RISHI SRIVASTAVA

*** * **** ***** *** ***

Omaha, NE 68114, USA

Cell Phone: 608-***-**** email: acyjgv@r.postjobfree.com

Objective

Analyst/Associate position with a leading financial services firm. 2 years of experience with portfolio management/trading/risk management. Outgoing personality with great attitude to be part of a successful team. Cleared all levels of CFA, FRM and CQF; PhD in Stochastic modeling.

Experience

Green Plains Trade Group, Omaha, NE

Market Risk/Quantitative Analyst, April 2015 – Present

Explained and Reported Daily Pnl/Position/Var for Natural Gas trading and Ethanol trading

Collaborated with traders on daily analysis of markets, positions and risks

Collaborated with trade assistants on correct deal entry

Collaborated with IT on correct exposure valuation in Allegro/Agris

Explained and reported Position/Pnl/Var of RIN (Renewable Identification number) position

Explained and Reported Natural gas storage positon/pnl across ANR, East Chyenne and National Fuel company

Implemented a profitable Trading/Risk management strategy with Ethanol EIA data that made $100k in 10 days

Recommended Trading/Risk management strategy for natural gas daily options based upon the day of the week

Reported forward EBITDA model for Green plains commodity management

Developed a SQL based End of Day financial Pnl

EcoMotors, Allen Park, MI

Control Algorithm and Software Developer, March 2014 – March 2015

Implemented and debugged C code for Arduino microcontroller based EcoMotors’ patented liner lube injection system

Developed and Implemented software in Matlab that commands and reads variable turbine geometry (VTG) on a controller area network

Eastman, Kingsport, TN

Advanced Control Engineer, October 2012 – March 2014

Developed model predictive control technology and implemented it in C++

Enhanced operational efficiency in the plant by application of control systems

Education

University of Wisconsin-Madison - PhD Stochastic Modeling in Chemical Engineering, September 2012, GPA- 3.8/4

–PhD Thesis: Parameter estimation of stochastic continuous time discrete jump Markov chain models

–PhD Minor: Mathematics

Fitch Learning, London, UK - Certificate in Quantitative Finance, October 2013, with Distinction

GARP, Jersey City NJ - Financial Risk Manager, June 2013, Part II passed

CFA Institute, Charlottesville VA - Chartered Financial Analyst, August 2012, Level III Passed

Indian Institute of Technology (IIT), Kharagpur WB, India - BS & MS, May 2007, GPA: 9.0/10.0

Finance Skills

General Finance: Portfolio management, corporate finance, equity/debt/derivative pricing

Equity Derivatives Project: Managing portfolio of options and the underlying stock using derivative hedging strategies

Interest Rate Derivatives Project: Pricing interest rate derivatives under HJM Model

Credit Default Swap Project: Pricing basket credit default swap by sampling from copula

Poker: Positive expected value No Limit Holdem player with a good understanding of balance between reward and risk

Spot FX Trading: Relative Strength based Quantitative/Technical trading

Computer Skills

Programming Languages: C, C++, VBA, Matlab, SQL, Python

Software: Make, Latex, Mercurial, CVS, Condor, Allegro, Agris

Operating Systems: Windows, UNIX, Linux

Expertise

Mathematics & Computer Sciences: Stochastic Processes, Brownian Motion, and Stochastic Calculus; Numerical

Solution of ODE & PDE; Measure & Integration; Linear Programming; Nonlinear Optimization; Algorithms; Programming & Data Structures

Finance & Economics: Advanced Derivatives Securities; Interest Rates and Products; Credit Products and Risk; Game Theory & Economic Analysis; Economics Statistics & Econometrics

Awards

Air Products and Chemicals Inc. Graduate Fellowship, September 2009 to August 2010

IIT Kharagpur, Institute Silver Medal - June’07, for highest GPA in the department from IIT Kharagpur, India

Chemsoft’07, Gold medal, for first place in Chemsoft’07, a software design competition of ChemInsight, IIT Kharagpur, India

Quiz Team’07, Gold medal, for first place in Quiz competition of ChemInsight, IIT Kharagpur, India

Ranked among top 1% in IITJEE-2002 out of 200 thousand students who appeared in the examination

Best Teaching Assistant award from University of Wisconsin-Madison, December 2008

Journal Publications & Conference Presentations

Papers: 4 Published

Presentations: 4

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