Scribd
Upload
3 views1 page

Saksham CV

Saksham Mittal is a financial professional with a Master's in Financial Engineering and a Bachelor's in Chemical Engineering from IIT Kharagpur. He has experience as a Senior Associate at Morgan Stanley focusing on exotic derivatives pricing and previously worked at Credit Suisse in Delta One & Program Trading. His technical skills include advanced proficiency in MS Excel, C++, EViews, Python, and VBA, and he has published research on Behavioral Portfolio Theory.

Uploaded by

somoyeenoch33
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
3 views1 page

Saksham CV

Saksham Mittal is a financial professional with a Master's in Financial Engineering and a Bachelor's in Chemical Engineering from IIT Kharagpur. He has experience as a Senior Associate at Morgan Stanley focusing on exotic derivatives pricing and previously worked at Credit Suisse in Delta One & Program Trading. His technical skills include advanced proficiency in MS Excel, C++, EViews, Python, and VBA, and he has published research on Behavioral Portfolio Theory.

Uploaded by

somoyeenoch33
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 1

SAKSHAM MITTAL

Mumbai, India | P: +91 9609807782 | sakshamnishtha@gmail.com


EDUCATION
Indian Institute of Technology, Kharagpur Kharagpur, India
Master of Financial Engineering & Bachelors of Chemical Engineering May 2020
Cumulative GPA: 8.2/10
Relevant Coursework: Probability & Statistics, Financial Modelling; Data Science, Financial Risk Management,
Stochastic Theory, Programming and Data Structures, Alternative Investments Theory

WORK EXPERIENCE
Morgan Stanley Mumbai, India
Senior Associate, Exotic Derivatives Pricing & Structuring May 2022 – Present
● Part of the pricing team for various exotic derivatives including exotic options, structured notes and hybrids
● Collaborated with regional sales to identify and curate equity structuring solutions that meet client's objectives
● Worked with traders to provide pricing and feedback analysis to ensure competitive edge over competitors
● Developed pricing models for various bespoke client payoffs to expand the offerings and tap new business
opportunities

Credit Suisse Mumbai, India


Analyst, Delta One & Program Trading Jun 2020 – Apr 2022
● Analytical support for trading book management and P&L optimization using statistical and mathematical tools
● Responsible for processing and adjusting index swap portfolios as per the index provider's corporate action
● Proactive spotting of profit making opportunities in index rebalancing based on historical price behavior
● Automation of various daily processes using MS Excel VBA for time optimization and efficiency enhancement

Internships
Credit Suisse Mumbai, India
Summer Intern, Prime Services (Rec’d PPO offer) May 2019 – Jul 2019
● Saved 15+ hours on quarterly rebalancing of MSCI indices by developing an automation tool using VBA
● Initiated the utilization of machine learning techniques to predict dividend ex-dates based on historical trends
● Forecasted FTSE index dividends for Sep19 expiry with accuracy 96.7% against market leader Markit's 95.4%
● Carried out quantitative analysis of Risk Weighted Assets and Exposure at Default regularly for Prime accounts
● Monitored dividend risk exposure of the major European index swap portfolio of $116 Millionfor GIO
London team
Intueri Consulting LLP Kolkata, India
Summer Intern May 2019 – Jul 2019
● Provided a segmented strategy by analyzing metrics like turnover, CAGR and margins of all 124 OTC products
● Introduced a dynamic wages plan for MR’s by analyzing the plans of 8 different national pharma market leaders

Research Publication
“Characteristics Analysis of Behavioural Portfolio Theory in the Markowitz Portfolio Theory Framework”
Published in Managerial Finance ISSN: 0307-4358, Date: 3/11/2021
Authors: Saksham Mittal, Sujoy Bhattacharya, Satrajit Mandal,

ADDITIONAL
Technical Skills: Advanced in MS-Excel,C++,EViews, Python,VBA
Languages: English, Hindi
Interests: Football, Quizzing

You might also like

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy