Management Analyst
Resume:
RAJ WAGLE
Houston, TX *****
Phone: cell 713-***-****, home 713-***-****
E-mail: *******@*******.***
QUALIFICATIONS SUMMARY:
Industry experience in computerized financial analysis, risk management and statistical
business analysis.
Expertise include Value at Risk, Stress Testing, Risk Return in Natural Gas Industry.
Proficient in FactSet/Bloomberg financial analysis, Holt discounted cash flow analysis,
Excel spreadsheet functions, Excel VBA macro programming for model-building/report
generation, SPSS/SAS statistical programming including scripts and macros. Working
knowledge of MatLab, Business Objects and Access database queries/forms/reports.
CITIZENSHIP:
U. S. Citizen.
EDUCATION:
Chartered Financial Analyst, 2000. Coursework in finance, economics and accounting.
MS, Operations Research/Finance, 1992. University of California, Los Angeles.
GMAT (Quant) score in top 1%. Coursework included financial analysis, decision analysis, and options
theory.
BS, Mechanical Engineering, 1986. Indian Institute of Technology (IIT), Bombay, India.
PROFESSIONAL EXPERIENCE:
BP Energy, Houston.
Market Risk Analyst, 2006 - current.
Maintained risk models including VaR and backtested model performance
Performed statistical analysis on natural gas data using Excel-VBA, SAS and MatLab
Monitored market liquidity, diversification levels and ensured consistency of portfolio
positions with risk limits.
Prepared monthly dashboard for senior management.
Performed historical simulation/stress tests, presented results in weekly meetings and
improved analysis based on feedback.
Documented various processes with flowcharts and trained co-workers.
Houston Police Officers’ Pension System, Houston.
Senior Financial Analyst, 2004 - 2006.
Prepared daily market valuation reports of all assets for senior management. Prepared
comprehensive monthly performance handbooks.
Analyzed macroeconomic conditions/scenarios and recommended investment strategies.
Reconciled investment values with Accounting department for annual audit.
Performed investment rebalancing and risk analysis models using Crystal Ball simulation.
Analyzed risk exposures of portfolios using Barra-Aegis and Ibbotson Encorr analyzers.
Organized meetings with vendors and investment managers. Prepared questions and
took notes for follow-up.
Automated monthly investment performance calculation process that was bid for $90K by
a vendor.
Created a detailed report on an existing data provider’s fee structure that helped in
negotiations resulting in a gain of $100K.
Was awarded performance-based salary increase.
Waste Management Corp, Houston.
Market Data Analyst, 2001 - 2004.
Developed and maintained target-market driven predictive models for understanding the
impact of pricing and other factors on customer behavior and retaining clients of Waste
Management Corp. Gained and applied an understanding of the key drivers of waste
management business. Used revenue and profit-based customer segmentation to identify
untapped business opportunities.
Summarized results in spreadsheets and presented to management. Produced detailed
process documentation outlining major steps, data/program files utilized, screenshots,
histograms and charts.
Guided support staff in project execution.
Morgan Stanley - Van Kampen Funds, Houston.
Quantitative Analyst & Manager, 1998 - 2001.
Created automated financial statements and ratio analysis spreadsheets. Programmed
the process to get latest on-line accounting data and print reports with a single click.
Gained proficiency in Holt discounted cash flow software to analyze investments as
business projects.
Developed and maintained financial analysis models using FactSet and Bloomberg such
as risk-return optimization for tracking portfolio performance, real-time money flow as
proxy for demand pressure, hedging for risk management, equity/bonds/cash multiple
scenario analysis for asset allocation decision.
Monitored daily market news on portfolio holdings. Attended meetings with brokerage
analysts to identify investment opportunities.
Helped manage two model-driven financial portfolios. Executed daily trades, created new
buy/sell lists and rebalanced positions every month.
Guided support staff in project execution.
Was awarded performance-based bonus in every year with the company.
Aetna Inc. - Aeltus Investment Management, Hartford.
Equity Analyst, 1995 - 1998.
Created financial analysis models using FactSet for portfolio management. Developed
econometric forecasting model for real estate market.
Suggested qualitative risk-return adjustments to complement quantitative ranks of
investments based on industry structure and competitive position.
Performed various financial projects such as analysis of investment performance after
earnings pre-announcements and outperformance of selected investment styles.
Retrieved financial and accounting data from Access database. Stored results in Access
and used queries to generate reports for management.
Summarized conference calls, monitored market news and presented to managers.
Was awarded performance-based bonus in every year with the company.
CIBC World Markets - Oppenheimer & Co, Los Angeles.
Research Analyst, 1992 - 1995.
Created multi-factor stock ranking, industry selection and sector rotation models for
investment research using Lotus macros.
Developed market analysis models for allocation of industries into sectors to verify price
co-movements such as railroads with commodities and pharmaceuticals with food &
beverages.
Additional responsibilities included answering retail brokers‘ queries and writing summary
industry research reports.
Guided interns in their summer projects.
Was awarded performance-based bonus in every year with the company.
Industrial Development Bank - Project Finance Dept, Bombay, India.
Loan Officer, 1988 - 1989.
Conducted appraisal of industrial projects with a view to granting long term loans. This
included discussions with promoters and their consultants, analysis and projection of
financial statements, and presentation of recommendations to senior management.
Performed credit risk evaluation using “what-if” multiple scenarios sensitivity analysis.
Examined both quantitative and qualitative loan risk factors such as debt-service
coverage ratios, operating and financial leverage, liquidity, adequacy of capital, cost of
project compared to that of recently funded similar projects, promoters’ track record of
success, financial performance history of company, feasibility of technology,
existing/near-future competition for the product, and demand/supply situation.
Improved productivity by developing Lotus macros to automate financial and risk analysis
portion of the credit analysis work.
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