• Founder and CEO of www.quantuniversity.com and Creator of the Analytics Certificate Program (www.analyticscertificate.com)
• Analytics specialist with more than 15 years experience in quantitative analysis, engineering, finance and consulting
• Author of the forthcoming book published by Wiley "Financial application development : A case-study approach"
• Adjunct faculty at Northeastern University, Babson College and Hult International Business School
• Dedicated quantitative specialist with significant experience managing and designing software systems for some of the world’s largest asset management and trading companies
• Innovative and successful new business developer helping launch several significant, revenue-generating quantitative finance applications
• Charted Financial Analyst (CFA) and active member of Boston Security Analysts Society(BSAS)
• Inducted as a Certified Analytics Professional (CAP) by The Institute for Operations Research and the Management Sciences(INFORMS)
Specialties: Financial Modeling, Analytics, Data Science, Machine Learning, Optimization, Algorithmic Trading, Quantitative Finance, Large Scale System Architecture
Data Science faculty, Northeastern University @ I teach an advanced graduate Data Science course in the Information Systems program From January 2014 to Present (2 years) Founder and CEO @ Founder of www.QuantUniversity.com, a data and quantitative analysis company and
author of the forthcoming book published by Wiley "Financial application development : A case-study approach"
QuantUniversity Offerings:
Professional Services:
QuantUniversity offers custom consulting in data analytics, quantitative finance and optimization. We have significant experience in design,development and distribution of quantitative applications. We partner closely with our customers and do deep engagements and have delivered value that has significantly enhanced our customers's ROI on projects.
Executive Education:
QuantUniversity offers customized training courses and workshops for executives to enable them with the tools needed to handle data and implementation challenges when designing and developing quantitative solutions. Our workshops are hands-on and filled with real-world examples enabling executives to use the skills learnt immediately in their jobs.
Strategy Consulting:
We have significant experience working with organizations to help with data analysis, quantitative finance and optimization strategies. We partner with clients to provide strategic advice and solutions on technology roadmaps, solution architecture, performance evaluation and optimization. We take a vendor-neutral approach and provide optimal solutions after a thorough evaluation of our client needs. From June 2013 to Present (2 years 7 months) Greater Boston AreaAnalytics faculty, Babson College @ Taught the MBA core course: Data, Models and Decisions
Description:
This course is concerned with identifying variation, measuring it, and managing it to make informed decisions. Topics include: numerical and graphical description of data, confidence intervals, hypothesis testing, regression, decision analysis, and simulation. Applications to Economics, Finance, Marketing, and Operations illustrate the use of these quantitative tools in applied contexts. The course utilizes spreadsheet, statistical, and simulation software
Taught the MBA course: Business Intelligence, Analytics and Visualization
Description:
This course will examine the methods and challenges faced in turning data into insightful analytics in business. With data sizes significantly increasing in the last decade, extracting meaningful information to compete successfully is essential. You will accomplish this by learning techniques for data gathering, data analysis, and visualization as well as in discussion on companies currently trying to turn the information they gather into business opportunities. We will learn a variety of methods and software for finding patterns(such as regression, neural networks, association rules, CART, forecasting etc.), building models, and ultimately making decisions using large data sets. This is a hands-on course with in-class exercises and group projects to help students learn and apply data analysis techniques preparing them for the practical challenges analysts face in the real world. We will address questions such as:
- How does Amazon recommend products based on your past purchases ?
- How to forecast energy consumption based on historical weather and consumption data?
- How do credit-card companies detect fraud?
