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SQL VBA R Pyton Quant Resume

Location:
New York, New York, United States
Salary:
70,000
Posted:
April 21, 2018

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Resume:

Satyadhar Joshi Email - ac47k0@r.postjobfree.com

***-** ***** ****, ******, NY 11416 GitHub - github.com/satyadharjoshi Cell: 929-***-****, 929-***-**** L I - linkedin.com/in/satyadharjoshi PROFESSIONAL PROFILE Experienced Excel and VBA Developer for Finance. With exposure to R/Python. Seeking position in Quant Analytics / Quant Development. Eligible to work without sponsorship under CPT 12 months + OPT 36 months (till 2023). MS Information Systems Student (Database) with MBA and BS in Electrical Engineering degrees. Over five years of experience in Quant Modeling / Analytics on projects such as Quant Model Development / Validation for Solvency, Monte Carlo Simulation for Quant Corp Fin, Financial Engineering Learning Course Development.

TECHNICAL SKILLS

Data Analytics VBA (Integration with SQL and Class modules), SQL Server (OLAP Cubes, Warehousing, ETL) EXPERIENCE

Analyst - Investment Analytics XL Catlin India 2014-2015 Technologies used R, SQL, VBA integrated with SQL and Bash, MATLAB, Windows Server, GEMS ADVISE Roles Model Development and Validation (Interest Rates, Equity) Clients XL Catlin’s New York Team

Responsibilities Accomplishments

● Validation of stochastic models, modeling error ● Reduced modeling errors and analysis time by 35%-50% using R/VBA

● Automation of Manual Excel ● Achieved ~75% migration from Excel to R/SQL using procedures, views, CTE

● Configuring and running GEMS ESG ● Achieved ~50% automation using Bash command and DOS script programming Quant Analyst Genpact India 2012-2014

Technologies used Excel -VBA, R, VB for PowerPoint and MS Word Roles Analytics for Quant IB - Equity (Sharerepo strategies, cap structure) Clients Wachovia, Wells Fargo, Quant Corporate Finance, New York Team Responsibilities Accomplishments

● Automation of Monte Carlo Simulations (VBA) ● Automated variable selection techniques for Regression, cholesky residuals

● Data tables for Monte Carlo Setup ● Reduced analysis ~50% using multidimensional data tables VBA UDF

● Error handling ● Captured 20 errors weekly and reduced errors by 30%-50% Developer and Trainer QcFinance India 2010-2012

Technologies used MATLAB Fixed Income and Derivative Toolbox, SAS Base Accomplishments

● Developed course content and library (10 sessions per course) from scratch on MATLAB/Python /SAS for over 500 global learners on Wiziq.com

● Developed MATLAB code of over total of 100 lines in 10-15 programs for doing Derivative and Fixed Income Analysis EDUCATION

M.S. – Information Systems (Database concentration) expected Dec 2018 Touro College – Graduate School of Technology New York, NY Key Courses Business Intelligence, OLAP Cubes, Power Pivots, DB Design & Security Projects Integrating Power Pivots using Excel VBA to SQL Server International MBA Bar Ilan University Israel 2 016 PG Diploma - Fin. Analysis and Risk Mgmt. BIIF New Delhi, India 2011-2012 Bachelor of Engineering - Electrical Engineering RGTU India 2 006-2010 Key Courses Optimization, Digital Signal Processing, Electromagnetic Theory, Control System INTERNSHIPS, PROJECTS AND PUBLICATIONS

● Testing and Developing Google One Box & Assistant at Google Israel: Blaze, Git, C++, and Piper

● Machine Learning for Real Estate NY Data at Credifi Israel: MongoDB, Mapreduce, Python

● Migrated 50-100 lines of code on gamma balancing at P2CCapital Israel: R/VBA

● Back-testing coding of passive strategies DB Indices at EVS, India: SQL, VBA, R

● Cleared CFA L1 exam, GAARP-FRM Certification 2015

● Chapters 1 & 4 on Monte Carlo Methods in the Book MetaEconomics: Stochastics & Nanotech, ISBN 978-3-659-67070-1



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