YOGESH GANDEWAR

+1-609-***-****

ac0i4h@r.postjobfree.com

Summary

Mathematical Finance major and MBA graduate with 5+ years of diversified experience in Investment Banking and IT seeking a full time position in financial industry

4+ years of Risk Management experience with sound knowledge of Fixed Income Derivatives, risk sensitivities and VaR methodologies

Excellent C++ programming skill with 3 years of financial software development experience Cleared CFA level 2 and FRM level 1

Education

Rutgers University New Brunswick, NJ

M.S in Mathematical Finance Aug 2015 - Jan 2017

Coursework: Mathematical Finance, Econometrics, Numerical Techniques, Computational Finance, Portfolio theory and Optimization

BITS Pilani Pilani, India

MBA in Finance Sep 2011 - Jun 2013

Coursework: Risk Management and Insurance, Security Analysis and Portfolio Management, Financial Engineering, Managerial Accounting

Mumbai University Mumbai, India

Bachelor of Technology Sep 2004 - May 2008

Work Experience

Segaponac FX New Jersey

Intern, Market risk analyst Feb 2017 – Till date

Providing support to the Portfolio Risk Manager overseeing the multi-asset class risk program with the day-to-day measurement, monitoring, and communication of risk in multi-asset portfolios.

Producing varied range of Market risk reports for clients and senior management

Monitoring portfolios for changes in their risk profiles

Performing portfolio stress tests based on both hypothetical and historic scenarios

Assisting the Portfolio Risk Manager in communication of risks to senior management, clients, prospective clients, consultants, and regulators

Nomura Mumbai, India

Market risk Associate, Prime Services Aug 2014 - Aug 2015

Calculated Market risk exposure and VaR for client’s (hedge funds) portfolio to decide margin level

Produced varied range of risk reports across Market risk, Margin risk, Liquidity risk

Developed and validated Margin risk methodologies for various hedge fund strategies

Performed regular stress testing and scenario analysis on various client portfolios to validate margin rules and improve efficiency of rules

Performed back testing on monthly basis to validate rule based and risk based methodology

Worked closely with Product management and IT teams to facilitate building, testing and roll out of various margin methodologies

Credit Suisse Mumbai, India

Intern, Market Risk, Fixed Income Derivatives (EMG Market) Jan 2013 – Jun 2013 Analyst, Market Risk, Fixed Income Derivatives (EMG Market) Jun 2013 – Aug 2014

Performed Quantitative analysis on VaR and Greeks for Fixed Income Derivatives portfolio explaining large moves in risk sensitivities and their impact on VaR

Generated VaR based market risk reports of Fixed Income Derivatives for EMG cluster including investigation and analysis of exceptions, data integrity and methodology issue checks on VaR, ERC, IRC movements

Developed and maintained Market risk reports of EMG Cluster covering fixed income derivatives, and equity trading activities for senior management and risk managers

Worked on implementation of changes in VaR, risk sensitivity models and risk mapping of new products

Worked closely with traders to calculate the risk associated with specific trading transactions

Acquired strong knowledge of Fixed Income Derivatives, risk sensitivities and VaR methodologies

Worked on development of excel based stress VaR reporting tool to reduce reporting time by 50% Amdocs Pune, India

Senior Subject Matter Expert May2010 - Sep 2011

Lead team of 4 members

Developed and maintained financial software in C++

Automated daily build and packaging process in Unix and Shell script Tata Consultancy Services Bangalore, India

Market risk developer Sep 2008 - May 2010

Provided support to risk system development for various banking clients in C++

Perform quality checks on data and remove exceptions

Coordinated with business for user acceptance testing Certifications

CFA Level 3 Candidate

FRM Level 2 Candidate

Sun Certified Java Programmer

TCS Kudos award and Amdocs special performer bonus Skills

Computer Skills: C, C++, J2SE, SQL, Unix Shell scripting, Microsoft Excel, VBA, Python Mathematical tools: Gauss, MATLAB

Product Knowledge: Exotics - Asian, Clique, Barrier, Look-back, Forward Starts, Binary Options, Currency Swaps, Interest Derivatives, Warrants, CDS, Contingent Credit Swaps, Range Accrual, Option Combinations - Straddle, Butterfly, Spreads, Equity Linked Notes, Credit Linked Note

Financial Database: Bloomberg, Reuters

Soft Skills: Leadership, Energetic and Organized, Hardworking and Flexible, Proactive and Creative, Self-Starter

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