I have a background in Transportation Engineering but a curiosity in Computer Science. I enjoy solving disparate problems on a frequent basis and am excited by unknown challenges. Solving new problems by combining ideas from varied domains is my forte.

Financial Software Developer @ ► Building the next generation of derivative pricing systems ► Working on design of core financial instrument definition library that provides the foundation for upstream applications, apis and sdks ► Tech Lead ● Provide technical guidance and overview to multiple cutting-edge projects, including: » Real-time WYSIWYG UI editor for creating financial derivative pricing screens » Enterprise scale financial document generation using HTML » Ensuring scalability of the system in enterprise level portfolio, VaR and CVA calculation scenarios » Integrating listed instrument data into otc-pricing systems, to create a new revenue stream for end-of-day valuation ● Leading a team of 4 people From August 2011 to Present (4 years 5 months) Greater New York City AreaGraduate Student Researcher @ - Researched the impact of further restricting access to HOV lanes - Used a matlab based simulator to analyse various key scenarios From August 2010 to August 2011 (1 year 1 month) Modeling Intern @ - Designed the county's traffic counts database From June 2011 to July 2011 (2 months) San Francisco Bay AreaHonorary Research Assistant @ - Research with focus on optimal sensor placement for monitoring of floor vibrations due to walking - A novel approach to the EfI-DPR method was proposed - The proposed approach uses a combinatorial search algorithm that increases the chances of obtaining the globally optimal solution From May 2010 to July 2010 (3 months) Intern @ Prepared a market entry strategy for the company to start operations in India. From May 2009 to July 2009 (3 months)

MS, Transportation Engineering @ University of California, Berkeley From 2010 to 2011 B. Tech, Civil Engineering @ Indian Institute of Technology, Delhi From 2006 to 2010 Varun Kohli is skilled in: Data Structures, C++, Algorithms, Data Analysis, Exotic Derivatives, Parallel Computing, OCaml, SQL, Statistics, Data Visualization, Structured Notes, Python