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Chintan Dhruv

HEC Paris | IIM Calcutta | Bank of America ML | CFA

Chintan Dhruv
31 years old
Professional Status
Student
Looking for an internship
Resume created on DoYouBuzz
  • Interacted with FX, Rates, Credit Trading and Sales desks to develop holistic business
    understanding
  • Presented trade ideas on EM currency options based on the macro theme of US-China Trade and US-North Korea talks to business heads; 80% of the trades profitable
  • Developed a pricing model for XCCY basis swaps to identify the best trade for pick-up in yield across different tenors and curriencies
  • Automated tracking of daily trade book data and margin requirements for the Credit desk using VBA
  • Worked on a credit restructuring deal for an Indian Pharmaceutical company; analyzed the current financials and future prospects of the company
  • Helped in due diligence of a new $200 mm debt issuance for a Chinese insurance company
  • Helped secure business from 4 hedge funds with a cumulative AUM of $20Bn as a part of 10-member team
  • Generated $200K revenue by implementing US SEC & OPERA regulatory frameworks for 4 clients
  • Introduced risk models for Swaptions, FX digital & Bond Future options; calculated DV01-CS01 for FIG
  • Designed 5 stress scenarios including Credit, Russian & Asian crisis; validated risk modelling for 2 funds
  • Performed sensitivity analysis on equity, FX & FIG at security level
  • Evaluated portfolio using Sharpe/Sortino, Drawdown, SPX/DXY betas
  • Reduced data cost by 30% & reporting time by 40% via formulating Intraday and historical run functionality
  • Achieved highest department rating ‘Excellent’ and ranked consistently in Top 5% of the organization
  • Led a 2-tier team of 70 organizers to publicize 3 National & 2 International events
  • Managed a budget of INR 2.5 million for the publicity of E-Summit’14; 250% YOY increase in footfall
  • Conferred UNESCO patronage to E-Summit with 12K+ attendees; conducted 25 pre-summit workshops
  • Instrumental in establishing 80 E-cells across colleges in India via National Entrepreneurship Challenge; appointed 700 college representatives
  • Managed a budget of INR 3 lakh for smooth functioning of Informals lounge; 15K+ visitors across 4 days
  • Delegated 30 organizers to conduct Mumbai treasure hunt across 14 locations; 1000+ participants