SANJANA CHEERLA firstname.lastname@example.org 551-***-**** Jersey City, NJ
Analytical Skills: Forecasting, Predictive Analytics, Visualization, Reporting, Business Analysis, Statistical Methods, Data Analysis, Time Series, Risk Assessment, Principal Component Analysis (PCA), Problem Solving, Portfolio Management, Pattern & Trend Identification, Business intelligence (BI), Data Governance, Data Mining, Data Science Research Methods, K Nearest Neighbor (KNN), K-means & K-medoids Clustering,
Computer Skills: C/C++, Python, Jupyter Notebooks, R, SQL, Tableau, Google Analytics, SharePoint, Advanced Microsoft Excel Functions, Microsoft PowerPoint
Sionic, Exchange Place, NJ September 2017 - Present
Project Work – ‘Canadian Multinational Investment Bank’
Reviewed requirements to consolidate four brokerage legal entities into a single brokerage legal entity. Rationalized cost saving opportunities associated with the consolidation through operational efficiencies, reduced regulatory requirements, eliminating redundant processes and renegotiating vendor contracts.
Recommended strategies for consolidation through merger/acquisition of broker-dealers with implementation timeline and implementation costs. Determined potential balance sheet savings for consolidation and return on investment.
Project Work – ‘Major American Multinational Investment Bank'
Created test scripts with expected results and pass/fail criteria by analyzing user requirements and test cases within work streams like Purchase and Sales, DTCC Settlements, Settlements COD, Stock Record. Developed Dashboards, KPI to track the weekly creation, execution and success of these test scripts. Tested finance operations functionalities within Broadridge Broker Processing System (BPS) and validated that the functionality is as expected by Operations Users. Resolved defects or issues.
Work closely with users, PM and testing team to resolve functional & technical issues involved in migrating from an in-house system to Broadridge Broker Processing System (BPS), and provide recommendations in the development and coordination of an integrated testing strategy with up and down-stream operating groups
Project Work – ‘Major North American Custodian'
Developed software, in coordination with a technology firm, that categorizes and structures contract data from a global content repository to satisfy RRP regulations, that included OCR search capability with content linking between documents
Worked with a team to meet daily and weekly goals for extraction of relevant data from individual contracts for the end state content repository
Stevens Campus Store, Hoboken, New Jersey March 2016 – May 2017
Independently created promotional sales campaigns and designed posters and processed online orders
Updated and maintained the official Stevens Campus Store website and managed customer relations
Mu Sigma Inc., Bangalore, India September 2014 – July 2015
Redefined Most Valued Customers by identifying key factors of customer response rate like seasonality and buying patterns and specifying their impact, leading to an increase in the response rate of the current campaign of one of the largest European sportswear and accessory organization
Identified the most significant sales drivers that contributed to a 25% increase in sales of a branded drug from a large pharmaceutical corporation by applying multivariate regression analysis
JP Morgan, Mumbai, India July 2013 – December 2013
Junior Analyst Intern, Equity Capital Markets (ECM)
Prepared end-to-end pitch books for Convertible Bond offering to several Hong-Kong based technology companies
Analyzed and benchmarked client company’s financials against its peers using various types of financial metrics
Stevens Institute of Technology, Hoboken, New Jersey
Master of Science in Financial Engineering, May 2017
Generated clusters of trading indicators using K-Medoids method and created visualizations of the evolution of those clusters with changes in underlying assets and changes in the level of data to high frequency
Constructed an optimal portfolio which consistently outperformed the benchmark i.e. NASDAQ-100 with Black-Litterman Model, using expected returns from machine learning
Developed and back tested a successful pairs trading strategy in C++ and implemented several design patterns in the source code, viz. decorator design pattern and adapter design pattern
Created a binomial tree system to calculate American and European options and predicted option prices
Birla Institute of Technology and Science (BITS), Pilani, India
Master of Science (Technology) in Finance, July 2014
Performed a comparative analysis of the liquidity, leverage and profitability ratios, capital structure and share price performance of Large, Mid and Small-cap Steel companies and identified key functional and financial differences
Applied Black-Scholes model to calculate the value of NIFTY options and verified the Put-Call parity for both the calculated theoretical prices and market prices
Awardee, Best Financial Engineering Master’s Project of the Spring 2017 Semester May 2017
Awarded to the project ‘Machine Learning Trading Indicators’ by the Financial Engineering Division
Awardee, Provost's Master’s Fellowship, Stevens Institute of Technology August 2015
Awarded to top 5% exceptional students entering Stevens Institute
Editor and core member, Economics and Finance Association (EFA), BITS Pilani August 2011 – May 2012
Developed ideas, proof-read and wrote articles on current topics in Economics and Finance