Risk Management Civil Engineering

JAY SONI

Ahmedabad, India • 963*-****** • *****@*******.*** • https://www.linkedin.com/in/jay-soni-77037b10a EDUCATION: Stevens Institute of Technology, Hoboken, NJ, U.S.A 12/16 Master of Science in Financial Engineering with major in Risk Management, GPA- 3.368 Course Work: Advanced Derivatives, Pricing and Hedging, Risk Management, Computational Methods, Systemic Risk and Financial Regulations, Portfolio Theory and Application, Stochastic Calculus Pandit Deendayal Petroleum University, Ahmedabad, India 05/14 Bachelor of Technology in Civil Engineering

EXPERIENCE: Ananya Impex PVT Ltd, Ahmedabad, India 04/18-present Commodities and Import-Export Manager

• Aided in futures trading of Gold with volume of more than 100 ounces/day via electronic trading terminal

• Executed numerous sophisticated strategies like Straddle and Strangle for volatile markets

• Aggregated Risk Exposures with measurement of Liquidity and Leverage constraints

• Ensured compliance monitoring including management of operational risk, in accordance with company rules and regulatory standards

• Bring about all aspects of risk management, including policies, procedures, laws, regulations and risk limits specific to the role

• Adjusted Market Risk, Credit Risk and Volatility Risk by using different hedging methods Advanta Capital, New York, NY 02/17-03/18

Junior Trader

• Analyzed market conditions by using Technical and Fundamental analysis

• Developed trading strategy, managed currency positions electronically using FX Primus MT4 platform

• Proficient in supply/demand, Moving averages and technical/fundamental analysis

• Managed UK and USA shift on FX trading desk

• Responsible for managing risk and execution of daily FX positions Arihant Financial PVT Ltd, Ahmedabad, India 05/14-03/15 Financial Markets Assistant Manager

• Evaluated investments in Cash Instruments and Futures using quantitative and financial analysis

• Facilitated in financial planning and trading of structured products and IG corporate bonds

• Confirmed P&L reports and Risk with assisting trading desk by running various analysis SKILLS: Tools: Microsoft Office, TOMS(Bloomberg), Excel-Macros, VBA, Simulations, Solver Programming Languages: C++, R, Python, SQL, SAS, Matlab PROJECTS: Stevens Institute of Technology, Hoboken, NJ Analytics and Portfolio based on Financial Disclosure Information 09/16-12/16

• Analyzed Financial statements and historical returns of 1800 stocks of NYSE and NASDAQ for past 30 years

• Constructed baskets based on Return on Equity and validated the relation between Return on Equity, Market Value and Book to Market ratio using Fama-French and CAPM model

• Created platform for investors to utilize our analytic results for better-informed decision making A Comparative Approach to Systemic Risk 01/16-05/16

• Incorporated two different approaches for measuring systemic risk- CoVar and Principal Component Analysis and used the results in conjunction to see what drives the build up of systemic risk Credit risk modeling and CDS valuation 01/16-05/16

• Constructed a term structure curve of hazard rates by bootstrapping a survival curve with piecewise constant hazard rates

• Calculated hazard rates and standard convention upfront payment from par CDS spreads, and generated correlated bivariate normal variables

• Examined the OHMC methodology for CDS Swaptions taking future volatility of credit spreads into account using separate correlated stochastic models for interest and recovery rates in MC stimulation Unofficial Transcript 9/26/16, 6:07 PM

https://es.stevens.edu/ia-bin/tsrvweb.exe?tserve_tip_read_destroy&tserve_ti…cfg&tserve_host_code=HostZero&tserve_tiphost_code=TipZero&dt=147********** Page 1 of 2 Unofficial Transcript

Jay Soni

Unofficial GRADUATE ACADEMIC RECORD

Higher Education Institutions:

International College Jun 2010 - May 2014

Current Academic Program:

School of Systems and Enterprises

Master of Science - Financial Engineering

Major: Financial Engineering

Previous Degrees:

Bachelor of Engineering Mar 2015

International College

2015 Fall Admitted Program:

School of Systems and Enterprises

Master of Science - Financial Engineering

Major: Financial Engineering

FE -530-A Intro to Financial Engineering

A 3.00 12.00

FE -535-B Intro Financial Risk Management

A- 3.00 11.01

FE -610-B Stochastic Calculus for FE C 3.00 6.00

FE -620-B Pricing and Hedging A 3.00 12.00

AHRS EHRS QHRS QPTS GPA

Current 12.00 12.00 12.00 41.01 3.418

Cumulative 12.00 12.00 12.00 41.01 3.418

2016 Spring FE -621-A Computational Methods in Finance

C 3.00 6.00

FE -630-B Portfolio Theory & Applications

A- 3.00 11.01

FE -635-A Financial Enterprise Risk Engr'

A- 3.00 11.01

FE -655-A Systemic Risk & Financial Reg.

A- 3.00 11.01

AHRS EHRS QHRS QPTS GPA

Current 12.00 12.00 12.00 39.03 3.253

Cumulative 24.00 24.00 24.00 80.04 3.335

2016 Fall FE -680-B Advanced Derivatives (3.00)

FE -800-B Special Problems in FE (MS) (3.00)

Unofficial Transcript 9/26/16, 6:07 PM

https://es.stevens.edu/ia-bin/tsrvweb.exe?tserve_tip_read_destroy&tserve_ti…cfg&tserve_host_code=HostZero&tserve_tiphost_code=TipZero&dt=147********** Page 2 of 2

AHRS EHRS QHRS QPTS GPA

Current 6.00 0.00 0.00 0.00 0.000

Cumulative 30.00 24.00 24.00 80.04 3.335

END OF GRADUATE ACADEMIC RECORD

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