Management Analyst

KAUSHIK DAGA

**** ********. *** ** *** York, NY *0027

********@*****.*** 734-***-****

EDUCATION UNIVERSITY OF MICHIGAN Ann Arbor, MI

Master of Science in Financial Engineering, December 2012

+ GPA - 3.55/4

+ Courses: Arbitrage Theory, Stochastic methods, Statistical methods, Financial Time

Series, Advanced Derivatives & Risk Management, Fixed income, Optimization

+ Projects: Implied Vol Surface, Index Fund Creation, Portfolio VaR Analysis, Portfolio

optimization using CANSLIM, Structuring CMOs using Dynamic Programming

+ Financial Models: Black Scholes, Monte Carlo Techniques, Finite Difference Schemes,

Binomial and Trinomial Tree models, Time Series Analysis models

+ Financial Engineering Club, Ross Finance Club, Michigan Commodities Club

+ Teaching assistant for courses in Financial Trading and Financial Management at Ross

School of Business

UNIVERSITY OF PUNE Pune, India

Vishwakarma Institute of Technology

Bachelor of Engineering (Computer), May 2009

+ Honors: First Class with Distinction

+ Courses: Analysis of Algorithms, Data Structures, Object Oriented Programming

+ Secured 2nd place in C/C++ programming at VITALITY'07, a national level competition

EXPERIENCE MILLENNIUM STOCK BROKING PRIVATE LIMITED Kolkata, India

Summer 2012 Intern - Quant Analyst

+ Analyzed and developed automated trading strategy for predicting short term

momentum based on market liquidity

+ Developed semi-automated strategy for market making in futures and options

+ Implemented automated strategy for trading in stock futures at expiry using VWAP and

enhanced it for Index futures.

+ Obtained and organized market data necessary for analyzing strategies using socket

programming and requisite decompression algorithm using C/C++

2009-2011 VIKABH SECURITIES PRIVATE LIMITED Mumbai, India

Trader and Developer, 2009-2011

+ Traded in options in emerging Indian derivative markets with focus on volatility-based

strategies

+ Instrumental in setting up a trading desk of ten people, conducted training sessions and

served as first-level supervisor leading to greater revenues for the company

+ Developed software tools for real-time calculations that improved efficiency of traders

+ Gained exposure to Indian currency and commodities market on automated platforms

+ Assisted in risk management of the firm's derivatives trading desk

Intern - Quant Research Analyst, 2009

+ Analyzed strategies based on technical data trends, options and pair trading. Analysis

tools included Excel, VBA and MATLAB

+ Enhanced option trading strategies to improve execution efficiency reducing

computation time

2006-2008 ATMABODH - NGO Pune, India

Part-time Founder and Administrative Head

+ Initiated and conducted computer literacy workshops for underprivileged children

+ Presented 'Atmabodh' as case study and won at local (Pune, India-2006), national

(Kolkata, India-2007) and international (Turkey - 2008) quality circle conventions

ADDITIONAL

+ Technical skills: C/C++, Excel, VBA, MATLAB, R, PL/SQL

+ Passed Level 1 of the CFA (Chartered Financial Analyst) program in January 2010

+ Certificate in equity and currency derivatives module of National Stock Exchange of

India's certification in financial markets

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