Man Mohan Mall is pursuing a Master of Science in Financial Engineering at Columbia University with a 3.7 GPA. He holds a Bachelor of Technology in Biotechnology and Biochemical Engineering from Indian Institute of Technology Kharagpur with an 8.2 GPA. His professional experience includes quantitative analysis and trading internships at Jamison Capital Partners and derivatives trading at Futures First in India. He has skills in C/C++, Excel-VBA, MATLAB and financial modeling and has developed various pricing and portfolio optimization models.

1. MAN MOHAN MALL
56 FORT WASHINGTON AVENUE, APT. 51, NEW YORK, NY 10032
+ 1 8 6 2 2 1 5 1 4 6 4 – mmm2268@columbia.edu
EDUCATION
Columbia University New York, NY
Master of Science in Financial Engineering (GPA 3.7/4.0) Jul 2008 – Dec 2009 (expected)
Relevant Coursework: Stochastic Calculus, Black Scholes PDE, Statistical Analysis, Monte Carlo Simulation,
Time Series Analysis, Financial Applications Programming in C/C++ & Excel, Implied Volatility Smiles
Indian Institute of Technology Kharagpur Kharagpur, India
Bachelor of Technology in Biotechnology and Biochemical Engineering (GPA 8.2/10.0) Jul 2002 – May 2006
Minor in Mathematics and Computing
Certifications
Passed the CFA Level I and II exams (CFA Institute) and the FRM exam (GARP)
PROFESSIONAL EXPERIENCE
Jamison Capital Partners New York, NY
Quantitative Analyst - Intern Jan 2009 – Aug 2009
Built and tested an inter-day trading strategy based on a multi-factor and multi-sector model using
statistical analysis on S&P 500 index and various factor values and sector returns
Developed, tested, assessed risk and implemented trading strategies (based on Moving Averages,
Breakouts and VWAPs) on intra-day price and volume data of Natural Gas and Crude Oil futures
Back-tested carry trade strategy on historical USDJPY futures prices
Built an Excel-VBA based automated trading tool that checks for signals, sends order to execution
software and calculates P&L statistics
Developed a scenario analysis and stress testing tool for assessment of firm wide risk
Evalueserve Gurgaon, India
Investment Research Analyst May 2007 – Jun 2008
Led teams of 3-5 analysts for execution of projects. Leading a team involved defining project scope,
structuring solutions, proposing research methodologies and managing client interaction
Developed analytical and valuation models using various qualitative and quantitative techniques such as
DCF, Analytical Hierarchy Process Modeling, Multiple Regression Analysis and Monte Carlo Simulation
Recommended an acquisition target to a leading molecular diagnostics company amongst three companies
based on their operational and financial performance which was finally acquired by the company
Prepared a valuation model for an innovative patent for an upcoming cancer biomarker technology
Futures First Kolkata, India
Derivatives Trader Jun 2006 – Dec 2006
Traded Eurodollar short term interest rate futures on a notional principal worth USD 20 million
Executed trades by capitalizing short term momentum in the market created by the release of key
economic data or movements in other financial markets, primarily the US Treasuries and German Bunds
Developed and successfully implemented trading strategies primarily involving creation of favorable
spreads and butterflies between various futures contracts using correlation and technical analysis
SKILLS AND PROJECTS
Computer Languages: C/C++, Excel-VBA
Applications: MATLAB, Microsoft Office suite (Word, Excel, Powerpoint), Bloomberg, Reuters
Developed VAR estimation models using GEV Theory and volatility computation methods such as ARCH
and GARCH; Implemented CAPM and Fama-French models for beta estimation
Priced American options using stochastic mesh method and least squares technique
Developed pricing models for Asian and Barrier options using variance reduction techniques; Built pricing
and hedging models of path dependent options in VBA and MATLAB
Built portfolio optimization and arbitrage detection modules in C that integrates the data source,
optimization software and spreadsheets to polulate the results
ACHIEVEMENTS AND ACTIVITIES
Amongst top 0.7 percent students of over 150,000 applicants who appeared for the IIT JEE 2002
Won second prize out of 128 teams in El Matador 2006, a national level equity futures trading competition