Financial Analyst Engineering

Radhika Chigurupati

** ****** ** #***, **********, NJ

************@*******.*** 929-***-****

https://linkedin.com/in/radhika06

Core Competencies

Programming: Excel VBA, MATLAB, SAS, SQL, Python & C++.

Mathematics: Advanced Calculus, Statistics Stochastic Calculus for Finance.

Modelling: Fixed Income, Black-Scholes, Equity Portfolios, Credit Risk modelling, Bootstrapping, Stress testing

Others: QuickBooks, Tally, Bloomberg (Bloomberg Market Concepts Certified)

Education

2016-2017 FORDHAM UNIVERSITY New York, NY

Master of Science in Quantitative Finance, GPA: 3.45/4, Expected Dec 2017

Coursework: Advanced Financial Modelling, Computational Finance, Econometrics, Stochastic Calculus.

Leadership Position: VP Marketing & Strategy, FEBS Member: IAQF, Learn Python NYC.

2013-2015 SYMBIOSIS INTERNATIONAL UNIVERSITY Pune, India

MBA, Banking & Finance, GPA: 3.43/4, Rank: 5/80

Coursework: Securities & Portfolio Analysis, Corporate Finance & Investment Banking, Credit & Risk Management.

Leadership Position: Placement Committee, Subject Review Team, Speaker at Asian-African Relations Conference.

2008-2012 AMRITA VISHWA VIDYAPEETHAM Coimbatore, India

Bachelors in Electronics & Communication Engineering

Experience

2016-Present FORDHAM UNIVERSITY, GABELLI SCHOOL OF BUSINESS New York, NY

Graduate Research Assistant

Performed data cleaning using MATLAB and Excel VBA for CRSP & COMPUSTAT data of ~1600 companies.

Currently developing two-trader model on the cleaned dataset in VBA and SAS.

Apr-Oct 2015 PRATHYUSHA GROUP Vizag, India

2012-2013 Financial Analyst

Performed portfolio construction process and implemented strategic asset allocation.

Studied investment risk tolerance models and assessed company’s level of risk tolerance by collecting company’s and clients’ financial information into an assessment system.

Tracked stocks daily prices and volatility, learnt day trading, analyzed financial statements and contracts of public companies, and calculated the key ratios.

Summer 2014 SBI CAPITAL MARKETS (Mergers & Acquisitions) Mumbai, India

Investment Banking Intern

Conducted analysis for 150 companies and industry analysis for 10 different industries in engineering segment.

Produced a risk report for acquisitions transactions & compiled references and produced a unified marketing presentation for the whole department.

Awarded full time position as Financial Analyst at SBI Capital Markets (London, UK) upon completion.

Selected Projects

Spring 2016 Portfolio Optimization and financial forecasting using Genetic Algorithm New York, NY

Build Genetic Algorithm using neural networks in MATLAB

Performed portfolio optimization and financial forecasting using generated genetic algorithm.

Fall 2016 Home Price Analysis of New York City – Research Paper New York, NY

Analysed different quantitative variables that can affect home prices in NYC. (data: NYC - Department of Finance).

Developed quantitative model with regression analysis in SAS and validated Gauss-Markov assumptions of linearity, random sampling, homoskedasticity, normality, zero conditional mean and multi-collinearity.

Fall 2016 Stock Price Simulation, Option pricing & Portfolio Optimization using VBA New York, NY

Created stock simulation model generating N stock price paths with jump diffusion process for user-given expected number of jumps, time, risk-free rate and volatility.

Performed mean-variance optimization based on covariance matrix and estimated returns.

Additional

NCMP (NSE Certified Market Professional) – National Stock Exchange of India.

Canadian Investment Funds (CIFC) certified Investment Advisor.

Awarded Graduate Entrance scholarship by Fordham University, Gabelli School of Business.

Volunteer at New York Cares Organization and member of NSS (India).

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