Software Engineer Project

Vaibhav Bhargava Email: *******.********@****.***

Address: *** ********* *****, ****** ** – 08817 Phone: 732-***-****

Work Experience:

Gleacher & Company, Inc

AVP/Senior Associate, MBS & Rates Sept 2012 - Present

• Pricing, Valuation & Analysis of Structured Finance products with Exposure to RMBS, ABS, Swaps & CDO’s

Providing advisory services to institutional clients (insurance companies, regional banks, hedge funds etc.)

Assets Under Management (AUM) of over $10.2 Billion

RangeMark Financial Services, LLC

Associate, Valuation and Advisory Group July 2010 – Sept 2012

• Pricing, Due Diligence, Research, Risk assessment and Total Return attribution of Structured Finance asset classes

Credit & Default Modeling to project timing of mortgage losses based on stochastic simulation of

loan-level transition matrices, HPA and interest rate scenarios

Database Management & creation of a database tool which reduced time required for data access by 80%

Developed a fundamentals based algorithm to calculate Implied Yields/Prices for individual cusips

Validated client’s impairment projections on distressed securities issued from non-agency RMBS and

Re-REMIC deals by examining loan level details of collateral

Analyzed the impact of loan modifications, interpreted delinquency roll rates and liquidation timelines

Alternative Investment Resource, LLC

Associate Intern February 2009 – Dec 2009

• Valuation, Investment Research and Risk Exposure determination of growth companies

Assessed the performance of existing investments, including financial analysis of the underlying portfolio com

of sponsors' funds to support underwriting of potential investment opportunities

Provided fair value assessment using DCF, Enterprise Value and Liquidation approaches

AllWorld Network & Chicagoland Chamber of Commerce

Research Associate July 2008 – July 2009

• Executed a Business Development Project under the supervision of Michael Porter for AllWorldNetwork

Analyzed Entrepreneurial companies for Strategic Business Plans and Venture Capital opportunities

Involved in Finance, Operations, Money Raising, Marketing and Corporate Strategy

Larsen & Toubro InfoTech Limited, Mumbai-India

Software Engineer, SAP FICO Group August 2005 – January 2008

• Team Leader of six, responsible for Design, Analysis (customer, financial & operational) and Process

Integration, using SAP Netweaver - Exchange Infrastructure PI/XI for ‘Chevron’, USA (Project Oronite)

Awarded a Gold Medal in appreciation for excellent performance in the Project September 2007

Education:

Stuart School of Business, Illinois Institute of Technology - Chicago

Master of Science – Finance (Concentration: Investments & Risk Management) May 2010

Key Graduate Academic Projects:

• Implemented VaR for a diversified portfolio with Non Linear Payoffs with 95% confidence level

• Prepared a M&A valuation model for a live LBO of a leading Private Equity Firm in Chicago

MAIET, University of Rajasthan, Jaipur - India

Bachelor of Engineering - Electronics & Communication with Honors June 2005

Certifications:

• Certification in Financial Markets and Derivatives - National Stock Exchange, India with Honors

• Series 63, 65

• CFA Level II Candidate

Computer Proficiencies: VBA, MATLAB, SQL, C, C++, MS Office

Vaibhav Bhargava

Financial Applications: Bloomberg, INTEX, LoanPerformance Risk Model, ABSNet (Lewtan), CoreLogic

Awards/Affiliations: Awarded Stuart GSB’s Merit Based Scholarship (GRE: 1490/1600, TOEFL: 290/300)

Vaibhav Bhargava

Contact this candidate