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Work History

Jul 2015Sep 2016

Financial Analyst, Equity Valuation Control, Product Control

Credit Suisse, Pune

Calibration of risk parameters like volatility surfaces, forward curves, variance/volatility swap spreads, and yield curve Managing fair value price verification for CS's banking assets Managing risk based price verification at book level for APAC region using independent market data Analyzed common structured products, Barrier Options, Autocallables, Callable Yield Notes using Generic Monte Carlo scripts and custom strategy products Liaised with different teams comprising of Traders, Quantitative Strategic team, Middle Office for finalizing trade booking amendments during post trade analysis Developed an VBA application aimed to conduct fair value price verification for banks's trading assets for entire APAC region

Jul 2015Present

Business Analyst

Credit Suisse

Pune-Business Analyst Equity Valuation Control, Product Control Involved in calibration of risk parameters like volatility surfaces, forward curves, variance/volatility swap spreads, and yield curve Managing fair value price verification for CS trading and banking assets mostly listed products, options, bonds, forwards, futures, equity swaps Managing risk based proxy testing at book level APAC region using independent market data Analyzed common structured products, Barrier Options, Autocallables, Callable Yield Notes using Generic Monte Carlo scripts and custom strategy products ensuring full capture of trade economics and valuation model Liaised with different teams comprising of Traders, Quantitative Strategic team, Middle Office for finalizing trade booking issues and amendments

Jul 2014Jun 2015

Intern

Credit Suisse
Pune-Intern Independent Price Verification Independently Managed Price Verification Credit Suisse Convertible Bonds for the bank's APAC and EMEA region Involved in risk based proxy verification at the book level using independent market data Involved in fair value price verification of Listed Products like Options Futures, Swaps Automated critical manual processes in valuation control using Excel VBA for improving efficiency and controls Analyzed products through Structured Trade Reviews
Jul 2014Jun 2015

Intern

Credit Suisse
Pune-Intern Independent Price Verification Independently Managed Price Verification Credit Suisse Convertible Bonds for the bank's APAC and EMEA region Involved in risk based proxy verification at the book level using independent market data Involved in fair value price verification of Listed Products like Options Futures, Swaps Automated critical manual processes in valuation control using Excel VBA for improving efficiency and controls Analyzed products through Structured Trade Reviews
Aug 2013May 2014

Bio-Remediation of Cracks in Concrete

Bio-Remediation of Cracks in Concrete
Developed a novel inherent bio-based concrete formulation based on self-healing properties of concrete which is economical and provides advantages such as superior surface protection and enhanced product life, and to control the change in the aesthetics Received a funding of one hundred thousand rupees for implementation of the technique in the Idea Contest, Centre of Innovation, BITS Pilani
Aug 2013May 2014

Bio-Remediation of Cracks in Concrete

Bio-Remediation of Cracks in Concrete
Developed a novel inherent bio-based concrete formulation based on self-healing properties of concrete which is economical and provides advantages such as superior surface protection and enhanced product life, and to control the change in the aesthetics Received a funding of one hundred thousand rupees for implementation of the technique in the Idea Contest, Centre of Innovation, BITS Pilani
Jun 2013Jul 2013

Research Intern

Indian Institute of Technology, Guwahati
Research Intern Department of Mathematics Analyzed multivariate parameter estimation of Weibull Distribution through Maximum Likelihood Estimation and Newton Raphson Method for modeling Analyzed lifetime data distribution in R Statistical Package to aid for real life analysis
Jun 2013Jul 2013

Research Intern

Indian Institute of Technology, Guwahati
Research Intern Department of Mathematics Analyzed multivariate parameter estimation of Weibull Distribution through Maximum Likelihood Estimation and Newton Raphson Method for modeling Analyzed lifetime data distribution in R Statistical Package to aid for real life analysis
Feb 2013Mar 2013

Research

Equity
Research Report Formulated an investment pitch on Google Inc. through both Fundamental and Technical analysis through an equity research report under Equity Research Initiative, a flagship program of Mentored-Research under their Spring-2013 Chapter
Feb 2013Mar 2013

Research

Equity
Research Report Formulated an investment pitch on Google Inc. through both Fundamental and Technical analysis through an equity research report under Equity Research Initiative, a flagship program of Mentored-Research under their Spring-2013 Chapter
Aug 2012Feb 2013

