CV_TusharGupta
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TUSHAR GUPTA Phone: +91-9920477513 | Email: [email protected]
EDUCATION
Indian Institute of Technology (IIT) Kharagpur (July 2009 – July 2014)
Bachelor and Master of Science in Mathematics and Computing; CGPA 8.45/10
ACADEMIC ACHIEVEMENTS
Secured an SGPA of 9.9 in 4th semester and ranked 4 in Department of Mathematics
Cleared FRM (Financial Risk Manager) – Level 1 Exam by GARP in Nov. 2012
Recipient of INSPIRE scholarship from the Department of Science and Technology, India
PROFESSIONAL EXPERIENCE
Senior Associate, Citibank, Mumbai (26 July 2016 and onwards)
Quantitative Equity Research Manager: Mr. Utsav Verma
Gained a working knowledge of various factor based models coded in S-Plus and SQL used for
long term investing and learnt about equity risk premia based investing strategies
Develop and maintain Citibank’s pure style factor indices
Recommend clients custom long-short portfolios using smart beta based investing methodologies
Analyst, Credit Suisse, Mumbai (7 July 2014 – 22 July 2016)
Market and Liquidity Risk Management Manager: Mr. Keyur Vyas
Developed and maintained VaR (Value at Risk) models to capture Market Risk
Addressed caveats and tasks raised by Model Validation Team on existing risk methodologies
Liquidity Horizon: Developed an automated system for calculation of days to liquidation for all
Credit Suisse’s holdings in the Bond Market
Worked on methodologies like CVA Proxy Basis VaR, Traded Loans Delta VaR, High Yield
Spread Delta VaR and Distressed Credit Delta VaR and created deliverables for submission to
regulatory entities, primarily PRA and FINMA
INTERNSHIPS
Deutsche Bank CIB Centre, Mumbai (May 2013 – July 2013)
Cash and Collateral Management Desk Manager: Mr. Devashish Sethia
Attended a 1-week boot camp and understood functioning of Listed Derivatives desk in
Markets Prime Finance
Listed Derivatives Funding Optimizer tool: Coded a real-time automated VBA based Excel
tool using Reuters meant to optimize the process of funding by identifying potential cost saving
opportunities in funding carried out using money market instruments vis-a-vis FX market
instruments, primarily FX swaps, leading to potential cost saving opportunities of $0.5 million
for my desk
Client Pricer tool: Coded a VBA based Excel tool for estimating an appropriate overnight
deposit rate for the cash collateral deposited by clients as the initial margin (in a variety of
currencies)
HDFC Bank, Mumbai (May 2012 – July 2012)
Project Finance Cell Manager: Mr. Ashish Bains
Studied and implemented the KMV-Merton Model on Indian listed firms
Identified key input variables by studying Merton and KMV models and calculated Expected
Default Frequency and Probability of Default as per KMV Model
Coded a VBA based Microsoft Excel macro for calculation of Probability of Default matching
historical outcomes with over 65% accuracy
Delivered a presentation to senior level executives of HDFC Bank
ACADEMIC PROJECT
M.Sc. Thesis Project, IIT Kharagpur (January 2014 – May 2014)
Optimization and financial modeling Guide: Prof. G. Panda
Involved the study and implementation of portfolio rebalancing and optimization models on
Indian stocks
Implemented “Portfolio rebalancing model using multiple criteria”, by Jing-Rung Yu, Wen-Yi
Lee from the European Journal of Operational Research 209 (2011)
Was awarded Prabodh Chandra Sanyal Award for best M.Sc. degree project in the
Department of Mathematics
POSITIONS OF RESPONSIBILITY
Vice President, Mathematics Colloquium (July 2009 - April 2013)
Department of Mathematics
Led a team of 27 students for conducting a variety of events for smooth interaction amongst
teachers and students
Was an active member in the organization of the Regional Symposium of Mathematics 2009
Web Team Member (July 2010 – January 2011)
Kshitij, the annual tech fest of IIT Kharagpur
Underwent a rigorous selection process and learnt various web designing languages such as
HTML, CSS, PHP, Javascript, jQuery, Ajax and SQL and softwares such as Adobe Dreamweaver
Worked on Kshitij 2011 website and designed Cryptex, Kshitij portal and maintained the
sponsorship page
Student Mentor (July 2012- May 2014)
Student Welfare Group (SWG), IIT Kharagpur
Selected by Dean of Student Affairs to provide guidance and counseling to 1st year students
EXTRA CIRRICULAR ACTIVITIES
Microsoft Imagine Cup (January 2011 – April 2011)
Microfinance
Secured 6th position (as a team of 3 students) in India in Microsoft Imagine Cup 2011 and was
awarded a cash prize of Rs. 40,000
Developed a web application for promoting microfinance in rural areas using technologies by
Microsoft
Terra Scientia, Russia (August 2015)
Young Economics and Finance Scholar, International Youth Forum
Selected to represent India (8/500) in a high level international youth forum to study and discuss
issues in the field of political science, economics and international relations.
Participated in networking events with top European and Russian diplomats