Financial Engineer

VISHAL DUHAN

*** **** ******, ******** ***** New york City

*****@***.*** 347-***-**** https://www.linkedin.com/in/duhanvishal/ EDUCATION

NEW YORK UNIVERSITY, TANDON SCHOOL OF ENGINEERING Brooklyn, NY Master of Science in Financial Engineering Expected 05/21 GPA: 3.33/4.00

JAYPEE UNIVERSITY OF INFORMATION TECHNOLOGY Solan, INDIA Bachelor of Technology in Computer Science and Engineering 05/19 GPA: 7.9/10.0

PROGRAMMING / TECHNICAL SKILLS / CERTIFICATIONS

• Skills: Python, C/C++, Data Structures, C#, Deep Learning, SQL, MATLAB, Supervised Learning, Unsupervised learning

• Certifications: Bloomberg Certification, Networking Certification, Business and financial modeling MOOC(Coursera) COURSEWORK HIGHLIGHT

Mathematics & Statistics: Quantitative methods in Finance, Calculus-I, Calculus II, Probability theory and Random Processes Finance: Introduction to Derivative Securities, Financial Risk Management, Valuation for Financial Engineering, Financial Econometrics

Programming: Machine Learning for Financial Engineering, Object-Oriented Programming, Data Structures, Algorithms, Data Mining, Financial Computing, Big Data for Financial Engineering JAYPEE UNIVERSITY OF IT, Solan, India

EXPERIENCE 09/18 - 04/19

Project Intern

• Analyzed the accuracy of VGG, ResNet and Alexnet architecture for classification model.

• Modified the existing features of architecture to our specification of feed-forward and backpropagation.

• Incorporated Nvidia Cuda platform to train model and classification of test samples and designed checkpoints for testing. TACT, New Delhi, India. 06/18 - 08/18

Data Analyst Intern

• Assisted in data collection and cleaning process of 3 data sets combining 30000+ data.

• Applied supervised ML algorithm on selection of columns to find relationships between features.

• Visualized data to generate reports and compare features. CETPA INFOTECH PVT. LTD., Noida, India 06/17 - 07/17 Summer Trainee

• Collaborated on management system project encompassing data storage algorithms.

• Used Data Analytics libraries to manipulate and store data efficiently. ACADEMIC PROJECTS

NEW YORK UNIVERSITY, New York, India

Implemented the prediction of direction of stock market prices using random Forest 10/19 - 12/19

• Designed and implemented an algorithm for collection of data from online sources, feature is extracted from raw data.

• Model is trained using extracted features and then used for prediction not as a regression but classification problem. Identifying suitable pairs for Pair Trading using machine learning 12/19 - 02/20

• Used PCA to identify latent factor loadings followed by clustering using DBSCAN to get suitable candidate pairs.

• Visualized high dimensional data using T-SNE algorithm in 2D space for validation of pairs. JAYPEE UNIVERSITY OF INFORMATION TECHNOLOGY, Solan, India Image Classification using Neural Networks (Dr. Geetanjali) 08/18 – 04/19

• Developed model to train neural network to recognize images on ImageNet dataset of 102 different classes using Pytorch.

• Incorporated backpropagation and feed-forwarding algorithm to increase efficiency. RESEARCH

JAYPEE UNIVERSITY OF INFORMATION TECHNOLOGY, Solan, India

“ANALYSING THE USABILITY OF ONTOLOGY LINKED NAIVE BAYESIAN TO CHECK PERVASIVE ONLINE SPAM REVIEW” International Journal of Innovations in Applied Sciences & Engineering, (IJIASE) 2018 01/18 - 06/18

• Led an approach based on knowledge-based Ontology to detect opinion spam with high accuracy.

• Proposed framework to sift through spam content from surveys and protect users.

“EMPLOYABILITY OF TF-IDF AND BOYER-MOORE IN DEVELOPING HEURISTIC TECHNIQUE OF MACHINE LEARNING ON REVIEW PLATFORM”, International Journal of Innovations in Scientific Engineering, (IJISE) 08/17 – 12/17

• Reviewed opinion mining using Tf-idf and Boyer Moore.

• Proposed strategy in light of opinion mining using Tf-Idf and Boyer Moore to prescribe top ranking to the users.

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