Murex platform, Interest Rate Derivatives, Fixed Income, Quantitative Trading strategies, Tick Data, Dynamic Hedging, Time Series Specialties: Financial Mathematics, Murex, C#, C++, Matlab, R, SAS, VBA, Microsoft Excel, SQL, SOA exams 1/P and 2/FM.

Proprietary Trading Analyst @ High Frequency Data Storage and Analytics. From July 2013 to Present (2 years 4 months) Greater New York City AreaInterest Rate Derivatives Consultant @ • Working on client projects related to interest rate derivatives on pricing, booking, simulation and risk parameters calculation and interacting with developers to get the business requirements/bug fixes implemented • Implement prices for Swaps, Swaptions/Risk Participation Agreements (based on Black’s model, credit risk) in Excel/VBA, deal with Murex servers on Unix environment(upgrade, move files) • Reconciliation of market data by SQL (Sybase DB) query and debugging in C++ alike proprietary language • Performance test and valuation verification on upgraded library and creating documents explaining the results From May 2012 to June 2013 (1 year 2 months) New YorkConsultant/ Quantitative Developer (Fixed Income) @ • Built C++ analytics server to calculate bond related numbers to support bond trading and market making • Built Asset Swap Spread calculator in C++ with real time price update • Worked on to build C++ model to price real time off run treasuries using cubic spline and PCA • Built VBA/Excel interface to analyze high frequency tick prices (treasuries, futures) stored in KDB data base • Created market scenario generator and stored tick data from Solace message bus to KDB table using C++ • Worked on Sybase database and executed queries through Excel/VBA, C++ and C# • Did research on trading strategy based on yield spread • Multiple projects in Python(parsed xml file, created real time log monitor and email alerts) From January 2011 to February 2012 (1 year 2 months) Greater New York City AreaQuantitative Analyst (Part Time) @ • Design quantitative trading strategies in Matlab based on statistical arbitrage and momentum models • Back test and refine existing strategy to make it perform better using quantitative methods • Trade using technical indicators on Thinkorswim trading platform From June 2009 to October 2010 (1 year 5 months) Hedging Intern @ • Participated into daily review and rebalancing of dynamic hedging of index linked Variable Annuities • Validated dynamic hedging models including delta calculator, futures solver and options solver using Microsoft Excel and VBA • Wrote VBA macro to retrieve index returns and implied volatility using Bloomberg API for Microsoft Excel • Did data validation of two databases using Microsoft Access From August 2009 to December 2009 (5 months) Statistical Analyst/Research Assistant @ • Worked on a health care project trying to optimize a process involving heart attack patients using R • Applied several Statistical techniques including Multivariate Regression, GLM (Generalized Linear Models), POD (Partial One Dimensional Model), Logistic Regression From January 2009 to July 2009 (7 months) Graduate Assistant @ Teaching assistant for Pricing Strategy, Technology Marketing and Data Analysis for managers (MBA courses) at Carlson School of Management,University of Minnesota, Minneapolis. From September 2008 to May 2009 (9 months) Summer Intern @ • Employed Bootstrap method to create zero coupon yield curve • Performed model validation (sensitivity test) of mortgage pricing model using C#, SQL, and Microsoft Excel • Generated yield curve scenarios implementing parallel shift and twist (using Cubic Spline) in C # From June 2008 to August 2008 (3 months)

MS, Financial Mathematics (minor Statistics) (3.75/4) @ University of Minnesota-Twin Cities From 2007 to 2010 B. Tech, Civil Engineering @ IIT-BHU (Indian Institute of Technology, Banaras Hindu University), Varanasi, India From 2003 to 2007 NetarhatNetarhat Vishal Kashyap is skilled in: R, C++, Excel/VBA, KDB/Q, SQL, Matlab, Python, C#, Murex Platform, Options, Derivatives, Fixed Income