Intern

Smuffwear.com
Intern Marketing Techniques and Business Enhancement Worked with www.smuffwear.com, a retail startup and advised new marketing techniques for business enhancement
Aug 2012Feb 2013

Intern

Smuffwear.com
Intern Marketing Techniques and Business Enhancement Worked with www.smuffwear.com, a retail startup and advised new marketing techniques for business enhancement
May 2012Jul 2012

Intern

TKW Fasteners, Gurgaon

Intern Project management and Efficiency enhancement Implemented Lean 5s manufacturing techniques for process improvement on both office floor and shop work area

May 2012Jul 2012

Intern

TKW Fasteners, Gurgaon
Intern Project management and Efficiency enhancement Implemented Lean 5s manufacturing techniques for process improvement on both office floor and shop work area
Jul 2015Present

Business Analyst

Credit Suisse

Involved in calibration of risk parameters like volatility surfaces, forward curves, variance/volatility swap spreads, and yield curve Managing fair value price verification for CS trading and banking assets mostly listed products, options, bonds, forwards, futures, equity swaps Managing risk based proxy testing at book level APAC region using independent market data

Jul 2014Jun 2015

Intern

Credit Suisse
Pune-Intern Independent Price Verification Independently Managed Price Verification Credit Suisse Convertible Bonds for the bank's APAC and EMEA region Involved in risk based proxy verification at the book level using independent market data Involved in fair value price verification of Listed Products like Options Futures, Swaps Automated critical manual processes in valuation control using Excel VBA for improving efficiency and controls Analyzed products through Structured Trade Reviews
Jan 2012Sep 2013

Core

Core
Valonia Assisted Valonia, a student initiative by BITS Pilani in conducting national IQ competitions across Various Schools committee Member of Photography Club and Department of Photography, BITS Pilani(July 2011 June 2013) Organizing committee member for national annual technical & cultural festival of BITS Pilani(Feb'12, Feb' 13) Represented BITS Pilani in the Lawn Tennis Tournament in ARENA' 13, the annual Sports festival Awarded Bronze Medal in the XXIVManav Sthali Maths Talent Test held at National Level(2008) Awarded Certificate of from Central Board of Secondary Education, India for outstanding academic performance and being among the top 0.1% of the successful candidates of AISSE 2008 in Social Science srakheja1992@gmail.com +91-995-881-6852.
Jun 2013Jul 2013

Research Intern

Indian Institute of Technology, Guwahati Core
Research Intern Department of Mathematics Analyzed multivariate parameter estimation of Weibull Distribution through Maximum Likelihood Estimation and Newton Raphson Method for modeling and analyzing lifetime data and fitting of this distribution in R Statistical Package to aid for real life analysis
Jan 2013Apr 2013

Centre of Innovation, BITS Pilani Core

Centre of Innovation, BITS Pilani Core
Solving Structural Analysis using MathCAD Devised a simpler way to analyze and overcome structural analysis problems using computation techniques in MathCAD to enhance the efficiency, accuracy and precision and overcome the issues encountered in conventional methods Technical Skills Programming Languages/Tools: C, C++, R Statistical Package, VBA Technical skills: MS Office, MS Excel, SPSS, PSpice, AutoCAD, MathCAD
Aug 2012Feb 2013

Intern

Smuffwear.com
Intern Marketing Techniques and Business Enhancement Worked withwww. smuffwear.com, a retail startup and advised new marketing techniques for business enhancement
May 2012Jul 2012

Intern

TKW Fasteners, Gurgaon
Intern Project management and Efficiency enhancement Implemented Lean 5s manufacturing techniques for process improvement on both office floor and shop work area srakheja1992@gmail.com +91-995-881-6852
Jul 2015Present

Financial Analyst, Equity Valuation Control

Credit Suisse
  • Involved in calibration of risk parameters like volatility surfaces, forward curves, variance/volatility swap spreads, and yield curve
  • Managing fair value price verification for CS trading and banking assets mostly listed products, options, bonds, forwards, futures, equity swaps
  • Managing risk based proxy testing at book level for APAC region using independent market data
  • Analyzed common structured products, Barrier Options, Autocallables, Callable Yield Notes using Generic Monte Carlo scripts and custom strategy products ensuring full capture of trade economics and valuation model
  • Liaised with different teams comprising of Traders, Quantitative Strategic team, Middle Office for finalizing trade booking issues and amendments
Jul 2014Jun 2015

