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Himanshu Doneria

Himanshu Doneria is seeking a position focusing on financial risk modeling and algorithm development. He has a B.Tech and M.B.A in marketing and finance and over 7 years of experience in financial analysis, risk management, and quantitative modeling. His skills include programming in R and SAS, financial modeling, and business analytics. He is currently working as a financial analyst developing equity trading strategies and models.

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Curricula-am Vitae Himanshu Doneria B.Tech & M.B.A (Marketing& Finance) Lane no-07,Sahu colony,karve nagar,Pune Email id – himanshudoneria@outlook.com - amblocar@gmail.com Contact No. 8624073756,7448126055 Career Objective A position focusing on Construction & Development of Financial Risk models (Valuation, Market & Credit Risk, Asset Liability Management) Create, maintain and operate advanced computational algorithms for financial model in programing language. Key Skills • Actively support in maintaining an environment within the team which fosters knowledge sharing and open forums. • Good business writing and verbal communication skills including presentation skills. • Detail-oriented with high standards for written and visual presentation of information. • Excellent research, analytical, and numerical skills using R programming, SAS and Tableau. • Ability to develop and articulate strategic recommendations based on rigorous data analysis. • Understanding of credit risk management concepts and quantitative modeling methods and experience with calculation of PD, LGD,EAD or risk management. • Strong understanding of financial securities and derivatives finance and market risk (VAR,Black scholes Model,Monte Carlo Simulation) • Ability to take ownership of assigned task and drive it independently. • Familiarity with SLDC and BRD & FRD documentation process. Working Experiences: • Working with Eclerx Services Ltd ,Pune since Jan /2015 till now as a Financial Analyst in Investment Bank(Citigroup) Part of Equity Generation team: Job responsibilities: 1. Draft various events of the trades like (Partial termination, Full termination, Rollback, Notional increase, cancellation & Manual Termination). 2. Investigate and explain trade and settlement breaks with counterparties, sales, and trading desk to resolve booking errors as well as receivable and payable failures 3. Prepare Commodities Futures Trading Committee(CFTC) report for all traders and Managing Directors to review position levels and limits 4. Sound knowledge of Exotic product, option & Total return & price return & portfolio swaps and exotic products. 5. Interact with onshore Front office and Middle office and Legal team for any sort of economic and language discrepancy and get it resolved from confirmation team. 6. Daily and Weekly product report generation using excel and pre-designed macros. Part of Rates paper chasing and Reconciliation Team: Job responsibilities: 1. Handle the operational process of determining and confirming derivative trade terms and regulations with other professional clientele. 2. Review the documentation process related to derivatives contract and confirm accuracy and legality in mentioned terms and conditions. 1
3. Analyzed Counter Parties inquiries pertaining to Cross Currency, Plain Vanilla Forward Rate Agreements (FRA's), CAPS and Floors, IR Swaps and Swap Options 4. Served as primary point of contact for client relationship and fulfilled three core functional roles: Chasing, Query Management and Eco-Agreement. 5. Researches and analyzes complex client inquiries.Handles problem client situations offering support and resolution 6. Settle all FX Forwards and Interest Rate Swaps 7. Responsible for identifying, resolving, and if necessary, escalating problems within established guidelines. 8. Maintain an understanding of trade capture procedures. Execute calls, recalls, deliveries, and returns in accordance with applicable requirements. Worked with Vigel Manufacturing Technologies, Pune, 2010-2012 (Sister concern of : Vigel S.P.A, Italy) (Products are Horizontal & Vertical Machining Centre) Team Member B2B Sales & Marketing Team Job responsibilities were: 1. Study customer component drawing of automotive parts and prepare the precise cycle time of machining a component. 