Financial Engineer

Rishav Chopra

**** ***** ***, *** *********, CA *4133

Phone: 1-650-***-****, Email: *****@*******.***

EDUCATION

Cornell University, NY, USA, Masters of Financial Engineering 08/2007 – 01/2009

• Statistics: Principal Component Analysis, Copula, Linear Regression, Factor Model, Value at Risk (VAR), ARIMA, ARCH/GARCH, Multivariate Analysis, Time Series Analysis

Financial Theory: Bond Mathematics & Mortgage Backed Securities, Corporate Credit Analysis (Credit Rating), Credit Risk Modeling (KMV), Derivatives Pricing, Fixed Income Securities (Term Structure Modeling), Investments & Portfolio Management, Monte Carlo Simulation (Variance Reduction Techniques), Stochastic Calculus

University of Stuttgart, Stuttgart, Germany, Masters of Science in Physics 10/2004 – 10/2006

• Selected Coursework: Statistical Physics, Mathematical Methods for Physicist, Quantum Theory

University of Delhi, New Delhi, India, Bachelors of Science in Physics 07/2001 – 04/2004

HONORS

• Magna Cum Laude, The National Scholars Honor Society

• Graduate Research Assistantship, one year Scholarship, Cornell University

• Graduate Research Assistantship, full Scholarship, University of Stuttgart, Max Planck Institute

• Teaching Assistant, Risk Management, Johnson Graduate School of Management, Cornell University

BUSINESS EXPERIENCE

Goldman Sachs Asset Management, NY, USA: Masters Project 9/2008 – 12/2008

• Built an Active Long, Passive Short (ALPS) trading model on closed-end funds with optimized transaction cost scenarios

• Fundamental Modeling of fair discount value and Time Series Analysis – Statistical Model of discounts in closed-end funds

• Developed hedging strategies using multivariate analysis on Exchange Traded Funds (ETF)

Barclays Capital, NY, USA: Summer Analyst 06/2008 – 08/2008

• Implemented quantitative models to price Inflation derivatives and property indices (RPX, NPI) swaps

• Bootstrapped different securities to build yield curves for Emerging Markets security pricing

• Built Power benchmark commodity indices on S&PGSCI & DJAIG methodology to support Barclays Capital Power Index

Gerson Lehrman Group (Headquartered in New York City), India: Analyst 02/2007 – 07/2007

• Researched global markets for investments and managed network of financial and economic experts worldwide

• Consulted with institutional investors and industry experts to share insights related to investment needs

• Executed strategic business projects and interacted with legal and regulatory experts on law and policy related issues

• Developed new business opportunities in Asia and Europe which resulted in revenue growth

INDUSTRY PROJECTS

Johnson School of Management, Cornell University 01/2008 – 12/2008

• Evaluated and structured small to mid sized Private Equity transactions with due diligence and financial statement analysis

• Analyzed credit strengths/weaknesses of Pharmaceutical companies and provided credit ratings on Moody’s methodology

• Developed fundamental Hedge Fund strategies on global Frontier Markets

• Screened the universe of frontier companies with Sequential and Z-Score methodology

Max Planck Institute, Stuttgart, Germany: Research Assistant 10/2004 – 09/2006

• Fundamental research study in thin films for applications in nanotechnology and semiconductor industries

• Analyzed results qualitatively and quantitatively and presented them in global European conferences

• Research paper published in Journal of Physical Chemistry, November 2007

COMPUTATIONAL SKILLS

Financial Tools – Bloomberg, Reuters, Microsoft Office, @Risk, LexisNexis, Yield Book

Mathematical Packages – SAS, R, MATLAB

Programming Languages – VBA, C++

LEADERSHIP EXPERIENCES

• Member of the Alternative Investments club at Johnson Graduate School of Management, Cornell University

• President of students union, managed feedback, involved in continuous improvement of college infrastructure

• President Physics Society: Organized college festivals and scientific symposiums of academic and industry professionals

• Directed and acted in plays (best actor award): English and Hindi. Plays broadcasted on National TV Channel

• Humanity Movement, New Delhi: Providing education and service needs to the poor

• Represented University in Cricket tournaments and Drums festival

LANGUAGES

• English (Fluent), German (Intermediate), Hindi (Fluent)

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