Quant Resume Details

A ost-graduate in statistics with two years experience in risk management and financial modeling. Experience includes financial applications, pricing various derivative products. Built expertise in C, C++, VB, QuIC Script, SQL, SPSS, STATISTICA and MS-Excel. Undergone training in derivative valuation includes Finite difference, Monte carol and Binomial tree approaches at IIM-B and in stochastic models at IISc. Cleared module II of Professional Risk Manager certification conducted by PRMIA.

Kesavarao Siddula
Amba Research India (Pvt.) Ltd 
G02, Prestige Loka, 7 Brunton Road, Bangalore 560 001, India 
(M) 91 9886230376; (E) stat_keshav@yahoo.com


OBJECTIVE											                    _

Keen to make a career in system software development that requires strong analytical skills, innovations and that creates learning opportunities in Operating Systems, Mobile Communication, Network Communication, Embedded Systems etc.

EXPERIENCE											                    _

A ost-graduate in statistics with two years experience in risk management and financial modeling. Experience includes financial applications, pricing various derivative products. Built expertise in C, C++, VB, QuIC Script, SQL, SPSS, STATISTICA and MS-Excel. Undergone training in derivative valuation includes Finite difference, Monte carol and Binomial tree approaches at IIM-B and in stochastic models at IISc. Cleared module II of Professional Risk Manager certification conducted by PRMIA. 
WORK HISTORY											                    

Sept 2006 -	AMBA RESEARCH INDIA (PVT) LTD              				  	 INDIA   
Present 	Associate – Quantitative services. Portfolio Optimization given benchmark, generating yield curve scenarios finding performance of portfolio

Feb 2005 - 	 HCL CAPITAL MARKETING SERVICES				  	INDIA
Aug 2006	 Financial engineer- risk management & Control.  Primary responsibility was to analyze the 
pricing documents, preparing algorithm create coding in QuIC. Gathered data of discount factors 
and Swaption Volatility Matrix in the form of CSV files, transferred them to QuIC and created the Swaption prices. Developed pricing routines for different financial instruments which requires calibration, interest rate modeling, and mathematical techniques. Worked on fixed income instruments, calculation of PFE, VAR, Calibration, interest rate modeling and momentum trading strategy.	

			
Sep 2004 -  	OSMANIA UNIVERSITY							INDIA
Feb 2005	Research scholar.  Worked on finding a new method for solution for a traveling salesman's problem by using Genetic Algorithm. Was involved in data capturing, creating datasets, verifying its optimality and testing with other algorithms. 

EDUCATION											                    _

		2002 – 2004 				University of Hyderabad                 Hyderabad, INDIA   
•	Master of Science in Mathematical Statistics
•	Aggregate 70%, among the top 3 students in the class

1999 – 2002				Andhra University		      N.sagar, INDIA
			
•	Bachelor of Science with Mathematics, Computer science
•	Aggregate of 81.7%, topper in the class
1997 – 1999		       	               A.P.S.W.R.Jr College     		Srikakulam, INDIA
•	Board of Intermediate Education
•	Aggregate 88% second topper of the school

1997			       	               A.P.R.School			 Srikakulam, INDIA
•	Secondary School Certificate (SSC)
•	Aggregate 87.6%, among the top 5 students in the class
SKILLS											         	                    _

•	Financial modeling and risk management 
•	Working experience in  C, C++,VB, QuIC Script, STATISTICA and MS-Excel 
•	Experience in pricing of various derivative products
AWARDS  AND  SCHOLARSHIPS								                    _

•	Secured First rank in M.Sc Statistics University exam
•	Won the first prize for Scientific Model Display in Quanta’96, an International School Science Fest (while studying in Std – XI).

INTERESTS											                    _

•	Very keen about the Open Source revolution in general, Linux OS in particular
•	Interested in Cricket, Badminton and Chess
•	Solving puzzles and collecting coins are the other pastimes

REFERENCE											                    _

•	Excellent references will be provided if required

CONTACT INFORATION										     _

•	Address

			18/4, Brajomani Debya, Kolkata, PIN – 700061, INDIA

•	Phone

Mobile +91 9830729259, Home  91-33-24936312

•	E-mail

getmandal@yahoo.co.in, getmandal@rediffmail.com 

.