Financial Software Developer

RUCHIR NISHKAM

**** * *******, *******, ** - ***14

315-***-**** ********@*****.***

EDUCATION

• Master of Science, Financial Engineering, GPA – 3.3/4.0 Jan ’09 - Present

Stuart School of Business, Illinois Institute of Technology.

• Bachelor of Technology, Computer Science July’ 04 -Aug ‘08

Jaypee Institute of Information Technology, India.

EXPERIENCE

Research Assistant, Illinois Institute of Technology, Stuart School of Business June ‘09 – Aug ‘09

• Enhanced the Joint Cost model to optimally allocate emissions through the exchange of carbon credits between multiple companies in the Carbon Emissions Market.

• Developed an efficient mathematical model based on the amount of carbon emissions released over a specific time.

Software Development Intern, Indian Institute of Technology May ’06 – July ’06

• Developed animated B-tree.

• Implemented features like insertion and deletion at different nodes in the tree.

• Environment: Java, Java Swing Framework, Java AWT framework.

ACADEMIC PROJECTS

Algorithmic Automated Trading System Jan ‘10 – May ‘10

• Developing a software combining concepts from Quantitative Finance and Trading Strategies.

• Implementing a real time financial application including object oriented design for event-driven applications.

• Encapsulating latency issues in real time systems with appropriate network architecture.

• Project management and software quality issues checked for proper architecture of the trading system.

• Environment:VC++.NET, MATLAB, Excel, Microsoft SQL Server 2005

Retirement Planning Project Oct. ’09 – Nov. ‘09

• Developed an application for Retirement Planning Account.

• Effected proper allocation of funds to financial instruments according to the degree of risk aversion.

• Evolved the portfolio through Monte Carlo Simulation annually to find the returns.

• Rebalanced the portfolio annually shifting the investment into fixed income instruments.

• Environment: MATLAB, VBA, Excel

Bayesian Trading Model Nov. ’09 – Dec. ‘09

• Programmed a model to formulate investment strategies by tracking the precision of technical indicators.

• Regressed the change in the daily movements in a stock price with the change in the technical indicators, applying Model Averaging, Probit Modeling and Kalman filter.

• Performed a statistical P&L analysis in Excel for out of sample forecasting using applications of Dynamic Linear Model, regressions, auto regressions, univariate and multivariate methods.

• Environment: MATLAB, VBA, Excel

Portfolio Risk Evaluation March ’09 – April ‘09

• Evolved a portfolio over time to calculate VAR, using Monte-Carlo simulations, multivariate normal distribution and Cholesky decompositions.

• Developed software to calculate the maximum loss over a horizon with 95% confidence level.

• Verified the rise of losses with increase in correlations of the stocks.

• Environment: MATLAB, VBA, Excel

IT SKILLS

Programming Languages C, C++, Java, VC++, Java Swing/AWT Framework.

Financial Tools Excel, MATLAB, VBA, Bloomberg

Database Systems Oracle, PL/SQL, MS Sql Server 2005.

Operating Systems Windows XP/2000, Unix, Linux.

Software Development System Analysis & Design

Statistical Packages R, SAS, SPSS

Networking Basics of TCP/IP Technology

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