Security Sql Server

ASHOK KUMAR MUTHUSAMY

** ******* *****, *** **, New York, NY 10027

760-***-**** ******@********.***

Education

Columbia University, New York, NY Jul ‘13 – Present

Master of Science, Financial Engineering GPA – 3.62/4.0

Relevant courses: Stochastic Processes, Continuous Time Asset Pricing, Optimization Models and Methods, Monte

Carlo Simulation, Machine Learning, Data Analysis, C++ & Python Programming for Financial Engineers

PSG College of Technology, Anna University, India Aug ‘05 – Apr ‘10

Bachelor of Engineering, Electrical and Electronics (First Class with Distinction) GPA – 9.0/10.0

Relevant courses: Data Structures and Algorithms, Relational Databases, Object Oriented Program, Linear Algebra,

Calculus, Probability and Statistics

Professional Experience

Continuum Investment Advisors [Part Time] New York, NY

Intern – Quantitative Strategy Development Jan ’14 – Present

• Developing algorithmic trading strategies in equity asset class targeted towards medium frequency trading.

• Leading a team to develop in-house quant library of signal functions and chart indicators.

• Researching on beta forecasting techniques on both time & frequency domain using transform methods such as

wavelet and Hilbert-Huang transform.

• Backtesting the developed strategies using DeltixLabs – QuantOffice tool.

Vaisya Capital Inc., Bangalore, India

Associate – Fixed Income Trading Oct ‘11 –Apr ‘13

● Actively traded multiple portfolios composed of Fixed Income & STIR Futures such as US Treasuries, German

Govt. Bonds, Eurodollar, Euribor & Interest Rate Swaps

• Acquired expertise in Duration Neutral, Credit Spreads and Yield Curve trading strategies

• Simulated dynamic trends in price direction and movement of Fixed Income products based on their correlation

with other similar products and their supports & resistances. The results led to determining the dynamic price

points for all products under study

• Generated weekly reports on possible fixed income market movements based on the key market data and

economic releases from FED, ECB and BOE

Nomura Services India Pvt. Ltd., Mumbai, India

Software Developer – Global Information Security Engineering Jul ‘10 – Oct ‘11

• Developed applications that automate the detection of Information Security threats in the network.

• Projects accomplished: (Java, J2EE, MS SQL Server)

o Designed and developed an application (Health Monitoring) that obtained feeds from Information Security

tools like ArcSight, BigFix and SourceFire. Integrated autocorrelation logic in the application to find specific

information security threats and infrastructure issues.

o Designed an internal generic Request Approval System (iApprove) that creates and tracks the critical

request/approval process

• Honored as the “Top Performing Employee – Enterprise Infrastructure Division (Q4 2010)” in Nomura Services

India Pvt. Ltd.,

Skills

Programming Languages: C++, Python, JAVA, J2EE, MATLAB, R, SQL, PL/SQL, Excel/VBA

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Certification: Passed CFA Level 1 Exam – Jun ‘13

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Leadership and Other Activities

Chairman of IEEE Student Branch – 12951, PSG College of Technology (2009-10). Successfully conducted

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“Srishti v5.0 – a National Level Technical & Management Symposium” partnering with more than 25 sponsoring

corporate firms. The event attracted more than 2000 students from across India.

Received Best Delegate Award of Economic and Social Council in Young Leaders Global Conclave – The

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National Model United Nations Assembly 2010.

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