Financial Engineering

Tripti Baheti, FRM

*** ******* ***, *** *****, Jersey City, NJ 07306

******.******@*****.*** 415-***-**** https://www.linkedin.com/in/triptibaheti

EDUCATION

New York University – Tandon School of Engineering, Brooklyn, NY

Master of Science, Financial Engineering (MFE) Dec 2016

GRE 325/340, GPA 3.93/4.0

FRM (GARP) Certified Jan 2016

University of Mumbai, Mumbai, India

Master of Business Administration, Finance (MBA) May 2013

GPA 3.6/4.0

Bachelor of Engineering, Electronics and Telecommunication Engineering (B.E. - EXTC) May 2010

GPA 3.7/4.0

PROFESSIONAL EXPERIENCE

Ladderup Wealth Management Pvt. Ltd., Mumbai, India

Associate - Risk and Compliance Aug 2013 - Dec 2014

Conceptualized and developed a covariance matrix for securities in large cap/mid cap equity portfolio product against its index to forecast price changes of a security due to movement in the index

Incorporated data from sources like Reuters and Bloomberg

Reported daily VaR and backtested VaR models to ensure veracity of the results

Analyzed and managed current and future portfolio risk using rebalancing & hedging methodologies like long/short, options and index futures

Assisted in performing stress tests for historical and hypothetical scenarios and recommended changes in portfolio based on the findings

Created and circulated reports pertaining to market, credit, operational and regulatory risks to ensure transparency to clients

Canara Robeco Asset Management Company Ltd., Mumbai, India

Management Trainee - Sales & Marketing May 2013 - Aug 2013

Sold and distributed mutual fund products to Institutional clients based on the risk profile of the portfolios they manage and sector preferences

LKB Capital Markets Pvt. Ltd., Mumbai, India

Summer Intern - Equity Research May 2012 - Jun 2012

Studied and investigated Indian Steel-Sponge Iron industry for stocks with prospective investment opportunities

Executed DCF financial model by forecasting future cash flows and determined the price of the stocks of Sarda Energy & Minerals Ltd. (SEML) and Godawari Power & Ispat Ltd. (GPIL)

Mesh Stock Brokers Pvt. Ltd., Mumbai, India

Analyst – Trade Confirmation & Reporting May 2010 - Jul 2011

Created daily and end-of-period back office reports

Streamlined a transition from Microsoft Excel to SSRS for back office business reporting functions, reducing end of period reporting time from five days to three days

Supervised and trained subordinate analysts in reporting and efficient data utilization

PROJECTS

Securitization May 2016

Analyzed mechanisms of mortgage backed securities and computed payments on a pass-through securities from the perspective of investment bank for many constant prepayment rates

Valued interest-only and principal-only securities over a range of constant prepayment rates and interest rates

Modelled the constant prepayment rate of a mortgage pool for expected interest rates

Constructed a portfolio to hedge cash flows from a bond using IOs

NCR Corporation Buyout May 2016

Quantitatively and qualitatively analyzed NCR Corporation as a potential target for buyout and presented a pitch book.

Projected cash flows for five years and implemented DCF valuation to determine the value of the firm. Completed trading comparables valuation for NCR

Delivered LBO analysis of NCR to determine internal rate of return of the deal, debt servicing capacity of the firm and an exit strategy of the deal

Scrutinized NCR’s recent year performance and contrasted it with its peers. Performed Porter analysis to assess the effect of market forces and performed SWOT analysis to gain insight into the company

Econometrics and Time series analysis of Money Market Funds May 2016

Examined Shadow Banking system through growth in the assets as presented in papers by IMF and FSB and researched the strengths and risks they pose to the banking system

Conducted Principal Component Analysis for European Money Market funds in R and observed the main trends in the data

Tested ARMA-GARCH models to describe the returns and volatility of the funds’ AUM and used the best fitted models to forecast volatility and hence VaR (Value at Risk) of the fund in R

Glencore – Xstrata cross-border M&A Sept 2012

Performed a comprehensive analysis using DCF valuation techniques for the Glencore and Xstrata M&A transaction encompassing quantitative and qualitative evaluation of synergies

OTHER SKILLS

Programming Languages: MATLAB, VBA, R, Python, SQL and C++

MS Office: Advanced Excel – Lookup functions, Pivot tables, If statement, Index Match, PowerPoint and Word

Bloomberg Market Concepts, Bloomberg Essentials – Equity certified

Certification in Mutual Funds Distributors from the National Institute of Securities Markets (NISM) Jun 2013

Certification in Options & Derivatives from the BSE’s Certification in Financial Markets (BCFM) May 2012

Certification in Technical Analysis from Waves Capital Mar 2012

ADDITIONAL INFORMATION

Volunteered for research at Consulate General of India, San Francisco (USA) to assist in planning for Indian Chamber of Commerce. Volunteered at non-profit organizations like Food Bank and Habitat for Humanity in Bay area, San Francisco in the housing and logistics verticals

Work Authorization Status – H4 EAD. Available to commence work effective immediately

Trained in classical dance, adventure seeker through river rafting, fictional novel reader - Sherlock Holmes enthusiast, investor in Indian Stock Exchanges

Languages: English (native), Hindi (native), Spanish (Conversant)

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