DILEEP KUMAR SHARMA

244 Riverside Drive Apt 4-D, NY 10025 | (917) 327-0349

dksharma2132@columbia.edu | https://www.linkedin.com/in/dileepksharma
EDUCATION
Columbia University (GPA 3.7/4)
New York, NY
Masters in Mathematics of Finance
Expected October 2015
Coursework: Stochastic Processes, Implied Volatility Smile, Time Series Modeling,
C++ programming for Quantitative Finance, Mutli-Asset Portfolio Management
GRE: 332/340 (170 Quant Section+ 162 Verbal Section)
CFA Institute
New York, NY
Passed all 3 Levels of CFA Program
August 2015
May be awarded the charter upon completion of the required work experience
NSIT, Delhi University (First Class, 3.6/4)
New Delhi, India
Bachelor of Engineering in Instrumentation and Control
May 2011
Coursework: Probability, Statistics, Linear and Differential Algebra, Calculus, C, C++
Honors: Award of Academic Excellence by Government of Delhi
PROFESSIONAL EXPERIENCE
Invesco US, Portfolio Strategist Intern
June 2015-August 2015
Developed and automated portfolio management tools leading to 300% efficiency in decision making
Modeled various asset allocation strategies and performed ad hoc portfolio research
Performed multi-period Performance Attribution (Sector, Duration, Currency, Security etc.)
Consulted with clients on investment opportunities at Invesco, this resulted in investment $10 million
Supported my team in portfolio construction and trading strategies
Columbia University, Graduate Teaching Assistant
January 2015- May 2015
Masters Course: Introduction to Mathematics of Finance
Prepared course material
Held office hours, recitation classes and graded exams
AXA Advisors, Financial Analysis Intern
March 2015 May 2015
Identified investment opportunities through quantitative analysis across various industry verticals
Developed the proper asset mixes for clients based on risk, return tradeoff and constraints
Reliance Power, Assistant Manager, Reliance Power Ltd
August 2012-July 2014
Modeled and optimized control loops, supervised installation and calibration of equipment
Honors: -Awarded Best Graduate Engineer Trainee at Reliance Power
-Youngest speaker at 7th National Technical Meet on Control & Automation Organized by FICCI
PROJECT EXPERIENCE
Pricing and hedging of Vanilla and Exotic Options, Columbia University
Fall 2014
Priced European Options given characteristic function using FFT in C++
Priced European Options given a PIDE by using Explicit- Implicit Finite Difference scheme in C++
Priced options with constant and local volatility by using binomial tree in C++ and Mat lab
Performed Monte Carlo simulations to find the expected values of call payoff distributions
Long-Only Constrained with a Value Tilt and Annual Rebalancing, Columbia University
Spring 2015
Produced return forecasts based on a long-run mean reversion indicators and estimated own covariance matrix
Applied Black-Litterman approach to produce blended annual return forecast
Produce optimized long-only portfolios given constraints and back-tested these portfolios
LEADERSHIP ACTIVITIES
President, Inter-college Annual TechnicalManagerial Festival, NSIT
2009-10
Supervised a team of 200+ students
Oversaw a 70% increase in students participation (10,000 ) and a 40 % increase in sponsorship(INR 5 Million)
Marketing Head, Indian Student Association at Columbia University
Sept 2014-Present
Organized various cultural and educational events
Arranged logistics and $20,000 sponsorship from Columbia University and external resources
SKILLS AND INTERESTS
Technical Skills: C, C++, Python, Matlab, SQL, R, VBA
Certifications & Training: Bloomberg Essentials (Equity, Fixed Income, FX, Commodity), NCFM
Databases: Bloomberg, Blackrock Aladdin, Thomson Reuters