Ashish Gupta

acqout@r.postjobfree.com/acqout@r.postjobfree.com

+61-413******

Objective: To work in a challenging and research oriented /professional environment which offers me a long term accelerated growth.

EDUCATION/CERTIFICATIONS

Certifications Jun 2009

Sep 2009

Oct 2009

Dec 2013

Financial Risk Manager (FRM®)

Capital Markets and Financial Advisory Services (CMFAS) Module 1B Capital Markets and Financial Advisory Services (CMFAS) Module 2 RG-146 ( Derivatives )

Bachelors(Hons) April 2006

B. Tech in Computer Science and Engineering

Indian Institute of Technology (IIT), Kharagpur (India) 8.64/10

PROFESSIONAL EXPERIENCE

CMC Markets, Sydney/Singapore

April 2011-Present

Portfolio Manager(Head)/Quant Trader

Head-Trader focusing on FX/Index/Equities (Spot/Forwards/Futures/Options) 1) The role involves principal market making and flow management of FX/Indices/Equities products. This asset/portfolio management is achieved through quantitative trading strategies on themes like momentum, mean reversion, mean-variance optimization and statistical-arbitrage keeping various investment horizons and trading frequencies in mind ( mostly mid and low frequency). Improving pricing to attract client flow and develop quantitative models to extract maximum value from flow. 2) Analyzing residual risks like quanto/FX correlation and hedging corresponding with the best possible instruments available in the market and most effective execution strategy using FX Spot, Swaps, NDF and Options. 3) Responsible for development of trading strategies through classification techniques of machine learning and technical analysis to optimize asset risk allocation and risk reward. Working with a team of junior traders, algorithm developers and network/system administrators to implement new trade logic and optimize existing processes. Deutsche Bank, Singapore/London/Mumbai

April 2008-April 2011

Exotic Derivatives Trader

1) Emerging Market Options Trader with sole book runner and risk manager of 1bn $ exotic EM book (primarily Asian/Indian indices) with focus on institutional clients. Working together with sales and structuring to suggest new products customized to individual clients. Managing team of 2 members for secondary market pricing. 2) Pricing and risk analysis of Exotic Derivatives products(Autocallables, Cliquets, Outperformance etc) based on historical correlation & volatilities, asset liquidity, dividend outlook, regional factors & other market parameters. Selection of volatility models & pricing parameters on the basis of risks of different structures and structuring of new products for sophisticated clients. 3) Focus on developing OTC secondary market activities and hedging the corresponding exposures. Interacting with the sales to facilitate secondary market trading to retail/institutional clients. Lehman Brothers, Mumbai

April 2006-April 2008

Senior Fixed Income Analyst

1) Sub prime whole loan model validation/pricing: It involved changing the existing 1st lien sub-prime loan level model of Lehman Brothers and enabling the historical run possible for model validation by projecting repayment, default and recovery rates, and pricing the loan directly with model projects and ZV or yield input. 2) Helping quants and Subprime trading desk for pool level pricing along with the loan level pricing through loan level pricer and SPIRE (Lehman Dealmaker). I helped the traders to implement the new capital structure for the deals enabling them to come up with the updated loan level and pool level pricing improving the turn-around time in real time market making. 3) Alternative Loan Product Pricing and Eligibility: Enabling ALS, the mortgage origination platform of Lehman Brothers to have an alternative mortgage product similar to Subprime Loans to be offered through their automated online platform. The project involves real time running of loan level model for eligibility and pricing and integrating it with the existing ALS framework. Research ( Education )

April 2002-March 2006

A Fuzzy Rule Based Model for Mapping Applications GUIs to special Access Mechanisms: It is a part of MEDIA LAB ASIA Research Laboratory Project SANYOG at IIT Kharagpur. It aimed at developing a Fuzzy model for categorization of GUI’s on the basis of their structure and operations for mapping it to most appropriate access mechanism. (Accepted and published in Asian Applied Computing Conference (AACC)–2007)

An Integrated Network Intrusion Detection System using Artificial Immune System and packet signatures: This work was accepted and presented in a nationwide poster presentation competition, Intel India Student Research Competition-2005 organized by Intel. I proposed a evolutionary, adaptive and multi-layered Intrusion Detection System with each layer storing and updating anomalous traffic patterns. TCP/IP packets were monitored for malicious behavior by the system. EXTRA CURRICULAR ACTIVITIES

Sole recipient of Inlaks Awards of Excellence at IIT-Kharagpur in 2003. Inlaks Awards of Excellence represents the highest recognition of talent in the country and is awarded only to 4-5 students across India per year. http://www.inlaksfoundation.org/inlaks-award-excellence-IIT.aspx Member of the organizing committee of “BITWISE”, the annual online programming Contest organized by the Computer Science and Engineering Department Society of IIT Kharagpur [Nov05 – Feb06] Member of organizing committee of “The Second Symposium on Indian Morphology, Phonology & Language Engineering (Simple-05)” held at IIT Kharagpur. [Jan05 – Feb05] OTHER INFORMATION

Languages Excel VBA, SAS, SQL, Microsoft Office Products, R/Matlab and data sources like Bloomberg, Reuters

Interest Reading, Writing, Understanding and Exploring Cultures, Travelling, Sports Strength Strong Interpersonal skills, Tenacious, Team player

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