Research Intern Management

EDUCATION

Yash Kantharia

Hoboken, NJ *****

********@*******.*** 551-***-**** linkedin.com/in/yashkantharia1/ Stevens Institute of Technology, School of Business August 2021 – December 2022 Master of Science in Financial Engineering, GPA: 3.84/4.00 Hoboken, NJ Relevant Courses: Stochastic Calculus, Advanced Derivatives, Market Microstructure and Trading Strategies NMIMS University - School of Technology Management and Engineering July 2015 – April 2020 Bachelor of Technology (Mechanical Engineering), MBA in Technology Management (Finance) Mumbai, India SKILLS & CERTIFICATIONS

Technical Skills: Python, R, SAS, C++, Microsoft Suite (Excel, Word, PowerPoint) Certifications: C++ Programming for Financial Engineering, Baruch College Pre-MFE Program EXPERIENCE

CRISIL Global Research and Risk Solutions June 2022 – August 2022 Quantitative Analyst Intern New York City, USA

• Developed understanding of importance of model risk frameworks through SR 11-7 document and OCC Handbook

• Created technical presentation on prepayment models and delved into Richard and Roll, and PSA models to support Associate Director in pitching to new client

• Conducted cross-department presentation across 4 countries on Explainability and Interpretability of AI techniques to help users comprehend complex machine learning models

• Classified personal loan profiles of 5000 customers using Explainability of AI techniques to compare and highlight differences in output of LIME, SHAP & PiML tools in Python Phillip Capital April 2021 – June 2021

Equity Research Intern Mumbai, India

• Sourced data and generated key insights on impact of Covid-19 on Life, Health, and Motor insurance companies for inclusion in quarterly valuation reports

• Updated financial models for ICICI General Insurance, HDFC Ergo, & Tata AIG to assess stock price before upcoming financial results

• Prepared performance reports and presented findings of Q4 FY21 results for 6 major listed general insurance companies to institutional clients and senior management

• Led primary research to help institutional investors determine potential ROI of Paytm ahead of upcoming IPO Centrum Wealth Management July 2020 – January 2021 Portfolio Management Intern Mumbai, India

• Performed fundamental analysis of industry-leading companies listed in Indian stock exchange to assess market valuation

• Created portfolio reviews and contributed to key decisions for managing HNI investment portfolios worth up to $2.5 Million

• Explored and analyzed performance of 9 asset classes in a portfolio and presented findings to portfolio managers Reserve Bank of India (RBI), Dept. of Banking Regulation May 2019 – July 2019 FinTech Research Intern Mumbai, India

• Researched and reviewed various financial technologies to assess the contribution of Regulatory Technology on Indian Banking and Financial Services Industry

• Interviewed FinTech and Compliance professionals at 6 banks, including HSBC Bank and State Bank of India, to gauge how FinTech has transformed banking industry

• Devised roadmap for RBI and banks to ensure effective implementation of RegTech, potentially saving banks millions of Rupees in compliance costs

ACADEMIC PROJECTS

Stevens Institute of Technology

Dynamic Portfolio Rebalancing Through Deep Learning Techniques September 2022 – December 2022

• Determine optimal portfolio allocation by using neural networks to train portfolios to adapt to dynamic market movements Bond Portfolio Management

• Collaborated with 4 team members to price bonds using pricing equation of fixed-coupon bond on treasury yield curve data, and used Taylor expansion to compute change in treasury bond prices using R Market Portfolio Analysis

• Computed performance metrics of 27 stocks segregated on the basis of Sharpe ratio, volatility and weight using R

• Estimated downside risk by computing VAR, back-testing and stress-testing under different scenarios Activities: QWAFA x NEW – Quant Society, Member Relations September 2022 – Present Interests: Automobile Enthusiast, Biking, Hiking, Music (Trinity College London – Grade 4 Drummer)

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