Intern, Equity Valuation Control

Credit Suisse
  • Independently Managed Price Verification for Credit Suisse Convertible Bonds for the bank’s APAC and EMEA region
  • Involved in risk based proxy verification at the book level using independent market data
  • Involved in fair value price verification of Listed Products like Options Futures, Swaps
  • Automated critical manual processes in valuation control using Excel VBA for improving efficiency and controls
  • Analyzed products through Structured Trade Reviews
Jun 2013Jul 2013

Research Intern, Department of Mathematics

Indian Institute of Technology, Guwahati Core
  • Analyzed multivariate parameter estimation of Weibull Distribution through Maximum Likelihood Estimation and Newton Raphson Method for modeling
  • Analyzed lifetime data distribution in R Statistical Package to aid for real life analysis
Jun 2012Aug 2012

Faculty Assistant

KLM Dayanand High School, Faridabad, Haryana
  • Organised & facilitated classroom lessons, activities and presentations. Aided in development of course content and organisation of exam schedule for Year 2012 and 2013 for High School Students
  • Evaluated Student’s classroom and home assignments. Assisted faculty members in Student Evaluation
Jun 2014Present

Independent Tutor

  • Taught Mathematics, Science, and other engineering subjects to wide variety of students, from high school to undergraduate level, including both science & non-science majors and coming from economically weaker backgrounds.
  • Provided group and one on-one assistance & worked on improving their performance.
Aug 2012Feb 2013

Intern, Marketing Techniques and Business Enhancement

Smuffwear.com
  • Worked with smuffwear.com, a retail startup and advised new marketing techniques for business enhancement
May 2012Jul 2012

Intern, Project management and Efficiency Enhancement

TKW Fasteners, Gurgaon
  • Implemented Lean 5s manufacturing techniques for process improvement on both office floor and shop work area

Projects

Jan 2014May 2014

Time series forecasting of gold rates using R & SPSS

• Forecasted market rise and fall of Gold prices on a month on month basis from Jan 2015 to Dec 2020 using predictive regression analysis.
• Implemented the same using techniques in R scripting language and SPSS software

Feb 2013Mar 2013

Equity Research Report

• Formulated an investment pitch on Google Inc. through both Fundamental and Technical analysis through an equity research report under Equity Research Initiative, a flagship program of Mentored-Research under their Spring-2013 Chapter

2010

B.Eng

Birla Institute of Technology and Science
2010

B.Eng

Birla Institute of Technology and Science

Projects

Time series forecasting of gold rates using R & SPSS January 2014 to April 2014
• Forecasted market rise and fall of Gold prices on a month on month basis from Jan 2015 to Dec 2020 using predictive regression analysis.
• Implemented the same using techniques in R scripting language and SPSS software

Equity Research Report February 2013 to March 2013
• Formulated an investment pitch on Google Inc. through both Fundamental and Technical analysis through an equity research report under Equity Research Initiative, a flagship program of Mentored-Research under their Spring-2013 Chapter

Optimization of Cost function of a Control System using Particle Swarm Optimization and Firefly Algorithm using MATLAB January 2014 to April 2014
• Optimized the cost function of the New York water distribution system using Particle Swarm Optimization and Firefly algorithm to determine the most economically effective design to add to the existing system of tunnels
• Implemented the algorithms into EPANET and MATLAB to determine the most effective algorithm

Bio-Remediation of Cracks in Concrete August 2013 to May 2014
• Developed a novel inherent bio-based concrete formulation based on self-healing properties of concrete which is economical and provides advantages such as superior surface protection and enhanced product life, and to control the change in the aesthetics
• Received a funding of one hundred thousand rupees for implementation of the technique in the Idea Contest, Centre of Innovation, BITS Pilani

Solving Structural Analysis using MathCAD January 2013 to April 2013
• Devised a simpler way to analyze and overcome structural analysis problems using computation techniques in MathCAD to enhance the efficiency, accuracy and precision and overcome the issues encountered in conventional methods