Quantitative Strategist ( Commodities ) @ - Worked on Credit Valuation Adjustment (CVA) for Commodities trades. The CVA charge is calculated using a Monte Carlo simulation. Worked closely with Commodities Sales teams and CVA Traders and help them understand the results produced and explain model behavior. - Worked with Commodities Sales teams to calculate CVA charges for bespoke trades. - Helped design and build an Automatic CVA allocation system. The system calculates and automatically allocates (on T +1) charges for all trades across the entire Commodities portfolio. It also helps traders and sales people view and understand the charges. This system significantly reduced the support time needed for CVA allocation. From February 2010 to November 2011 (1 year 10 months) New YorkPh.D Student in Computer Science @ From September 2003 to January 2010 (6 years 5 months) Graduate Student @ From September 2001 to August 2003 (2 years)

Ph.D, Computer Science @ New York University From 2005 to 2009 Master of Science, Computer Science @ New York University From 2003 to 2005 Master of Science, Electrical Engineering @ Brown University From 2001 to 2003 Bachelor of Technology, Electrical Engineering @ Indian Institute of Technology, Madras From 1997 to 2001 Raghavan Dhandapani is skilled in: Python, C++, Linux, Hedge Funds, Equities, Algorithms, R, Commodities