CV

1. AMAN K. THAKKAR
F/4,Hansa Sagar,Govardhan Nagar,Mulund(w), Mumbai - 400080.
+91-9819152101; aman.kt@somaiya.edu; amanthakker93@gmail.com
Date of Birth: 15 June, 1993.
PROFESSIONAL EXPERIENCE (12 MONTHS)
Organization Invesco Duration April 2016 -Present
Designation Performance Analyst II Key Role Fixed Income Portfolio Performance Attribution
Responsibilities and Achievements:
 Produce performance attribution for Invesco Fixed Income Portfolios on a Daily/Monthly/Quarterly/Annual/AdHoc basis
 Validation and Reconciliation of data in the Attribution System (Barclay’s POINT) v/s Accounting system
 Successfully driven Projects to enhance reporting capabilities and improve accuracy in reporting
 Work-stream head from Hyderabad for long term project - OVID involving replacing the accounting system
 Work-stream head from Hyderabad for 1) Analytics & Performance and 2)Partitions for POINT to PORT Implementation project
ACADEMIC PROFILE
Degree Institute / School Board Year Results
CFA Level 1 CFA Institute USA 2016 Cleared
MMS K.J. Somaiya Institute of Management Studies and Research Mumbai University 2016 2.69 (CGPA)
B.Com K.J.Somaiya College of Arts and Commerce Mumbai University 2014 78.07%
HSC K.J.Somaiya College of Arts and Commerce Maharashtra Board 2011 69%
SSC St. George High School, Mulund. Maharashtra Board 2009 84.6%
KEY PROJECTS
Summer Internship: Kotak Securities Ltd
 Drafted and edited the Daily Derivative research report including sourcing statistics and idea generation
 Back-tested quantitative delta neutral trading models like Gamma Short (Nifty options),Gamma Long (Infosys pre
earnings announcement trade – bullish on volatility) and Pairs Trading (High correlated stocks – Long Short Trade on
dispersion)
 Developed technical model for identifying leaders and laggards (price based performance) from a basket of stocks to
identify dispersion trading opportunities (using Volume/OI for depth,14 Day RSI for strength and 12 fast, 26 slow ,9
signal MACD for momentum of the trends)
Concurrent Project: Advanced Excel, Financial modelling and IPO analysis
 Excel Training of DDM, Free Cash Flow, Residual income and Relative valuation training along with Capital budgeting
advanced excel and Forecasting/Estimation.
 Introduction to Book-building, Due-diligence, Grey market premium, Underwriting and Price discovery.
Master Thesis: Pricing Barrier Options using Monte Carlo Simulation Project
 This research attempts to price Barrier options using Monte Carlo Simulation to improve the efficiency and accuracy of
estimating option prices by variance reduction techniques
ACTIVITIES
Positions of Responsibility
 Representative for Invesco at alma mater during recruitment drive, and reporting manger and mentor to an intern hired
from the same.
 Work-stream head from Hyderabad office for 2 large scale projects at Invesco.
Co-Curricular Activities
 Stood among the top 5% scorers in the All India BAT(Bloomberg Aptitude Test) Challenge and received the
Gold Award for the same, from Bloomberg Institute.
 Cleared NISM Equity Derivatives Module VIII with 81% marks.
 Appearing for CFA Level 2 in June 2017 and CMT Level 1 in October 2017
Extra-Curricular Activities
 Finalist in ‘SPRIHA’, the annual intra-collegiate summer internship competition of K.J. Somaiya Institute of
Management Studies and Research.
 Part of organizing committee of ‘Hoonar’ an intercollegiate Umbrella Event of K.J.Somaiya College of Arts and
Commerce for Commerce Degrees. (2012, 2013, and 2014) and Member of Core Organizing committee of SIMSR’s
Annual Flagship Event ‘Melange’.
 Acoustic Guitarist in college band: Mauj, and Office band and part of the college and corporate football teams.