DEEPAK BISHT

Landline: +91-79-663***** Cell: +91-851******* Email: ac0p5a@r.postjobfree.com

EDUCATION

Indian Institute of Management Ahmedabad Ahmedabad, Gujarat Fellow Programme in Management (equivalent to PhD) in Economics Jun 12– Jun 17(expected) GRE: 800Q, 580V

Relevant Coursework: Probability and Statistics- I, II, III, Econometrics, Fixed Income Securities: Rates & Credit, Theory of Finance, Advanced Microeconomics, Game Theory, Stochastic Processes, Mathematical Finance (Stochastic Calculus) Indraprastha University New Delhi

Bachelor of Technology in Electronics and Communication Engineering Jul 03– Jun 07 ACADEMIC RESEARCH & PROJECTS

Thesis Work: Explorations in modeling and forecast assessment of energy derivatives 1. Pricing Option on Commodity Futures under String Shock

- Developed a new class of models for the term structure of commodity futures where string shock acts as a noise source for future convenience yield process, and derived closed-form analytic expression for call option.

- Succeed in obtaining lower pricing errors than the benchmark two-factor Schwartz (1997) model. 2. Assessment of Density Forecast for Energy Commodities in Post-Financialization Era

- Analysed the reliability of option-implied RND forecast (up to 3 months) for crude oil and natural gas by conducting density tests based on a probability integral transformation (PIT).

- RNDs are modelled as GB2 and Mixture of lognormal distribution. Project under Forum for Industry Interaction: Understanding Indian ultra-high net worth individual (UHNWI) client segment

- Consulted B&B Analytics, a Swiss wealth management firm, in understanding the investment, financial, and succession planning needs of Indian UHNWIs.

CERTIFICATIONS & RELEVANT SKILLS

- Passed CFA Level I (2013) and CFA Level II (2015)

- Self-taught coding experience in R, C++ and Python

- Financial Data Platform: Bloomberg, and Thomson Reuters Eikon

- Teradata 12 Basics (TE0-121)

PUBLICATIONS

1 Bisht, D., & Laha, A. K., Pricing Option on Commodity Futures under String Shock. Journal of Commodity Markets.

(Under Review)

CONTRIBUTED TALKS

1. Assessing Density Forecast for Energy Commodities: A post- Financialization Study, 5th IIMA International Conference on Advanced Data Analysis, Business Analytics and Intelligence, Ahmedabad, India, Apr 09, 2017 2. Pricing Option on Commodity Futures under String Shocks

- 5th Berlin Workshop on Mathematical Finance for Young Researchers (poster presentation), Humboldt-Universität zu Berlin, Germany, Jun 02, 2016

- Institute for Financial Markets, Leibniz Universität Hannover, Germany, May 27, 2016

- NMBU School of Economics and Business, Oslo, Norway, May 20, 2016

- 57th Meeting of the EURO Working Group for Commodities and Financial Modeling, University of Coimbra, Portugal, May 13, 2016

PROFESSIONAL EXPERIENCE

Capgemini India Pvt. Ltd. –Associate Consultant Nov 11– May 12

- Ensured positive and on-going relationship with the client

- Coordinated with the Data Modeling Team for the optimization of Teradata queries Tech Mahindra Ltd. –Technical Associate Jan 10– Jul 07

- Worked for two AT&T divisions- Credit and Collections, and Strategic Marketing Solution Group

- Engaged in the coding, testing, resolution of abends and deployment of code

- Responsible for requirement gathering, mapping design, and ETL operations while working for Mahindra Satyam Ltd.

(Jul 2007 to Jan 2010)

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