Passionate about Capital Markets, Trading and financial services.

Rushabh Sunil Nahar

Columbia University in the City of New York, NY 10027

Cell: 718-***-**** Email: *******@********.***

EDUCATION

Columbia University, School of Engineering and Applied Science. New York, NY Masters of Science in Operations Research Aug 2017 - Dec 2018 (Expected)

Coursework: Model-based Trading, Asset Allocation, Introduction to Financial Engineering, Simulation, Stochastic Models, Optimization Models and Techniques, Application Programming for Financial Engineers, Introduction to Probability and Statistics

Fergusson College, Savitribai Phule Pune University Pune, IND Bachelors of Science in Mathematics Jun 2017

• Coursework: Algebra and Geometry, Real Analysis, Complex Analysis Graph Theory, Optimization Techniques, Ordinary and Partial Differential Equations, Ring Theory, Financial Mathematics, Operations Research

EXPERIENCE

Cornell Investment Case Competition,2018: Designed a custom Contribution Defined plan

• Constructed 5 Target-Dated portfolios considering VaR, Volatility, and Longevity for different cohorts

• Determined optimal portfolios by maximizing sharpe ratio and limiting VaR (99%) for each cohort

GreenTech Quant Fund, 2018: Designed a portfolio

• Developed a portfolio implementing various quantitative models such as Mean-var optimization, Monte-Carlo methods for forecasting and Linear factor Simple Correlation models

• Documented a Fact sheet which includes the investment strategies, investment concepts and rationale, asset allocation, risk and return and performance.

Pune Model United Nations, 2017

(In collaboration with UN Information Centre for India and Bhutan) Pune, IND Senior Executive Director Jan 2016 – Jan 2017

• Successfully organized Pune MUN, one of the largest Model UN conferences of India

• Supervised a team of 70 members and a conference of 1200 delegates participating from across the globe

Satyam Trading Company Pune, IND

Student Trainee, Financial Management Jan 2012 – Mar 2012

• Operated MS Office to generate various documents while scheduling appointments and making meeting arrangements

• Assisted with the month end close process, journal entries, cash flow and forecasting ACADEMIC

PROJECTS

Study Of Cryptocurrencies Dec 2017

• Created an application using R software and Shiny which provided a platform to compare a few selected cryptocurrencies based on real time data

• Performed various tests to compare the mean and variance of log returns and also calculated the regression and qq plots in order to further study the coins Portfolio Optimisation Nov 2017

• Utilized Gradient Descent algorithm to optimally allocate resources in order to maximize return and minimize portfolio risk.

Statistical Analysis of Maharashtra Legislative Assembly Elections Sep 2014

• A survey was conducted across the city where various statistical measures were used to analyze the data

• Employed regression lines to predict approximate results, calculation of coefficients of skewness and kurtosis and study of trend and correlation

SKILLS AND INTERESTS

Programming: C++, Java, R

Others: Microsoft Office (Excel, Word, PowerPoint) Interests: Art, Cricket (State and National level captain), Passionate about solving math puzzles, traveling

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