Sr. Associate @ Working on credit risk management strategies and models. From May 2012 to Present (3 years 8 months) Greater Chicago AreaCredit Risk Analyst @ Credit risk management of HSBC portfolios. From January 2011 to April 2012 (1 year 4 months) Salinas, California AreaGraduate Research Assistant @ *Awarded Graduate Research Assistantship at Georgia Tech to work on research projects.
*Worked on project "Strategies for Optimal Trading" under Professor Shijie Deng at Industrial and System Engineering Department ,Georgia Tech.
*Develop and implement optimized VWAP (volume weighted average price) trading strategy and mean-variance trading strategy with computational algorithms. Worked on developing forecast model on minute by minute trading volume. From August 2009 to December 2010 (1 year 5 months) Greater Atlanta AreaSummer Intern @ *Worked on option pricing models for multifactor options.
*Integration of developed model in MSCI financial processes. From June 2010 to August 2010 (3 months) Oklahoma City, Oklahoma AreaSoftware Engineer/Module Lead @ * Providing technical solutions to client (KPN-Netherlands). Client interaction for requirement analysis
& contribute to system study and analysis.
* Analyze the requirement documents for required business functionality using TIBCO-BusinessWork/Java. From 2006 to 2009 (3 years) Mumbai Area, India
MS, Quantitative & Computational Finance @ Georgia Institute of Technology From 2009 to 2010 Bachelor of Engineering, Electrical Engineering @ Delhi College of Engineering From 2002 to 2006 Pratibha Vikas Vidyalaya,Delhi Akshay (Jangid) is skilled in: Derivatives, Credit Risk, SQL, XML, Java, Options, Analysis, Option Pricing Models, C++, C#, Ruby, Financial Analysis, Software Development, SAS, Quantitative Finance
Websites:
http://www.facebook.com/akshay.jangid