I am currently working as a Structuring Analyst with Deutsche Bank. Before joining Deutsche Bank, I accumulated experience in interest rate derivatives trading, risk management and equity options market making. I have completed Master of Financial Engineering from the Haas School of Business at the University of California, Berkeley. My professional interests are developing trading strategies, and portfolio management from a fundamental and quantitative approach. Specialties: 1. Finance: Option Theory, Portfolio Optimization, Fixed Income and Equity Markets, Volatility modeling, Monte Carlo methods in Finance 2. Programming: MATLAB, Excel-VBA, C++

Trading Intern @ Assisted traders in market making of listed Equity Options, developed a volatility forecasting model and conducted Post Trade Analysis. From October 2012 to January 2013 (4 months) Risk Analyst @ From October 2011 to March 2012 (6 months) Derivatives Trader @ I traded Eurodollar Futures and US 10yr Treasury Note Futures. Outright, Calendar Spread, Butterfly, Condor, and Butterfly Difference were the primary strategies that I traded. From July 2009 to October 2010 (1 year 4 months)

Masters, Financial Engineering @ University of California, Berkeley - Walter A. Haas School of Business From 2012 to 2013 B.Tech, Aerospace Engineering @ Indian Institute of Technology, Bombay From 2005 to 2009 Level 1 @ CFA InstituteFRM Level 1 @ Global Association of Risk Professionals Vishal Kankani is skilled in: Quantitative Finance, Financial Engineering, Derivatives, Fixed Income, Trading Strategies, Options, Interest Rate Derivatives, Portfolio Optimization, Hedge Funds, Financial Modeling, Equities, Capital Markets, Portfolio Management