2. Create proposal on the basis of study and prescribe machine requirement for attaining desired production. 3. Prepare RFQ after negotiating with customer and liaise with them for further query. 4.Our Major customers were Conti Rico,Chennai HMSIL,Gurgaon , Hero Moto Cop,Uttrachanchal Musashi,Gurgaon, ZFsteering,Pune. Brakes India Limited,Chennai. Bajaj,Gurgaon plant. 5. Interact with national & multinational clients for new orders ,services and payments. • Simulation Engineer for CAE & CFD in Thermax Enviro from Universal Soln, Pune, 2009- 2010. Job Description: • Study 2-D Autocad drawings of different structures and manipulation of segments on the basis of their strength and structure. • Model the 3D geometry of structure in the Numerical simulation Software like Ansys for structural simulation and Fluid Simulation. And determine the stresses, fatigue, overloading & seismic loading and analysis of fluid flow across exhaust duct and pipe flow analysis. Education details Examination University / Institute Grade/% Year Master in Business Administration (Marketing & Finance) Hindustan Institute of Technology & Management (Sharda Group of Institution), Agra. 55% 2012-14 Advanced Diploma in Computational Fluid Dynamic Centre for Computational Technologies Ltd, Pune A 2008-09 B.Tech. (Mechanical Engg.) Institute of Technology & Management, Gorakhpur. 63% 2004-08 S.S.C Kids Corner Happy Sn.Sec.School,Fzd,Up 62% 2002-03 H.S.C Kids Corner Happy Sn. Sec. School.Fzd,Up 61% 2000-01 Technical Skills • Software Applications: Microsoft Word, Microsoft PowerPoint ,Microsoft Excel • Database &Tools: Oracle SQL, SAP certification in(SD,MM,HR,FM) 2
• Programming Languages: Core java, C++, UNIX Shell Scripting • Statistic tool: Familiarity of R programming & SAS. • (Linear & Logistic Regression, Credit Risk, Cluster/Factor, CHAID/CART methodologies, Scorecard, Correlation, Linear, Forecasting, Predictive Modeling) • Visualization Tool: Tableau Professional knowledge • Certification in Business Analytics from Edupristine, Pune in 2016. This program provides the understanding of the key methods of data visualization, exploration, classification, prediction and clustering which is used in formulation of trading strategy and business forecasting. • Core Java & Oracle Sql certification from Java BY Kiran. Pune • Certification in SAP Module SM,MM,HRM & FI from Hindustan Institute of Technology & Management, Agra • Appearing for CFA Level I in December 2017. Knowledge of Subjects • Corporate Finance • Financial Management • Financial Risk Management & Valuation • Security Management &Investment Mgmt • Option ,Future and Derivative • Business Statistics • Econometric Modeling • Numerical Computer analysis Project • Time series analysis of the US Treasury Bill based on AR-GARCH model with Eclerx • Analyzed the US Treasury Bill dataset and found the important features of the data and then fit AR model on the returns and GARCH model on volatility. • Provided a simple approach to calculating value at risk of a financial position in risk management. • A new stochastic volatility model with jumps for equities with Bayesian analysis and option pricing • Built stochastic volatility models for Black-Scholes and Levy process based on Non-Gaussian Ornstein-Uhlenbeck process. • Used Levy subordinator to improve the models and made Bayesian estimation and prediction with MCMC algorithm for the volatility and future returns. • Produced more efficient asset pricing for equity options based on the model. Achievements • Received 2-nd price in Technical Presentation in HITM 3
• Awarded for Business plan in GLA College as a Second runner-up. • Organizing Tech-Fest (IEEE) in college as a PROGRAM MANAGER. • Awarded for annual function program management. • Awarded for free hand sketching in college comptt • Awarded by principal in occasion of Annual Function in school. Personal Information Father’s Name: Mr. Dinesh. Km. Doneria Date of Birth: 29-Mar-1985 Address: Shiv nager,behind jain market,New Adarsh Nager Balkeshwar, Agra,Uttar Pradesh Gender: Male Languages: Hindi, English, German Marital Status: Single Area of interest: Business planning & analysis, Strategic management. Hobbies: Free hand sketching, reading book. Reference • Mr.Ashish Shah(Associate Process manager) Eclerx Services Ltd, Pune Cont no:8806661157 • Mr. Nandan Bhojraj(General Manager) Vigel Manufacturing Technologies Pvt. Ltd., Pune Email ID: nandan.bhojraj@vigelindia.com Clients: 4 4

