Pavani K. Reddy, CFA

**** ***** ** ********** ** 15241 (h) 412-***-**** (m) 412-***-**** abp2jp@r.postjobfree.com

Professional Over 14 years of experience in quantitative analysis in the finance industry.

Profile 12 years of global active equity research experience in institutional asset

management.

Strong quantitative skills in stock selection, risk management and portfolio

optimization.

Experienced in back-testing and implementing research from industry and

academia.

Proven ability to process, integrate and analyze large internal and vendor

data sets.

Excellent presentation and communications skills. Regularly presented

research to portfolio managers and senior management.

Strong programming skills combined with experience in multiple statistical

software packages.

Areas of Quantitative Research

Risk Management

Expertise

Financial Analysis

Portfolio Optimization

Experience

Mellon Capital Vice President, Senior Research Analyst Jan 2008 - Present

Management, Designed and implemented quantitative stock selection models and

BNY Mellon products in developed and emerging markets as part of the global active

Pittsburgh, PA equity research team supporting over $10 billion in assets.

Back-tested and implemented fundamental and behavioral mathematical

algorithms for multi-factor models.

Worked with 2 fellow researchers to develop a SQL Server/SAS platform

to create and store factors and portfolios for research, optimizations and

report generation.

Developed portfolio optimization software in C# using a third party API.

Portfolio managers and researchers use the optimizer to rebalance

portfolios and run simulations with targeted levels of risk and return.

Member of team that worked with senior management to create a smart

index using company fundamentals for low turnover, low tracking error

portfolios.

Created a custom high dividend yield product for BNY Mellon Private

Wealth management group and a Japanese institutional client.

Evaluated downside risk factors based on academic research.

Worked with researchers in 3 BNY Mellon asset management subsidiaries

to merge stock selection models and investment processes.

Mellon Equity Vice President, Quantitative Analyst Apr 2004 - Dec 2007

Associates, Asst. Vice President, Asst. Quantitative Analyst Jul 2002 - Mar 2004

BNY Mellon Assistant Quantitative Analyst Jul 2000 - Jun 2002

Pittsburgh, PA Designed and implemented sector level equity valuation models for the

domestic market as part of a 6 member team responsible for research for

$15B under management.

Researched macroeconomic indicators as a tool for forecasting trends in

equity markets; presented research findings to senior management.

Created fundamental and behavioral factors after analyzing internal and

third party research.

Performed the role of primary liaison between the research team and data

vendors, portfolio managers and Mellon Equity systems group.

Worked with portfolio managers to define reports and implemented them in

SAS and Excel.

Incorporated macroeconomic variables into tactical size and style rotation

products; worked with MBA interns to implement and back-test the models.

Supported and improved existing regression models and forecasting

techniques.

Created and implemented a timing/sentiment model using price based

factors that incorporated asset volatility.

Led a project to integrate MarketQA data (IBES, Compustat, MSCI, CRSP,

IDC) for internal research and production processes.

Bloomberg L.P. Financial Software Analyst, Fixed Income Markets Jun 1998 Jul 2000

Designed and implemented the following new fixed income functions and

New York, NY

features for the Bloomberg terminal.

Descriptions of any government, corporate or preferred security

Analysis of convertible bonds, sinking fund bonds, floaters and EURO

redenominated bonds

Analysis of derivative securities and repos

Creation and analysis of securities before issuer takes them to market

Views and analysis of the corporate debt structure of an issuer

Worked with Fannie Mae to add option-adjusted spread and duration

functionality to a function that prices Fannie Mae bonds factoring 10

contributor spreads and the treasury closing prices.

Carnegie Mellon Teaching Assistant May 1998 May 2000

University Master of Science in Computational Finance Program

Pittsburgh, PA Tutored Masters students in computer science courses.

Colorado School Summer Intern, Robotics Lab Jun 1997 Aug 1997

of Mines Recipient of scholarship from National Science Foundation to conduct

Golden, CO research in Artificial Intelligence.

Maintained artificial intelligence software that helped robots diagnose and

troubleshoot hardware problems.

Worked with two professors to develop software for robots to visually locate

and monitor other robots. Developed the software in C++ and LISP.

Pavani K. Reddy Page 2 of 3

Education Master of Science in Computational Finance May 2000

Tepper School of Business

Carnegie Mellon University, Pittsburgh, PA

GPA: 3.62, Teaching Assistant in Computer Science to fellow students

Bachelor of Arts in Computer Science and Mathematics May 1998

Hunter College, New York

GPA: 4.0, summa cum laude, Phi Beta Kappa, Deans list every semester

Certification Chartered Financial Analyst Sep 2008

Technology Financial and Analytical Software: Bloomberg, FactSet, CapitalIQ, Barra

Skills Aegis, ITG Optimizer, MS Excel

Programming Languages: SAS, C++, Java, C#, SQL, Fortran, Visual Basic

Statistical Software: SAS Enterprise Guide, S-Plus, Matlab, Mathematica

Databases: SQL Server, Oracle, MS Access

Data Providers: IBES, Compustat, Capital IQ, WorldScope, MSCI, Barra,

CRSP, IDC

Operating Systems: Windows, UNIX, VMS, MAC

Other United States Citizen

Member, CFA Society of Pittsburgh

Pavani K. Reddy Page 3 of 3

Contact this candidate