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Shantanu Diwakar

Financial Analyst/Associate

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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.
Resume created on DoYouBuzz
Experiences
  • 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
Company Description
Barclays Investment Bank provides advisory, financing and risk management services to large companies, institutions and government clients
Company website
https://www.investmentbank.barclays.com/
  • 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
Company Description
JPMorgan Chase & Co. is a leading global financial services firm and one of the largest banking institutions, with operations worldwide
Company website
https://www.jpmorgan.com/
  • 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
  • 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)
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Resume created on DoYouBuzz