Risk Management Portfolio

SAHIL MUKHIDA

Chicago, IL 708-***-**** ****************@*****.*** https://www.linkedin.com/in/sahil-mukhida/ SUMMARY

Finance professional with a strong background in investment analysis, portfolio management, and risk assessment. Currently pursuing a Master of Science in Finance, with hands-on experience in Financial Modeling, derivatives, and trading strategies. Passionate about quantitative and analytical skills to support decision-making in financial analysis, and market risk management EDUCATION

Illinois Institute Of Technology, Chicago, IL

Master of Science in Finance, GPA : 4 May 2026

Specializing in Quantitative Portfolio Management,Financial Modelling, and Risk Management. Relevant Courses: Financial Modeling, Investments, Machine Learning for Finance and Business, Market Risk Management, Models for Derivatives, Energy Commodities Analytics and Trading, and Quantitative Portfolio Management, Mathematics with Financial Applications, Statistical Analysis in Financial Markets, Financial Modeling, Valuation and Portfolio Management, Futures, Options, and OTC Derivatives, and Financial Statement Analysis. MUMBAI UNIVERSITY,MAHARASHTRA,INDIA OCT 2020

BACHELOR’S OF CIVIL ENGINEERING

SKILLS

TECHNICAL: Microsoft Excel (Advanced), Python, SQL, Power BI, QuickBooks, SAP, Financial Modeling Finance Tools: Budgeting, Forecasting, Risk Assessment, Portfolio Optimization, Financial Reporting WORK EXPERIENCE

Saikrupa Cable Network & Broadband Services

Financial Analyst and Customer Research Specialist, Mumbai,Maharashtra,India July 2022 - June 2024

Financial Transaction Processing & Compliance: Managed reimbursements, payments, and purchasing transactions, ensuring adherence to financial policies and reducing processing errors by 30%.

Financial Reporting & Audit Support: Audited financial records, reconciled purchase documents with payments, and prepared financial reports to enhance accuracy and compliance.

Expense Monitoring & Reallocation: Reviewed, tracked, and reallocated expenses to appropriate funding strings, optimizing budget allocation and cost control.

Accounts Payable & Receivable: Processed vendor payments, reimbursements, and financial transactions, improving cash flow efficiency.

Process Improvement & Documentation: Developed internal controls to enhance transaction accuracy, reducing financial discrepancies by 25%.

Customer & Stakeholder Support: Acted as the first point of contact for financial inquiries, assisting faculty and staff with transaction resolution and training on financial processes. OmGuru Broadband Services

Financial Associate, Mumbai, India January 2021 – June 2022

Reconciliations & Expense Allocation: Audited financial records, ensured proper assignment of funding codes, and resolved discrepancies efficiently.

Transaction Processing & Financial Management: Managed invoice processing, reimbursements, and approvals for payments, ensuring compliance with financial policies.

Financial Documentation & Reporting: Created structured financial reports and records, ensuring transparency and accessibility for audits and decision-making.

Budgeting & Cost Management: Assisted in analysing financial data for budget planning and variance reporting, leading to cost-saving measures.

Procurement & Purchasing Support: Managed procurement processes and purchasing activities, ensuring adherence to financial policies and optimizing cost efficiency.

Customer & Internal Stakeholder Support: Provided financial guidance to internal teams regarding transaction processing, compliance, and financial recordkeeping. PROJECTS

Active Management & Factor Investing Project

Factor-Based Portfolio Management

Tools Used: Python, Pandas, DEAP (genetic optimization), FactorTester

Cleaned and transformed equity factor data using cross-sectional and sector-neutral z-scores, quantile normalization, and normal distribution fitting techniques.

Evaluated individual and multi-factor signals (e.g., Price-to-Book, Earnings, Momentum) based on intertemporal Information Coefficient (IC) and Information Ratio (IR) across market cap segments (Low, Mid, High, and All Cap).

Designed and optimized 2-factor and 3-factor models (e.g., VMalpha = P/B + Momentum + Earnings Estimates) to maximize IC, IR, and IC decay, achieving a best IC of 0.9521 in low-cap stocks.

Applied genetic algorithms to determine optimal factor weights across market segments, identifying that Earnings was dominant for small caps, while VMalpha outperformed in mid and large caps.

Finalized and saved best-performing factor models per cap group, delivering an average IC of 0.8185 across all stock universes.

Portfolio Optimization and Risk Analysis

Collected and processed five years of monthly price data for SPY, EEM, IWM, and EFA from Yahoo Finance.

Calculated monthly returns using adjusted close prices and derived the risk-free rate from the 3-month T-bill.

Identified the minimum variance portfolio and maximum Sharpe ratio portfolio.

Visualized the investment opportunity set and efficient frontier using Python/Excel. Integration Of Internet Services Into Cable Network

Managed integration of broadband internet services into an existing cable network, coordinating with 3 technical teams to ensure seamless implementation.

Collaborated with finance department to develop a pricing strategy increased revenue streams by 15%. Technical Analysis And Trading Strategy Development

Constructed a technical analysis toolkit for stock market trading, researching and implementing 10+ technical indicators.

Built 5 custom trading strategies tailored to specific market conditions. Back tested strategies using 5 years of historical data, enhancing accuracy of trading decisions by 20%. Option Trading Strategy Development Using Chart Ink

Developed an options trading strategy (10+ )by analysing market trends with help of Chart Ink tool.

Focused on identifying 10 key entry and exit points based on patterns and indicators. Back tested strategy using 3 years of historical data and executed it in a live trading account. Achieved consistent profits, with an average return on investment (ROI) of 12% per quarter.

Cost-Benefit Analysis For Residential Construction Project

Conducted a comprehensive cost-benefit analysis for a residential construction project, focusing on budget allocation, material procurement, and labour costs. Provided recommendations led to a 10% reduction in overall project costs.

Storm Water Management System Design For Urban Areas

Designed a stormwater management system for a flood-prone urban area, analysing 12 months of rainfall data.

Assessed 5 existing drainage systems and proposed 3 solutions for rainwater harvesting and improved drainage. Financial Transaction & Compliance Audit

Designed and implemented an audit process to verify transaction accuracy and regulatory compliance.

Reduced reporting discrepancies by 25% through standardized documentation and reconciliation procedures. Expense Management & Purchasing Process Improvement

Developed and implemented a streamlined purchasing process, reducing procurement inefficiencies and optimizing expense allocation.

Reconciled purchase orders with payment transactions, ensuring accuracy and compliance with financial policies. HONORS AND ACHIEVEMENTS

National Institute of Security Markets ( DERIVATIVE VIII EXAM) Bloomberg Market Concepts (BMC) Certification

Bloomberg ESG

Bloomberg Finance Fundamentals

Bloomberg Technical Training

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