Research LLC

Sep 2008 to Present, White Plains NY

Title: Owner

• Develop and trade quantitative investment models for Fixed Income, Equity, FX and Commodities

for a number of investment advisory firms

CL Capital Markets / Scalae Group LLC (a Commodity Trading Advisor)

April 2005 to Aug 2008, New York

Title: Model Developer

• Responsible for design and implementation of quantitative strategies for trading a diversified basket

of futures markets.

• Actively traded more than 60 markets: Commodities, FX, fixed income, and stock indexes.

Glenwood Capital Investments (a fund of funds – subsidiary of Man Investments)

March 2002 to April 2005, Chicago

Title: Senior Quantitative Analyst

• Performing quantitative analysis on hedge fund strategies and individual hedge funds: Monte-carlo

simulations to determine suitability of including and sizing strategies within portfolios. Non-

parametric analysis of hedge fund returns to study persistence. Attribution analysis to uncover

sources of under/over performance relative to a benchmark. Regression analysis to uncover hedge

fund sensitivities to market factors.

• Running monthly proformas and generate weighting recommendations for all the Glenwood

portfolios using a proprietary platform. Running monthly monitoring screens on approved list of

hedge funds by tracking return patterns against peer group and automatically flag anomalies.

Rotella Capital Management (a Commodity Trading Advisor)

June 1997 to March 2002, Chicago

Title: Researcher

• Developed technical trading systems ranging from long-term trend following to intraday time frame.

Short-term trading strategies held positions from a few hours to 3 days. Developed related real-time

signal-generating platform which integrated Bloomberg datafeed, SQL-Server backend, and user

interface for trading staff.

• Wrote many applications for data manipulation: linking and backadjusting contracts, cleaning dirty

data (time & sales), comparing different sources of data. Data bootstrap application: randomly

scramble existing price data and automatically perform backtests on a large number scrambled

datasets in order to find optimal parameters for a given strategy.

• Other projects: Designed and coded several modules for Position and Trade Tracking Application - a

SQL-Server intensive application. Created tax calculation application for accounting department.

Chase Manhattan Bank - August 1996 to May 1997, New York

Title: Software Quality Assurance (internship)

• Tested spreadsheets and DLLs for pricing interest rate derivatives.

• Coded Monte-Carlo simulations to verify the pricing of certain exotic options and customized swaps.

HSBC James Capel - May 1996 to August 1996, New York

Title: Summer Intern

• Backtested share class arbitrage strategies. Stock pairs consisted of international preferred versus

common stocks.

ortel etworks - May 1995 to December 1995, Santa Clara

Title: Process Engineer

• Solving production issues for a PBX circuit board assembly line.

Software Skills

• VBA/Excel, VB .Net, Borland Delphi, C

• SQL-Server, Access

• MatLab, TradeStation

Education

Polytechnic University (now known as Polytechnic Institute of NYU)

January 1996 to May 1997

M.Sc. Financial Engineering

University of Ottawa - Canada

September 1990 to December 1994

B.Sc. Mechanical Engineering

Other

• Series 3 Registered, US Citizen

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