Mechanical Engineering Engineer
Resume:
Pradeep Manikonda
#****, ******* *****: 206-***-****.
Email: **********@*****.***
IL - 60661.
******@********.***
Objective:
Seeking a full time position as an Analyst
Professional Experience:
Quantitative Analyst, Financial Risk Management, Milliman Inc, Chicago, IL, USA
March’ 08 – Current
Assisted in managing the outsourced Dynamic Hedging program for VA blocks of a large
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European Insurer.
Used MGHedge, a Monte carlo system for valuing the embedded options in Variable Annuity
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products, quantifying exposure to market risks, on a daily basis.
Produced nightly trading grids for immediate deployment by the client’s Trade Positioning System
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to make necessary trade recommendations for hedging the liability option value.
Developed a population simulation tool in C# that simulates the policy holder behavioral
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assumptions to stress test the hedging cost valuations for a Retirement Guarantee product.
Compiled weekly performance attribution reports, quantifying the effectiveness of the client’s
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hedging program and the effect of various market parameters.
Gained exposure to Retirement Guarantee products, their design and development.
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Developed several tools for Data Analysis and Data Compilation using VBA, Excel and Java.
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Technical Engineer, Wolfram Research Inc, Champaign, IL, USA. May’ 06 – March’08
Developed statistical distributions (InverseChiSquare, Scaled Inverse Chi-Square,
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Inverse Gamma, StudentT with three parameters) for the Mathematica kernel.
Developed several applications using Mathematica,C and Java.
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Served as one of the Wolfram Education Group (WEG) instructors for Advanced and introductory
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courses in Mathematica. Presented several online seminars for users across the world.
Undertook other miscellaneous projects such as:
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Client Server file copying setting using shared memory implementation in UNIX:
o Implemented shared memory in a client server setting.
o Gained knowledge of Semaphores, Mutex Locks, Race Conditions, Deadlocks, Strict
Alternation, Condition Variables and other relevant Inter Process Communication constructs
in an UNIX setting. Implemented the client and server semaphores.
o Used the native Unix support for Shared Memory implementation.
Pricing Morgan Stanley SPARQS using Java and Mathematica:
o Developed a Java and Mathematica code for pricing Morgan Stanley SPARQS as a proof of
concept presentation to Clear Speed Technologies.
o Gained exposure to structured notes with embedded derivative components.
Graduate Research Assistant, Arizona State University, Tempe, AZ. Sep ’03-Feb’06
Modeled an inertial flutter exciter with desired optimum force Vs frequency characteristics.
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Developed a mathematical model that analyses the perturbation techniques applied to a Mathieu
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type differential equation.
Implemented Matlab subroutines to derive floquet solutions and to understand sub harmonic
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instabilities.
Undertook other miscellaneous projects such as:
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Matrix Eigenvalues and eigenvectors of a Matrix using Java:
o Implemented Jacobi’s Algorithm to find all the Eigenvalues of a symmetrical matrix.
Programmed an iterative subroutine to find the largest eigenvalue of a Nonsymmetrical
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Matrix
o under the assumption that the absolute value of one of the Eigen value is far greater than that
of the rest. Ref: J.Bass, Cours de Mathematiques, Tome II, Masson, 1968.
Bulirsch-Stoer Interpolation implementation in Java:
o Implemented Bulirsch – Stoer Interpolation algorithm in Java which made use of a rational
polynomial function in presence of poles in the vicinity of real axis over the range of the
sample points.
o Implemented a constrained and natural cubic spline interpolation constraining the order of the
Lagrange Polynomial to 3 and imposing a C2 continuity.
Denoising a 2-D image using Wavelet Analysis.
o Used different wavelet bases to compress and denoise a typical 256x256 image.
o Compared the efficacies of Haar, D6, Shannon and Fourier bases in compressing one and
two-Dimensional signals.
Education:
Master of Science (MS), Columbia University, NewYork, NY (Part-time) Aug’07-Current
Major: Applied Mathematics GPA: 3.57.
Minor: Financial Engineering
Master of Science (MS), Arizona State University, Tempe, AZ Sep’03 – Feb’06
Major: Mechanical Engineering GPA: 3.42.
Minor: Applied Mathematics. GPA: 3.83
Software Skills:
Operating Systems: Windows, UNIX, Mac OSX.
Programming Languages: C, Java, VBA, C#,MS Access
Mathematica, Matlab, Maple.
Math Application Packages:
Excel, Word, PowerPoint
Other Microsoft Tools:
Standardized Test Scores:
GRE: Verbal: 710/800 (97%); Quantitative: 790/800 (98%); Analytical: 790/800 (98%).
GATE (Graduate Aptitude Test in Engineering):
• Scored 99.13% and was ranked 96th amongst 90,000 candidates. (in the top 1%)
• One of the only two candidates selected annually for a joint research standing at the prestigious
Indian Institute Of Science and Jawaharlal Nehru Center for Advanced Scientific Research in
Engineering Mechanics.
SOA track: Passed the SOA FM and P exams.
Honors/Activities:
Graduate Fellowship for the MS Program in Mechanical Engineering at Arizona State University
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Member of the International Society of Poets. One of my writings made it to the finals of the
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International Poetry Competition, 2005.
Interests:
Concurrency, Programming, Applied Mathematics, Information Economics and Mathematical
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Modeling of financial derivatives.
Contact this candidate