Management Part Time

Dhruv Agrawal

Bendheim Center for Finance, ** Prospect Ave, Princeton, NJ

********@*********.***

United States citizen

EDUCATION

****- **** ********* ********** *********, NJ

Master in Finance

Expected coursework: Modern Regression and Time Series, Asset Pricing, Behavioral

Finance, Corporate Finance and Financial Accounting, Stochastic Calculus and Derivatives

2006-2010 Stanford University Stanford, CA

BS honors Mathematical and Computational Sciences GPA: 3.8/4.0

Minor in Economics

Relevant Coursework: Microeconomics, Macroeconomics, Money and Banking,

Programming Abstractions, Probability Theory, Derivatives, Investment Management

WORK EXPERIENCE

Summer 2012 Federal Reserve Bank of New York New York, NY

Intern, Credit and Payments Risk

Developed a model to forecast cumulative loss rates for Commercial Mortgage Backed

Securities

Morgan Stanley New York, NY

2011-2011 Analyst, Risk Management

Ran Monte Carlo simulations to figure out the worst case PE95 exposures of the

portfolio

Summer 2010 Rotational Intern

Created a hedging tool for an investor to hedge his exposure to a given security using IG

and HY indices (cash or CDS) across geographies and contributed to weekly credit basis

reports during a credit strategy rotation

Constructed a gasoline demand forecasting model and created a heat map for the

electricity generation nodes in Texas during a commodities division rotation

Assisted in the creation of a report looking at the USA as a financial corporation and the

implications for its taxpayers under Mary Meeker during a rotation for technology equity

research

Summer 2009 Houlihan Lokey San Francisco, CA

Part time intern, Tech M&A team

Worked on M&A case studies, public information books, and industry profiles as part of

deal pitches

Summer 2008 Citadel Investment Group New York, NY

Intern, Credits Division

Ran regressions to find out historical correlations between securities for hedging

Documented the risk assessment models

Learned about and built a Credit Default Swap pricing model

Summer 2007 Intern, Portfolio Construction Group

Created Markowitz Model for optimal portfolio allocation

Assisted in the consolidation of portfolio after the takeover of assets of Sowood Capital

Management

SKILLS & INTERESTS

Technical Skills: C++, Java, R, VBA, Perl, Bloomberg

Activities: Co-President of FUSION (social entrepreneurship organization at Stanford) and Associate Director

at Blyth Fund (investment association at Stanford)

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