Management Engineering

SAURABH KHEMKA

**** ******** ****, ********* **** • Ann Arbor, MI 48105

acccf2@r.postjobfree.com • 734-***-****

EDUCATION UNIVERSITY OF MICHIGAN Ann Arbor, MI

Rackham Graduate School

Master of Financial Engineering, December 2013

• Cumulative GPA: 3.749/4.000

• Relevant Coursework: Monte Carlo Simulations, Stochastic Calculus, Interest Rate

Models, Regression Analysis and Time Series Analysis

• Projects: Calibration of bond market data using short rate models; Estimation of

volatility surface as a function of strike price and maturity; Analysis and forecasting of

currency (INR USD); Stochastic rate model for stock options

• Applied valuation methodologies to carry out extensive analysis of Harvard Business

School cases dealing with restructuring, LBOs, IPOs, stock split etc

NARSEE MONJEE INSTITUTE OF MANAGEMENT STUDIES Mumbai, India

Mukesh Patel School of Technology Management & Engineering

Bachelor of Technology in Electronics Engineering, August 2012

• Cumulative GPA: 3.920/4.000

• Ranked first in a class of 60 students (2008 12)

• Received Certificate of Honor & Scholarship for outstanding performance

EXPERIENCE RELIANCE CAPITAL ASSET MANAGEMENT LIMITED MUTUAL FUND

Summer 2013 Intern Equity Research Mumbai, India

• Analyzed India’s NIFTY derivatives market; researched open interest trends of different

category of investors concluding significant role of foreign institutional investors in

movement of Indian Derivatives Market

• Organized 10 years of financial statements data of 700 listed Indian companies for

sector wise categorization; conducted Financial Ratio Analysis and Z Score modeling

which led to identification of growth potential sectors, distressed sectors,

import oriented & export oriented sectors

• Designed templates to provide quick reference of huge database to user facilitating the

fund managers to efficiently access and analyze the financial performance of Indian

companies as well as sectors on one single printable template

• Fixed data flow and other issues in all 140 models of the analysts, thereby ensuring

accuracy

2013 MICHIGAN COMMODITIES GROUP STUDENT ORGANIZATION

Member Ann Arbor, MI

• Teamed in a group of 4 to 5 students to research commodities, study market trends and

design trade pitches

• Performed fundamental and technical analysis of Exchange Traded Funds (ETFs);

presented trade strategy for the allocated Commodity to all members; achieved 70%

success rate in trade strategies being adopted and executed

Summer 2011 OIL & NATURAL GAS CORPORATION (ONGC) ELECT. & TELECOM. DEPT.

Intern Mumbai, India

• Gained insight into seismic survey carried out for oil exploration, which developed a

clear understanding of collaboration of different departments to achieve synergetic

results

• Communicated with geologists and conducted comparative analysis of seismic survey

instruments of different brands

Summer 2010 AIR INDIA AVIONICS WORKSHOP Mumbai, India

Intern

• Collaborated with team of four interns to analyze aircraft instruments and systems;

submitted results to the mentor; discovered variances with respect to specifications

• National Stock Exchange (India) Certified Capital Market Professional

ADDITIONAL

• Familiar with C++, MATLAB, R, SAS

January 2014

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