AKSHAT SINHA

563 W 169 St, Apt 3/1, New York 10032 | Tel: (646) 659 9373 | Email: as4724@columbia.edu
Education

COLUMBIA UNIVERSITY, Department of Mathematics

M.A in Mathematics of Finance expected December, 2015
Coursework in Time Series Analysis, Stochastic Processes, Machine Learning,
Financial Price Analysis, Quantitative Methods in Investment Management and
Numerical Methods in Finance.

New York

INDIAN INSTITUTE OF TECHNOLOGY, Department of Civil Engineering

Bachelor and Masters in Civil Engineering, 2012
Graduated First Class with Honors, GPA 3.82/4.
B.H.U Merit Scholarship Holder.

Varanasi

Leadership

President, Columbia Graduate Investment and Trading Club.

Team Leader, University team for Rotman International Trading Competition.

Experience
Summer, 2015

BANK OF AMERICA MERRILL LYNCH, FICC e-Trading

Summer Analyst, Mortgage and Rates desk
Devised an algorithm to predict price bounds for 30Y Fannie Mae 3.5, with 10%
higher accuracy than Trade Web quotes.
Analyzed market impact of aggressive, passive, cancelled and work-up order
volumes for 30Y T-bonds.
Investigated cancellation order latency between data feeds from Brokertec.
Reconstructed historical LOB for 30Y T-bonds and streamed it live on a browser.
Built a prototype to parallelize cross-asset risk calculations (FX and Treasury)
over multiple server nodes, with ability to prioritize calculation by clients VAR.
Used phonetic indexing and other metrics to group counterparties by legal entity.

Summer, 2014

RESERVE BANK OF INDIA, Department of Economic and Policy Research

Summer Intern
Investigated the relationship between exchange rate volatility and Indo-US trade,
using statistical techniques like GARCH, ADL, VECM and TY-Granger test.
Authored a 100 page research report on forex intervention by the Reserve Bank,
concluding that forex intervention by the bank was unnecessary.

Bhubaneswar

2012-2014

WIPRO TECHNOLOGIES, Intellectual Property (R&D) Group

Software Developer
Coded 50,000+ lines of code to implement a proprietary CDN from scratch.
Designed entire client-server workflow and API protocol for delivering content
from multiple vendors.
Presented product functionality to leading MNCs during road shows.
Won two awards for successfully leading the development efforts before a crucial
presentation to the client.

Bangalore

Awards

Ranked 58th at National Science Olympiad, India.

Ranked 2nd at INSDAG National Structural Steel Design Competition, India.

Certification

CFA Level 1 passed.

Skills

C++, JAVA, R, Python, VBA, SQL, KDB, Linux.

New York