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Himanshu_Doneria_CV_Quant

  • 1. Curricula-am Vitae Himanshu Doneria B.Tech & M.B.A (Marketing& Finance) Lane no-07,Sahu colony,karve nagar,Pune Email id – himanshudoneria@outlook.com - amblocar@gmail.com Contact No. 8624073756,7448126055 Career Objective A position focusing on Construction & Development of Financial Risk models (Valuation, Market & Credit Risk, Asset Liability Management) Create, maintain and operate advanced computational algorithms for financial model in programing language. Key Skills • Actively support in maintaining an environment within the team which fosters knowledge sharing and open forums. • Good business writing and verbal communication skills including presentation skills. • Detail-oriented with high standards for written and visual presentation of information. • Excellent research, analytical, and numerical skills using R programming, SAS and Tableau. • Ability to develop and articulate strategic recommendations based on rigorous data analysis. • Understanding of credit risk management concepts and quantitative modeling methods and experience with calculation of PD, LGD,EAD or risk management. • Strong understanding of financial securities and derivatives finance and market risk (VAR,Black scholes Model,Monte Carlo Simulation) • Ability to take ownership of assigned task and drive it independently. • Familiarity with SLDC and BRD & FRD documentation process. Working Experiences: • Working with Eclerx Services Ltd ,Pune since Jan /2015 till now as a Financial Analyst in Investment Bank(Citigroup) Part of Equity Generation team: Job responsibilities: 1. Draft various events of the trades like (Partial termination, Full termination, Rollback, Notional increase, cancellation & Manual Termination). 2. Investigate and explain trade and settlement breaks with counterparties, sales, and trading desk to resolve booking errors as well as receivable and payable failures 3. Prepare Commodities Futures Trading Committee(CFTC) report for all traders and Managing Directors to review position levels and limits 4. Sound knowledge of Exotic product, option & Total return & price return & portfolio swaps and exotic products. 5. Interact with onshore Front office and Middle office and Legal team for any sort of economic and language discrepancy and get it resolved from confirmation team. 6. Daily and Weekly product report generation using excel and pre-designed macros. Part of Rates paper chasing and Reconciliation Team: Job responsibilities: 1. Handle the operational process of determining and confirming derivative trade terms and regulations with other professional clientele. 2. Review the documentation process related to derivatives contract and confirm accuracy and legality in mentioned terms and conditions. 1
  • 2. 3. Analyzed Counter Parties inquiries pertaining to Cross Currency, Plain Vanilla Forward Rate Agreements (FRA's), CAPS and Floors, IR Swaps and Swap Options 4. Served as primary point of contact for client relationship and fulfilled three core functional roles: Chasing, Query Management and Eco-Agreement. 5. Researches and analyzes complex client inquiries.Handles problem client situations offering support and resolution 6. Settle all FX Forwards and Interest Rate Swaps 7. Responsible for identifying, resolving, and if necessary, escalating problems within established guidelines. 8. Maintain an understanding of trade capture procedures. Execute calls, recalls, deliveries, and returns in accordance with applicable requirements. Worked with Vigel Manufacturing Technologies, Pune, 2010-2012 (Sister concern of : Vigel S.P.A, Italy) (Products are Horizontal & Vertical Machining Centre) Team Member B2B Sales & Marketing Team Job responsibilities were: 1. Study customer component drawing of automotive parts and prepare the precise cycle time of machining a component. 2. Create proposal on the basis of study and prescribe machine requirement for attaining desired production. 3. Prepare RFQ after negotiating with customer and liaise with them for further query. 