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Financial Analyst Manager

Location:
Pomona, California, United States
Posted:
November 27, 2018

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Resume:

SALIL KAPOOR Email: ac7s81@r.postjobfree.com

Tel: 909-***-**** Linked In: www.linkedin.com/in/salil-kapoor

Education

Drucker School of Management, CGU MAY 2018

Master of Science, Financial Engineering/Mathematics

(Core Courses: Quantitative Risk, Valuation & Financial Strategies, Math Finance, Asset management, Stochastic, fixed Income)

Middlesex University Business School, London

Bachelor of Art, (HONS.) International Business: 1ST class degree (top 10% of class) JULY 2014

(Core Courses: Finance, Accounting & Statistics)

Certification

Chartered Financial Analyst (CFA) Level -2 Financial Risk Manager (FRM) Part -1(UCLA)

Projects

•Numerical methods - derivative pricing models using closed-forms, Monte Carlo methods, incl. parameter calibration, using ‘VBA’.

•CCAR exercise - applying risk factor shocks to produce the P/L estimates for the trading and counterparty credit (CCR) portfolios.

•Analyzed 10 years’ Crude oil time series data in ‘R’ for various multivariate models to forecast prices volatility.

•Finding financial ratios that predict Equity’s price performance while constructing the portfolio for investors using E-Views.

•Forecasting stock prices and portfolio decisions using time series, in ‘SAS’

•Quantitative financial derivatives- Futures Contract Exercises, Option Pricing and Monte Carlo, Delta Hedging, using ‘VBA’.

•Modeling Credit Risk using Beta distribution and Monte Carlo simulation.

•Deriving a loss distribution from loss frequency and loss severity distribution for operational risk, using Monte Carlo simulation.

•Complementing Stress Tests with VaR models and using stressed inputs for analyzing Market risk.

•Model Validation of CAPM with emerging market stocks; back testing and validation of Portfolio optimization model, using ‘SAS’

•Strong understanding of Basel, SR 11-07, RCSA, FRTB, Dodd-Frank stress testing, Market risk amendment, Volcker Rule, factor analysis, CVA, Statistical methods and Risk models, Backtesting, PD/LGD/EAD Modelling.

Work Experience

RISK ANALYST CITY NATIONAL BANK, LA JUNE 2018 – PRESENT

•Working with AIRB and Credit risk team to make CNB complaint with RBC’s (parent company) Canadian regulators.

•Analyzing data, Stress testing, Credit risk models (PD, LGD, ED), extracting data from CNB’s database.

VALUATION ANALYST PACIFIC ADVISORS, LA SUMMER, 2017

•Serve as Financial Analytics, building and forecasting models to evaluate companies and market segments.

•Valuing private companies using DCF & Multiples. Assisted in M&A, IRR Analysis, Leverage Buyouts, Restructuring.

•Developed models using VBA, performed mathematical analysis and reporting for portfolio/investments.

•Stress Testing fixed income portfolio, Sensitivity analysis & P/L decomposition.

INVESTMENT RISK ANALYST K.K.W, LONDON OCT. 2014- AUG.2016

•Assisted in capital investing in various financial instruments, including equity, mutual funds, gaining on average 25% RoI.

•Hedging foreign exchange rate risk using Currency futures and options, managing investment risk.

•Measure portfolio risk metrics such as VaR (incl. back-testing), Stress-Testing and Tracking-Error.

Additional Experience and skills

•Equity Trader and Value Investor; Backtesting trading strategies before implementing. 2013 – PRESENT

1.Fundamental bottom-up analysis; build a portfolio of equity investments, generating 15%-20% return.

2.Monitor sector trends for Oil & gas, technology, financials, specialized consumer, Pharmaceuticals.

• Technical skills: Excel, VBA, SAS, R and E-views and experience working with ‘Capital IQ’ & ‘Bloomberg Terminal’.

• Recent Readings: One up on Wall Street, Random walk down Wall Street, Intelligent Investor.



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