Assistant Data

SHIVAJI RAO

Senior Data Scientist

551-***-**** ***********@*****.*** Jersey City, NJ 07306 LinkedIn Github

SUMMARY

Leading organizations to success through active, data driven analysis and consulting, I strive at the

theoretical and practical application of quantitative finance, financial modeling, data science, and

organizational development. My passion for delivering data driven, impactful results has led to the success

of my partners, stakeholders and the future financial minds I regularly mentor and teach.

SKILLS

Finance: Computational Finance, Financial Operations Streamlining and Efficiency, Automation,

Portfolio Management, Investment Advisory, Financial Modeling, Micro and Macro-economic

theory and analysis, Fixed Income Derivatives trading, Mathematical Finance

Programming Languages: Python, C, C#, CTT, MongoDB, AWS, Bitbucket, GitHub

Technical Skills: Technology Integration, Project Management

EXPERIENCE

Assistant Director - Data Science Institute

Saint Peter’s University, Jersey City, New Jersey Sep 2019 – July 2020

●Assistant Director and Professor of Data Science for student led projects teaching 100+ students in Data Science, Statistics, Decision Analysis, and Marketing Science

●Oversaw the application of Machine Learning techniques to financial decision making and the application to the facility location problem

Projects:

●Facility Location - Identified a new location of StarBucks store in 3 cities (New York, Chicago, Philadelphia) using Python

●Retirement Forecasting - Applied financial decision making to the retirement problem deciding the optimal strategy for individuals ages 60+ to allocate their money into stocks, bonds, and cash

●Publication: "On the Application of Machine learning Algorithms to Goals Based Wealth Management (GBWM) with Glide Path Allocations (GPA). Published in the Academy of Business Research.

Adjunct Associate Professor

Pace University – Lubin School of Business, New York, NY Sep 2019 – July 2020

●Taught graduate level courses in Investment Management and International Corporate Finance.

●Instructed on a wide range of topics including: pricing formulas, portfolio valuation, volatility, Fixed Income Portfolio Management, Fixed Income Futures, Currency Options and Futures, Equity Portfolio Management, Alternative Investment Management and Risk Management.

Adjunct Assistant Professor

Stevens Institute of Technology - Hoboken, NJ May 2019 – Sep 2019

●Teaching graduate level business students to an increased understanding of Advanced Investment Management focusing on forecasting, financial data modeling, financial scaling, risk management and operational finance

●Provide coursework on derivatives including Options, Futures, portfolio tracking, and portfolio hedges in ThinkOrSwim (a widely used trading software)

●Additional courses on pricing formulas, portfolio valuation, and volatility

Founder, CEO, and COO

Fair Value Partners Inc.–Jersey City, NJ Oct 2013 – present

●Currently working on a Long/Short Equity Trading Model using Unsupervised ML method called Polymodel with the inventor, Dr. Raphael Douady for a Hedge Fund in London.

●Employed and directed a large team (20+) of quantitative programmers to build investment applications utilizing the FINCAD toolkit, and expertise developed with the Murex and Numerix toolkit

●Utilized Python 2.7.x/3.5.6, R, MySQL, MongoDB, Django/Nginx/Gunicorn in AWS to design, develop, and deploy all investment applications utilizing Git to coordinate and manage changes globally

●Led a group of interns (Stevens Institute & Stony Brook University) in Machine Learning research using Keras TensorFlow project managing their outcomes with Tableau data visualization

●Investment applications were used directly by State Street Bank and Brookfield Asset Management for key-corporate decisions

●Currently employed by a “Black Swan” Hedge Fund to help develop their strategy and setup the Fund here in the US.

●Currently employed by a Financial Analytics Company in Asia to help promote their offering here in the US with Hedge Funds and Money Managers.

Co-Head of CRE Dispositions

Vantage Capital Markets - London, England Jul 2012 – Sept 2013

●Found and Acquired a €115MM portfolio of warehouses for York Investments Limited, a company specializing in investing in distressed assets.

●Acquired deal had a very high return on investment with a projected IRR of19%.

Senior Vice President, Fixed Income

MF Global - New York, NY Nov 2009 – Mar 2012

●Built a variety of fixed income trading strategy programs in Visual Basic and C#. The programs developed were a Rich and Cheap calculator for On the Run/Off the Run/Off-Off-the-Run Treasury Securities. A Futures Treasury Roll Calculator for determining the expected Roll, an Auction Model to trade the US Treasury Auctions of the 2year/5year/7year and the 3year/10year/30year auction cycle during the month and a Fed Fund Calculator to determine the fair value of the Fed Fund Strip, the Euro Dollar Strip, the Options on the Fed Fund and the Options on Eurodollar Futures.

●Designed a Relative Value program to determine the bonds which were most likely to be bought and sold during buybacks and sellbacks (Quantitative Easing and Reverse QE) of treasury bonds organized by the Federal Reserve and the department of the Treasury. Program was developed to take advantage of the mis-pricings caused by the illiquidity in the US Treasury Market as a consequence of the 2008 recession.

●Generated between $15MM - $ 20MM in client fees executing transactions on behalf of my clients between 2009-2012.

Managing Director and Co-Founder, Global Macro Group

Cantor Fitzgerald & Co - New York, NY Mar 2006 – Jun 2008

●Prototyped, designed, and implemented a US Fed Fund Relative Value algorithmic trading system to trade Options on Fed Fund Futures and the Options on EuroDollar Futures, Options on Euro Yen, Options on Euribor and Options on Short Sterling on eSpeed (a fixed income trading platform which is currently owned by NASDAQ).

●Executed over 2MM Options/month on Eurodollar Interest Rate Futures. Executed Yen Interest Rate Swaps between US/European Bank which resulted in $100K/day in profit for the firm.

EDUCATION

General Assembly - Data Science Immersive – March 2021

This data science course is a program which is taken by industry professionals over a 3 month period. It introduces the student to Python programming, Pandas programming and a very extensive introduction to supervised and unsupervised machine learning techniques using scikit learn. Some of the techniques which are taught in this course are Linear Regression, Logistic Regression, Lasso Regression, Ridge Regression, K-Nearest Neighbor, Decision Trees Classifier and Decision Tree Regressor, Gradient Boost Regressor and Classifier, Random Forest Regressor and Classifier, Hard and Soft Voting Classifier, K-Means Clustering and Neural Nets. The class requires of the students to complete three homework assignments. One on Python, one on Pandas and another on Modeling. In addition the course entails a Final Project on a dataset of choice. My project was on a dataset created by the Lending Club – which is a Lending Platform, where in Loan data was classified into Fully paid Loans, current loans and charged off loans. We were also introduced to SQL and Tableau.

Baruch College, The City University of New York - New York, NY

Doctor of Philosophy in Operations Researchhttp://genealogy.math.ndsu.nodak.edu/id.php?id=144077On the Stochastic Sequential and Non-Sequential Production Planning Problem due to Gabriel Bitran. Winner of the Sidney I. Lirtzman best dissertation Award

Baruch College, The City University of New York - New York, NY

MBA in Operations Management On the (s,S) Inventory Problem

Durham University

Durham, UK

M.Sc. in Management Science

Shri Ram College of Commerce

New Delhi, India

Bachelor of Arts with Honors in Economics with Mathematics

LICENSES AND CERTIFICATIONS

General Assembly – December 2020.

Python for Data Bootcamp

One day Bootcamp on Python and Pandas organized by General Assembly.

General Assembly –October 2020.

Introduction to Agile and Scrum

Half a day General Assembly workshop on Agile and Scrum.

Series 3, Series 7, Series 63 (USA) and CF30 and CF21 (United Kingdom)

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