SlideShare a Scribd company logo
ANUJ DASSANI A-1504 RNA Heights, JVLR, Andheri East, Mumbai, India
+91 9810008373  ajdassani@gmail.com
SUMMARY
Quantitative finance professional with over eight years of experience in Equity Derivatives, Market Risk and Financing Risk
EXPERIENCE
NOMURA, Mumbai, India (Senior Associate) Jan 14 – Till present
Financing Risk
 Providing risk assessment of portfolios to decide what margins can be changed
 Monitoring and analyzing client portfolios in terms of exposure, risk profile and margin level
 Preparing risk reports for Prime Services as well as monitoring gap risk and illiquid positions in our portfolio
 Supporting global Prime Services Risk team for trade margin enquiries and other client related issues
Market Risk Equities
 Liaising with the risk managers in the trading centers on a daily basis to help manage their market exposure, set & review risk strategies
 Preparing risk reports and performing daily analysis and interpretation of the results of risk sensitivities
 Monitoring the P&L and risk to ensure appropriate understanding of the Group’s risk portfolio
 Performing ad-hoc risk views and drill down analysis of less transparent risks; Re-engineering the risk reporting process
EVALUESERVE, Gurgaon, India (Manager) Aug 09 – Jan 14
Equity Derivatives Strategy (Client: Deutsche Bank)
 Performed backtesting of derivatives strategies on stocks and indices which involved analyzing hedging/ overwriting/ stock replacement
and other strategies over different time regimes & performing mark-to-market analysis to evaluate risk-reward characteristics
 Assisted in proprietary research by performing ad-hoc analysis; worked on periodicals like volatility snapshot, option hedging monitor &
and maintaining proprietary database and website
 Tracked European Sectors and Dividend Futures regularly to identify key trends and potential trade ideas using a combination of
technical and fundamental factors
 Built new complex analytical tools and automated existing tools to improve products and their efficiency
 Worked onshore at client site – along with the lead analyst to learn and develop new tools and products
 Managed a team of 5 individuals and was responsible for client relationship management
Key Projects
 Built a tool to compare multiple options p&l (spot and greek) using colored heatmaps and payoff charts by varying spot, volatility and
time. Also added volatility sensitivity analysis on payoff charts
 Analyzed historical call overwriting on large cap stocks across multiple factors; also analyzed call overwriting on S&P 500 and Nikkei 225
going back to 1929 where the implied volatility data was unavailable
 Analyzed the performance of tail risk hedges using VIX, spot and forward starting varswaps and plain vanilla options under different
market regimes
 Analyzed basket of indices tracking a benchmark by calculating portfolio tracking error and also calculated optimal weights for the basket
to minimize the tracking error
GRANT & CONTRACTING ACCOUNTING, IIT, Chicago, USA (Internship) May – Dec 08
 Analyzed financial statements and reports for discrepancies; Reviewed terms and conditions of grants/ contracts
COPAL PARTNERS, Gurgaon, India (Analyst) Mar – Jul 07
 Performed company and industry analysis; analysed current and projected industry trend and scenario
 Compiled and categorized company write-ups, concerning valuations scale on company specific analyst reports
EDUCATION
MS Finance Dec 08
Illinois Institute of Technology (IIT), USA
BE Electronics and Communication Jun 06
R.N.S. Institute of Technology, Bangalore, India
TECHNICAL SKILLS
 Software & Tools: Excel - VBA, SQL, MS Access, Fincad XL
 Database: Bloomberg, Bloomberg Data License, Reuters, OneSource

More Related Content

What's hot

Feasibility Study
Feasibility StudyFeasibility Study
Feasibility Study
Rejvi Ahmed
 
Feasibilty Study And Report
Feasibilty Study And Report Feasibilty Study And Report
Feasibilty Study And Report
Ejaz Bhatti
 
Techno Economic Feasibility Report I Gaurav Singh Rajput
Techno Economic Feasibility Report I Gaurav Singh RajputTechno Economic Feasibility Report I Gaurav Singh Rajput
Techno Economic Feasibility Report I Gaurav Singh Rajput
Gaurav Singh Rajput
 
Resume_Pujitha
Resume_PujithaResume_Pujitha
Resume_Pujitha
sai Pujitha Reddy
 
Resume_ Krishna R S updated 20160716
Resume_ Krishna R S updated 20160716Resume_ Krishna R S updated 20160716
Resume_ Krishna R S updated 20160716
krishi2006
 
Sankar resume
Sankar resumeSankar resume
Sankar resume
sivasankar samudrala
 
Preparation of Project Report
Preparation of Project ReportPreparation of Project Report
Preparation of Project Report
guest821cf8f
 

What's hot (7)

Feasibility Study
Feasibility StudyFeasibility Study
Feasibility Study
 
Feasibilty Study And Report
Feasibilty Study And Report Feasibilty Study And Report
Feasibilty Study And Report
 
