Quantitative Trading Research @ From July 2014 to Present (1 year 6 months) Greater Boston AreaIntern - Quantitative Strategy Development @ • Develop algorithmic trading strategies in equities asset class targeted towards medium frequency trading.
• Backtest and implement strategies using DeltixLabs – QuantOffice tool.
• Develop software packages of mathematical libraries required for implementing strategies in QuantOffice tool. From January 2014 to May 2014 (5 months) Greater New York City AreaAssociate @ • Actively traded multiple portfolios composed of Fixed Income & STIR Futures such as US Treasuries, German
Govt. Bonds, Eurodollar, Euribor & Interest Rate Swaps
• Acquired expertise in Duration Neutral, Credit Spreads and Yield Curve trading strategies
• Simulated dynamic trends in price direction and movement of Fixed Income products based on their correlation
with other similar products and their supports & resistances. The results led to determining the dynamic price
points for all products under study
• Generated weekly reports on possible fixed income market movements based on the key market data and
economic releases from FED, ECB and BOE From October 2011 to April 2013 (1 year 7 months) Analyst @ • Developed applications that automate the detection of Information Security threats in the network.
• Projects accomplished:
o Designed and developed an application (Health Monitoring) that obtained feeds from Information Security tools like ArcSight, BigFix and SourceFire. Integrated autocorrelation logic in the application to find specific information security threats and infrastructure issues.
o Designed an internal generic Request Approval System (iApprove) that creates and tracks the critical request/approval process From July 2010 to October 2011 (1 year 4 months) Mumbai Area, IndiaChairman @ As Chairman of IEEE Student Branch – 12951 conducted “SRISHTI – The National Level Technical and Management symposium”. The event was conducted in collaboration with more than 25 Multinational Companies and had participation of more than 2500 students. From June 2009 to April 2010 (11 months) Coimbatore Area, IndiaIn-Plant Trainee Intern @ Successfully completed In-Plant Training that included handling industrial case studies, product manufacturing cycle, executive skills development program, 6Sigma and training in industrial processes. From 2005 to 2010 (5 years)
Master's degree, Financial Engineering @ Columbia University in the City of New York From 2013 to 2014 Bachelor of Engineering, Electrical and Electronics @ PSG College of Technology From 2005 to 2010 Higher Secondary @ SMBM SCHOOL From 2003 to 2005 Ashok Muthusamy is skilled in: Derivatives, Leadership, Equity Research, Valuation, Fixed Income, Bloomberg, Financial Modeling, Equities, Algorithms, Software Project Management, Capital Markets, Investment Banking, Visual Basic, Financial Markets, java