SWAPNIL SHARMA

swapnils@princeton.edu, 26 Prospect Avenue, Princeton, NJ 08544, # +1 (609) 933 2032

Education
Princeton University 2013 - 2015
 Master in Finance | GPA: 3.97/4.0
 Coursework: Asset Pricing, Time Series Analysis, Corporate Finance, Financial Econometrics, Fixed Income Models
 Teaching Assistant for Asset Pricing (graduate course) under Prof. Markus Brunnermeier
CFA Institute, USA 2011 - 2013
 Finished all three levels in first attempt and eligible for award of the CFA charter upon completion of required work exp.
Indian Institute of Technology (IIT), Kharagpur 2006 - 2010
 Bachelor of Technology (B.Tech) in Electrical Engineering | GPA: 8.57/10
 Coursework includes Equity Research, Financial Management, Probability, Programming and Data Structure
 B.Tech Project - Improved the efficiency of Fuzzy C Means Algorithm (Clustering) by 50% using the Min. Spanning Tree
 Student Member, Institute of Actuaries of India (IAI) - Cleared Financial Mathematics (23% candidates passed), Probability
and Mathematical Statistics (15% candidates passed), Economics (49% candidates passed).

Work Experience
BNP Paribas, New York
Summer Associate, US Rates Options Trading Jun 2014 - Aug 2014
 Built a dynamic tool to analyze conditional curve trades which
o Calculates metrics like costless strike, carry, pick up, frequency of +ve & -ve payoff and Z score
o Test the performance of the trade by creating scenarios form the time-series of interest rates
o Recommends daily trade ideas based on the cheapness/richness of points in Vol surface
 Built a tool to analyze options across different markets - CME, CBOT, Swaptions, Midcurves and CMS Spread options
 Built a daily batch to calculate and publish the historical correlation and volatility for CMS spreads and Midcurves
 Developed understanding of the kind of products offered to our clients and it’s pricing methodology
 Received a Full Time Job Offer at the end of internship
Goldman Sachs, India
Senior Analyst, Market Risk Management & Analysis Nov 2012 - Jul 2013
 Acquired a sound understanding of derivatives pricing, risk sensitivities (Greeks) and Value at Risk (VAR) measures for
firmwide positions and validated risk measures in-accordance with the FED New York mandated stress tests (CCAR)
 Build scripts which reduced the effort time to validate commodities’ CCAR stress results by 20%
 Presented CCAR stress results to the Chief Market Risk Officer, senior risk managers and desk specialists
Analyst, Compliance Jun 2010 - Oct 2012
 Successfully build the new Media Screening system to filter clients, which reduced firm’s vendor service cost by 25%
 Analyzed the risk profile of 50,000 clients and improved the client risk calculation model by adding additional risk factors
Summer Analyst, Compliance May 2010 - Jul 2010
 Replaced the existing technology with a more efficient technology in Referential Screening search functionality
 Received a Full Time Job Offer at the end of internship

Leadership/ Academic Awards

 Director of Industry Speakers, Princeton Quant Trading Conference 2013 - Present
Invited leading experts from academia, industry, and government in the field of quant trading. Chaired the speaker series and
moderated the panel discussion during conference. Finalized corporate sponsorship deals of $30,000
 Organizing Member (Sponsorship & Publicity), Annual Cultural Fest, IIT Kharagpur 2007 - 2008
Finalized corporate sponsorship deals worth INR 50,000. Organized 3 major Star-Nights with turnout of 10,000 audiences
 Recipient of the National Talent Search Examination (NTSE) Scholarship, awarded by N.C.E.R.T, Govt. of India
 Awarded the certificate for being in the National Top 1% in National Physics, Chemistry and Astronomy Olympiad 2005.
 Secured All India Rank 48th in National Science Olympiad 2006 and 62nd in National Cyber Olympiad 2006
 Secured All India Rank 59th in National Level Science Talent Search Examination 2004

Extra-curricular Activities
 Member of Athletics, Soccer and Choreography team (2007-2010) of RK Hall of Residence, IIT Kharagpur
 Volunteer in the Blood donation Camp (2010-212) organized by the Lions Club (Bangalore), India
 Successfully completed the 63 mile National Himalayan Trekking Expedition during December 2008 organized by Youth
Hostel Association of India (YHAI)

SKILLS & INTERESTS

 Computer Skills: Bloomberg, R, Matlab, Excel, VBA, C, C++, Java, SQL
 Interests: Running (100m sprint), Bungee Jumping, Trekking, Rafting, soccer