- What challenges does Big Data pose to companies and how to handle these challenges? From September 2012 to Present (3 years 4 months) Senior Consultant/Quantitative Finance Lead @ • Responsible for development and delivery of financial consulting applications in North America
• Conceived and Developed a new consulting offering for financial application development which has resulted in a 6X ROI
• Developed multiple applications and case studies for asset management using Statistics, Optimization, Econometrics, Fixed Income, Financial and Derivatives toolboxes in MATLAB
• Designed and architected financial modeling applications for more than 20 asset management, trading, credit rating companies, hedge funds globally. Key accomplishments include:
--- Developed a Monte-Carlo simulation engine which was used in structuring a $8.4 billion transaction
--- Developed portfolio optimization and performance analytics applications for a hedge fund
--- Developed and optimized Bond pricing calculators for a Asset-Liability Management application that is used by multiple analysts
--- Developed applications for time series analysis and portfolio optimization for an asset management research desk
--- Designed and architected financial modeling applications for more than 20 asset management, trading, credit rating companies
--- Led workshops for proprietary trading departments to help design and optimize trading operations From April 2008 to May 2013 (5 years 2 months) Senior Analytics Consultant/Technical Team Lead @ • Designed and architected a performance monitoring analytics application currently used by 500 performance analysts globally and has resulted in 40% cost savings for a large global enterprise
• Architected and implemented financial and performance analytics applications leading to repeat business and 5X growth in consulting revenues
• Consolidated requirements, authored specifications, integrated multiple data sources and optimized report generation methodologies using state-of-the art technologies
• Managed client expectations, provided technical consulting and delivered projects on a timely basis. From May 2006 to April 2008 (2 years) Foreign Exchange Consultant @ • Developed currency models to facilitate trades and rolls of Foreign exchange portfolios.
• Developed models using Excel and VBA to generate trade sheets
• Implemented business rules for record and data validation From June 2007 to December 2007 (7 months) Quantitative Research Manager @ • Measured portfolio performance and managed risk for $1.2m portfolio of Babson College’s endowment.
• Analyzed and presented a research report on a publicly traded technology company to win the New England Investment Research Challenge and the CFA Institute Global Research Challenge (http://girc.membersocieties.org/Pages/Default.aspx ).
• Analyzed financial statements, researched equities, prepared research reports and made buy/sell decisions for the Babson college fund
• Developed an application to compute and report performance metrics such as Sharpe ratio, beta, alpha, standard deviation, tracking error and performed performance attribution.
• Constructed portfolios and back tested using Northfield risk model and optimization engine. From May 2006 to May 2007 (1 year 1 month) IT Analyst - Global Fixed Income Group @ • Collected user requirements, authored functional and technical specifications, and implemented significant pieces of a real-time bid-wanted auction system for bond trading which trades more than $50 million dollars a day.
• Designed and implemented analytics frameworks for fixed income and derivative trading applications. Back tested calculators and validated algorithms against Bloomberg.
• Edited and authored a daily fixed income market newsletter with an audience of more than 600 readers globally. From February 2005 to April 2006 (1 year 3 months) Enterprise Services Engineer @ • Managed client relationship and advised more than 500 customers in the implementation of data management and visualization software packages.
• Authored and published more than 200 articles, training guides and best practice documents. From November 2001 to February 2005 (3 years 4 months) Graduate Engineer @ • Designed web-based management systems and report generation software
• Developed engineering and design packages for construction equipment From September 1997 to August 1999 (2 years)
MBA, Finance, Graduated with Summa Cum Laude Honors, Ranked 3rd in the Class @ Babson College - Franklin W. Olin Graduate School of BusinessMaster of Science, Computer Science @ Northeastern University From 2002 to 2005 Master of Science, Computer Systems Engineering @ Northeastern University From 1999 to 2001 Bachelor of Engineering, Mechanical Engineering @ Bangalore University From 1993 to 1997 Sri CAP is skilled in: Analytics, Financial Modeling, Optimization, Trading Systems, Quantitative Finance, Machine Learning, Parallel and Distributed Computing, Optimizations, Time Series Analysis, Algorithms, Matlab, Software Development, Auctions, Energy Trading, Java
Websites:
http://www.babson.edu/faculty/profiles/pages/krishnamurthy-srikanth.aspx,
http://girc.membersocieties.org/Pages/PastChampions.aspx,
http://www.springerlink.com/content/h528t117w5126804/