This document contains a resume for Shantanu Shrivastava. It summarizes his work experience in financial modeling and analysis at NSM Capital Management and Manhattan Associates. It also lists his education including a Master's degree in Mathematical Finance from Columbia University and a Bachelor's degree in Chemical Engineering from Indian Institute of Technology Guwahati. His skills include financial modeling, quantitative analysis, and programming languages.

1. SHANTANU SHRIVASTAVA
th
Apt # 3W, 238 E, 88 Street, New York – 10128
Mobile: 917 558 4091 | email: ss3575@columbia.edu
WORK EXPERIENCE
NSM Capital Management Associate May 09-Current
 Modeling for CMBS securities: Development of a loan level stochastic model which
generates a distribution of credit performance outcomes. It is used to price and model
securities backed by commercial mortgages for various clients. This model is extensively
used in US Treasury projects as well.
 Portfolio Management: Working closely with various clients to price and model various
structured product securities (synthetic/cash CDO, CLO, CLN etc) in their portfolio.
 Valuation of different illiquid securities(corporate bonds, notes backed by funds)
 Development of a Market Implied model to price mortgage backed securities.
 Analysis of CDO Swaps using BGM models
Manhattan Associates Analyst July 2006 – June 2008
 Developed Business Solution (Financial Planning) for Retail clients
 Integration of Demand Forecast Product with the Planning Application
University of Erlangen Research Analyst Summer 2005
 Synthesis of b – oriented membranes and Xylene permeation test for membranes to be
utilized in Petrochemical Industries
EDUCATION
COLUMBIA UNIVERSITY
Masters in MATHEMATICAL FINANCE (May 2009, GPA 3.81/4.0)
 Mathematical Principles: Stochastic Calculus, Brownian Motion, Time Series Analysis,
Statistical Methods in Finance, Black Scholes
 Financial Theory: Securities Pricing & Modeling, Capital Markets and Investments,
Advanced Derivatives, Portfolio optimization, Intro to Math of Finance, Risk Management
 Computing: Monte Carlo, Binomial Trees, Numerical Methods, Finite differences
 Project work on Heston Model(Stochastic Volatility Model) to price exotic options
 Project work on Implementation of pair trading strategies – Back testing and Moving
Forward on portfolio of US and Canadian stocks across several sectors
 Modeled US treasury yield curve using HJM interest rate model and principal component
analysis to price interest rate derivatives
INDIAN INSTITUTE OF TECHNOLOGY GUWAHATI
B.Tech in Chemical Engineering (GPA - 8.03/10.00) June 2002-June 2006
 Course work in applied mathematics including calculus, linear algebra, differential
equations, Optimization Techniques, Money and Financial Statements
 Bachelor’s Thesis: Modeling and Simulation(partial differential equations)
COMPUTER SKILLS
 Intex, Bloomberg, Excel, VBA, Matlab, R, Perl, SQLC++
ACHIEVEMENTS
 Awarded DAAD fellowship for summer research project in Germany
 Recipient of National Scholarship for academic excellence
 General Secretary, Association of Chemical Engineer’s Association (ACME)
 Dramatics Club Secretary at Undergraduate College (2003 – 04)
 Represented IIT Guwahati Badminton team in all India Inter IIT sports meet