4.Our Major customers were Conti Rico,Chennai HMSIL,Gurgaon , Hero Moto Cop,Uttrachanchal Musashi,Gurgaon, ZFsteering,Pune. Brakes India Limited,Chennai. Bajaj,Gurgaon plant. 5. Interact with national & multinational clients for new orders ,services and payments. • Simulation Engineer for CAE & CFD in Thermax Enviro from Universal Soln, Pune, 2009- 2010. Job Description: • Study 2-D Autocad drawings of different structures and manipulation of segments on the basis of their strength and structure. • Model the 3D geometry of structure in the Numerical simulation Software like Ansys for structural simulation and Fluid Simulation. And determine the stresses, fatigue, overloading & seismic loading and analysis of fluid flow across exhaust duct and pipe flow analysis. Education details Examination University / Institute Grade/% Year Master in Business Administration (Marketing & Finance) Hindustan Institute of Technology & Management (Sharda Group of Institution), Agra. 55% 2012-14 Advanced Diploma in Computational Fluid Dynamic Centre for Computational Technologies Ltd, Pune A 2008-09 B.Tech. (Mechanical Engg.) Institute of Technology & Management, Gorakhpur. 63% 2004-08 S.S.C Kids Corner Happy Sn.Sec.School,Fzd,Up 62% 2002-03 H.S.C Kids Corner Happy Sn. Sec. School.Fzd,Up 61% 2000-01 Technical Skills • Software Applications: Microsoft Word, Microsoft PowerPoint ,Microsoft Excel • Database &Tools: Oracle SQL, SAP certification in(SD,MM,HR,FM) 2
  • 3. • Programming Languages: Core java, C++, UNIX Shell Scripting • Statistic tool: Familiarity of R programming & SAS. • (Linear & Logistic Regression, Credit Risk, Cluster/Factor, CHAID/CART methodologies, Scorecard, Correlation, Linear, Forecasting, Predictive Modeling) • Visualization Tool: Tableau Professional knowledge • Certification in Business Analytics from Edupristine, Pune in 2016. This program provides the understanding of the key methods of data visualization, exploration, classification, prediction and clustering which is used in formulation of trading strategy and business forecasting. • Core Java & Oracle Sql certification from Java BY Kiran. Pune • Certification in SAP Module SM,MM,HRM & FI from Hindustan Institute of Technology & Management, Agra • Appearing for CFA Level I in December 2017. Knowledge of Subjects • Corporate Finance • Financial Management • Financial Risk Management & Valuation • Security Management &Investment Mgmt • Option ,Future and Derivative • Business Statistics • Econometric Modeling • Numerical Computer analysis Project • Time series analysis of the US Treasury Bill based on AR-GARCH model with Eclerx • Analyzed the US Treasury Bill dataset and found the important features of the data and then fit AR model on the returns and GARCH model on volatility. • Provided a simple approach to calculating value at risk of a financial position in risk management. • A new stochastic volatility model with jumps for equities with Bayesian analysis and option pricing • Built stochastic volatility models for Black-Scholes and Levy process based on Non-Gaussian Ornstein-Uhlenbeck process. • Used Levy subordinator to improve the models and made Bayesian estimation and prediction with MCMC algorithm for the volatility and future returns. • Produced more efficient asset pricing for equity options based on the model. Achievements • Received 2-nd price in Technical Presentation in HITM 3
  • 4. • Awarded for Business plan in GLA College as a Second runner-up. • Organizing Tech-Fest (IEEE) in college as a PROGRAM MANAGER. • Awarded for annual function program management. • Awarded for free hand sketching in college comptt • Awarded by principal in occasion of Annual Function in school. Personal Information Father’s Name: Mr. Dinesh. Km. Doneria Date of Birth: 29-Mar-1985 Address: Shiv nager,behind jain market,New Adarsh Nager Balkeshwar, Agra,Uttar Pradesh Gender: Male Languages: Hindi, English, German Marital Status: Single Area of interest: Business planning & analysis, Strategic management. Hobbies: Free hand sketching, reading book. Reference • Mr.Ashish Shah(Associate Process manager) Eclerx Services Ltd, Pune Cont no:8806661157 • Mr. Nandan Bhojraj(General Manager) Vigel Manufacturing Technologies Pvt. Ltd., Pune Email ID: nandan.bhojraj@vigelindia.com Clients: 4 4