Techno Economic Feasibility Report I Gaurav Singh Rajput
Techno Economic Feasibility Report I Gaurav Singh RajputTechno Economic Feasibility Report I Gaurav Singh Rajput
Techno Economic Feasibility Report I Gaurav Singh Rajput
 
Resume_Pujitha
Resume_PujithaResume_Pujitha
Resume_Pujitha
 
Resume_ Krishna R S updated 20160716
Resume_ Krishna R S updated 20160716Resume_ Krishna R S updated 20160716
Resume_ Krishna R S updated 20160716
 
Sankar resume
Sankar resumeSankar resume
Sankar resume
 
Preparation of Project Report
Preparation of Project ReportPreparation of Project Report
Preparation of Project Report
 

Similar to Resume - Anuj Dassani

Sumit lahoti
Sumit lahotiSumit lahoti
Sumit lahoti
Sumit Lahoti
 
Arbolida_Jamie_Resume_2016
Arbolida_Jamie_Resume_2016Arbolida_Jamie_Resume_2016
Arbolida_Jamie_Resume_2016
Jamie Arbolida
 
Vaibhav gupta cv
Vaibhav gupta cvVaibhav gupta cv
Vaibhav gupta cv
Vaibhav Gupta
 
Bnb pvt 6 months course outline
Bnb pvt 6 months course outlineBnb pvt 6 months course outline
Bnb pvt 6 months course outline
barejapuneet
 
Resume_-_MIS
Resume_-_MISResume_-_MIS
Resume_-_MIS
AJAY GIRI
 
Greg Collins Resume 2016 - MM
Greg Collins Resume 2016 - MMGreg Collins Resume 2016 - MM
Greg Collins Resume 2016 - MM
Gregory Collins
 
newresume_anubhav_chakraborty_09Apr16
newresume_anubhav_chakraborty_09Apr16newresume_anubhav_chakraborty_09Apr16
newresume_anubhav_chakraborty_09Apr16
anubhav chakraborty
 
newresume_anubhav_chakraborty_09Apr16
newresume_anubhav_chakraborty_09Apr16newresume_anubhav_chakraborty_09Apr16
newresume_anubhav_chakraborty_09Apr16
anubhav chakraborty
 
CHITRAJIT_CV
CHITRAJIT_CVCHITRAJIT_CV
CHITRAJIT_CV
Chitrajit Ghosh
 
Pushplata Bora-Resume
Pushplata Bora-ResumePushplata Bora-Resume
Pushplata Bora-Resume
Pushplata Bora
 
Bnb pot 6 months course outline
Bnb pot 6 months course outlineBnb pot 6 months course outline
Bnb pot 6 months course outline
barejapuneet
 
Updated Resume- Bhabajeet_Kakati
Updated Resume- Bhabajeet_KakatiUpdated Resume- Bhabajeet_Kakati
Updated Resume- Bhabajeet_Kakati
Bhabajeet (9844455918)
 
Updated Resume- Bhabajeet_Kakati
Updated Resume- Bhabajeet_KakatiUpdated Resume- Bhabajeet_Kakati
Updated Resume- Bhabajeet_Kakati
Bhabajeet (9844455918)
 
Resume
ResumeResume
Resume
Lei Huang
 
Resume
ResumeResume
p_motta_resume
p_motta_resumep_motta_resume
p_motta_resume
Patrick Motta
 
Anshu Kumari CV
Anshu Kumari CVAnshu Kumari CV
Anshu Kumari CV
Anshu Chaudhary
 
Vijay-Saini
Vijay-SainiVijay-Saini
Vijay-Saini
Vijay Saini
 
Jason luft.doc (3)
Jason luft.doc (3)Jason luft.doc (3)
Jason luft.doc (3)
Jason Luft, CFA, CIPM
 
LAULESH UPADHYAY
LAULESH UPADHYAYLAULESH UPADHYAY
LAULESH UPADHYAY
LAULESH UPADHYAY
 

Similar to Resume - Anuj Dassani (20)

Sumit lahoti
Sumit lahotiSumit lahoti
Sumit lahoti
 
Arbolida_Jamie_Resume_2016
Arbolida_Jamie_Resume_2016Arbolida_Jamie_Resume_2016
Arbolida_Jamie_Resume_2016
 
Vaibhav gupta cv
Vaibhav gupta cvVaibhav gupta cv
Vaibhav gupta cv
 
Bnb pvt 6 months course outline
Bnb pvt 6 months course outlineBnb pvt 6 months course outline
Bnb pvt 6 months course outline
 
Resume_-_MIS
Resume_-_MISResume_-_MIS
Resume_-_MIS
 
Greg Collins Resume 2016 - MM
Greg Collins Resume 2016 - MMGreg Collins Resume 2016 - MM
Greg Collins Resume 2016 - MM
 
newresume_anubhav_chakraborty_09Apr16
newresume_anubhav_chakraborty_09Apr16newresume_anubhav_chakraborty_09Apr16
newresume_anubhav_chakraborty_09Apr16
 
newresume_anubhav_chakraborty_09Apr16
newresume_anubhav_chakraborty_09Apr16newresume_anubhav_chakraborty_09Apr16
newresume_anubhav_chakraborty_09Apr16
 
