Shantanu Diwakar
Financial Analyst/Associate
Professional Status
Student
Available
About Me
CEMS MiM candidate (HEC Paris & IIM Calcutta) looking forward to work in Banking & Finance. Worked for J.P. Morgan in Equities and commodities sales and then pursued post graduate at IIM Calcutta. Recently completed internship with Barclays, Hong Kong.
Equity & Funds Structured (EFS)
Barclays Capital
April 2017
to May 2017
Internship
Hong Kong
- Constructed VarSwap index for imitating VNKY behavior as proxy tradable structure
- Backtested volatility based strategies to hedge sudden downside swings in NKY
- Automated gist of daily mails (compliance alerts, corporate actions) by using VBA
- Worked on FactSet Alpha Testing for backtesting style based Indices on Asian equities
APAC Commodities Sales and Structuring
J.P MORGAN CHASE
January 2016
to May 2016
- Co-ordinated with sales to deliver strategic solutions for SWFs & PFs
- Backtested payoffs & simulated performances for derivative products on indices
- Liaised with trading, technology & legal teams to unwind autocallable notes
- Proposed structures (WorstOf, window KO) to hedge against outcomes for Brexit
Derivatives Analyst, EMEA Algorithmic Indices
J.P MORGAN CHASE
March 2015
to December 2015
Mumbai
India
- Supported structuring & trading for backtesting, tie-out & documentation
- Worked with Structuring in collaborating with largest French Asset Management firm
- Constructed levered cross-asset index by optimising weights for Swiss Pension Fund
- Backtested cross-asset volatility strategy by rolling delta hedged short straddles
Quantitative Strategy Analyst, Hedge Fund
KARVY CAPITAL
July 2013
to August 2014
- Designed strategies on Indian Equities, Futures and Options
- Designed market neutral long-short strategy on FII holdings & daily cash flows
- Reduced Drawdown & increased Sharpe for momentum strategies using CPPI
- Incorporated II order Greeks Vanna, Volga for guarding against overnight Vol swings
- Set up event-based hedging protocols for key policy events (RBI, FOMC, Employment)
- Ranked 3 out of 460 students selected for CEMS
- Business project: Market study of Indian mutual funds industry - aggregator
- Business Seminar on Luxury brands & excellence in client experience
Master of Business Administration (MBA)
Indian Institute of Management, (IIM Calcutta), CFA Level 1
2016
to 2018
- Ranked 5 out of 463 selections; among 2 Lakh aspirants in India (99.73 %ile)
- Term paper on Share buybacks by analysing $1Tr+ buybacks in S&P500
Bachelors of Technology, Chemical Engineering
Indian Institute of Technology, (IIT Bombay)
2009
to 2013
- Gold Medal in Indian National Chemistry Olympiad; Top 35 among 29000 aspirants
- All India Rank 882; received 'Special Mention' from Chemical Engg Dept
- All India Rank 12 in Chemical Engineering Graduate Aptitude Test (GATE 2015)
- Top 28 in State; qualified for Indian National Astronomy Olympiad among 29000
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Data- Analytics - Excel
Advanced
-
Programming - Python, VBA, MATLAB, C++
Advanced
-
Microsoft Office - Word & Powerpoint
Advanced
- Organiser - Mood Indigo, IIT Bombay, Largest college cultural fest in Asia
- Set up Biodiesel pilot plant - Awarded for Innovation and Research in Green Technology in International Symposium
- Conceptualized & organised Chemical Engineering Festival - Azeotropy
- Scaled Himalayan Peak (15700 ft) from Manali base (6000 ft)
- Trekked Sar Pass (13,800 ft) from Kasol (5,400 ft)
- Half Marathon runner, 6:14 min/km
- Chess
- Karate
- Monetary Economics
- Central Banking
