Management Project

Nitish Goel

*** ******** **** ****** *** ** Extn, New Delhi, India

Phone: +919*********, E-mail: ************@*****.***

Education:

> September 2013 – September 2014: Msc Investment and Financial Risk Management,

Kingston University, London

DISSERTATION (Alternative Option Pricing and Stochastic Volatility) : Worked on extensions of

Black Scholes Model such as Jarrow and Rudd, Corrado and Su, Modified Corrado and SU models to

show how deep in the money and deep out of the money options are mispriced using the Black

Scholes Model. Implemented SABR model to get the future volatility . Drew Volatility skew to show

implied volatility changes with respect to different Strike Price. Implemented Hull and White Model.

Worked on Advanced Greeks to show how Strike Price, Volatility, Time and Stock Price affects the

prices of the Options .Compared the prices of Commodity options by using Binomial Tree Model,

Trinomial Tree Model and Stensland Approximation.Computed the prices of Asian Options, Look

Back Options, Spread Options, Mirror Options, Complex Chooser Options

Fixed Income Analysis : 71% (Distinction) Described why fixed income should remain an

important holding for portfolios. Also worked on different yield curves to understand the risk

associated with the yield curves and how yield curve pattern change when the investors demand

compensation for the risk

Financial Engineering : 75 % (Distinction)

Calculated the Price of Employee Stock Option using the Black Scholes model and showed how time

and volatility affects the price of an Option . Also calculated the price of an option using Monte Carlo

Simulation method and Binomial Tree method and compared all the prices with the Black Scholes

Model

Bank Financial Risk Management : 70 % (Distinction)

Calculated the VAR for the bank . Mentioned about how operational risk can affect the company and

how it can be mitigated.Did a short assignment to calculate the foreign exchange risk and Interest rate

risk

Credit Risk

Worked on Different Financial Ratios to compare the performance of the bank in last 5 years

Portfolio Management : 66%

worked on investment and trading strategies ; the choice of a particular market; its overview and

major characteristics; the collection of relevant data and information about the available securities; the

periodic revisions of portfolio according to its returns after every 10 days ; the investment decisions

on the risk profile of portfolio and its returns

Investment Banking : 77 %

Worked on various KPI to measure the performance of the Banks

Corporate Finance and Financial Statement Analysis : 70%( Distinction)

Worked on various KPI to measure the performance of the Banks

> April 2014 – July 2014: Cass Buisness School, City University of London

Short Course on ADVANCED FINANCIAL ENGINEERING

> June 2009 – July 2013: Computer Science and Engineering,

Jaypee Institute of Information and Technology, Noida, India

5.2 CGPA OR 60%

Modules include: Probability and Stats. Algorithm Designs, Maths 1, Maths 2., Applied linear

Algebra, Plasma Physics, Nano science and Technology, OOPS, Signals and Systems, Electrical

circuit Analysis . Optical Communication.

Projects Worked on various algorithms and sorting techniques used in Data structures to make a

Gaming project. Project based on microprocessor and controller

DNA matching using LCS Algorithm

-A small project using Mat lab. WORKED ON SOME ADVANCED ALGORITHMS. Designed

algorithm for a banking website and made testing cases for it

Skills:

Derivatives, Fixed Income Analysis, Market Risk, Matlab, Quantitative Finance, Trading Strategies,

Option Pricing and Volatility Forecasting

Work Experience:

> September 2014 - Present

LDN Capital Trading Ltd, Moorgate,London

Trading:

1) S&P 500 Mini Futures Contract

2) GBP/USD

3) German Bunds

Nitish Goel

115 Starlite Appt Rohini Sec 14 Extn, New Delhi, India

Phone: +919*********, E-mail: ************@*****.***

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