CHITRAJIT_CV
CHITRAJIT_CVCHITRAJIT_CV
CHITRAJIT_CV
 
Pushplata Bora-Resume
Pushplata Bora-ResumePushplata Bora-Resume
Pushplata Bora-Resume
 
Bnb pot 6 months course outline
Bnb pot 6 months course outlineBnb pot 6 months course outline
Bnb pot 6 months course outline
 
Updated Resume- Bhabajeet_Kakati
Updated Resume- Bhabajeet_KakatiUpdated Resume- Bhabajeet_Kakati
Updated Resume- Bhabajeet_Kakati
 
Updated Resume- Bhabajeet_Kakati
Updated Resume- Bhabajeet_KakatiUpdated Resume- Bhabajeet_Kakati
Updated Resume- Bhabajeet_Kakati
 
Resume
ResumeResume
Resume
 
Resume
ResumeResume
Resume
 
p_motta_resume
p_motta_resumep_motta_resume
p_motta_resume
 
Anshu Kumari CV
Anshu Kumari CVAnshu Kumari CV
Anshu Kumari CV
 
Vijay-Saini
Vijay-SainiVijay-Saini
Vijay-Saini
 
Jason luft.doc (3)
Jason luft.doc (3)Jason luft.doc (3)
Jason luft.doc (3)
 
LAULESH UPADHYAY
LAULESH UPADHYAYLAULESH UPADHYAY
LAULESH UPADHYAY
 

Resume - Anuj Dassani

  • 1. ANUJ DASSANI A-1504 RNA Heights, JVLR, Andheri East, Mumbai, India +91 9810008373  ajdassani@gmail.com SUMMARY Quantitative finance professional with over eight years of experience in Equity Derivatives, Market Risk and Financing Risk EXPERIENCE NOMURA, Mumbai, India (Senior Associate) Jan 14 – Till present Financing Risk  Providing risk assessment of portfolios to decide what margins can be changed  Monitoring and analyzing client portfolios in terms of exposure, risk profile and margin level  Preparing risk reports for Prime Services as well as monitoring gap risk and illiquid positions in our portfolio  Supporting global Prime Services Risk team for trade margin enquiries and other client related issues Market Risk Equities  Liaising with the risk managers in the trading centers on a daily basis to help manage their market exposure, set & review risk strategies  Preparing risk reports and performing daily analysis and interpretation of the results of risk sensitivities  Monitoring the P&L and risk to ensure appropriate understanding of the Group’s risk portfolio  Performing ad-hoc risk views and drill down analysis of less transparent risks; Re-engineering the risk reporting process EVALUESERVE, Gurgaon, India (Manager) Aug 09 – Jan 14 Equity Derivatives Strategy (Client: Deutsche Bank)  Performed backtesting of derivatives strategies on stocks and indices which involved analyzing hedging/ overwriting/ stock replacement and other strategies over different time regimes & performing mark-to-market analysis to evaluate risk-reward characteristics  Assisted in proprietary research by performing ad-hoc analysis; worked on periodicals like volatility snapshot, option hedging monitor & and maintaining proprietary database and website  Tracked European Sectors and Dividend Futures regularly to identify key trends and potential trade ideas using a combination of technical and fundamental factors  Built new complex analytical tools and automated existing tools to improve products and their efficiency  Worked onshore at client site – along with the lead analyst to learn and develop new tools and products  Managed a team of 5 individuals and was responsible for client relationship management Key Projects  Built a tool to compare multiple options p&l (spot and greek) using colored heatmaps and payoff charts by varying spot, volatility and time. Also added volatility sensitivity analysis on payoff charts  Analyzed historical call overwriting on large cap stocks across multiple factors; also analyzed call overwriting on S&P 500 and Nikkei 225 going back to 1929 where the implied volatility data was unavailable  Analyzed the performance of tail risk hedges using VIX, spot and forward starting varswaps and plain vanilla options under different market regimes  Analyzed basket of indices tracking a benchmark by calculating portfolio tracking error and also calculated optimal weights for the basket to minimize the tracking error GRANT & CONTRACTING ACCOUNTING, IIT, Chicago, USA (Internship) May – Dec 08  Analyzed financial statements and reports for discrepancies; Reviewed terms and conditions of grants/ contracts COPAL PARTNERS, Gurgaon, India (Analyst) Mar – Jul 07  Performed company and industry analysis; analysed current and projected industry trend and scenario  Compiled and categorized company write-ups, concerning valuations scale on company specific analyst reports EDUCATION MS Finance Dec 08 Illinois Institute of Technology (IIT), USA BE Electronics and Communication Jun 06 R.N.S. Institute of Technology, Bangalore, India TECHNICAL SKILLS  Software & Tools: Excel - VBA, SQL, MS Access, Fincad XL  Database: Bloomberg, Bloomberg Data License, Reuters, OneSource