I have successfully completed my Ph.D. in Finance from the Department of Management, Indian Institute of Technology-Madras. I am presently working as a faculty at a College in Canada. My interests are R, Finance, Derivatives, Fixed income, Statistical Analysis, Excel-based modeling, and other Quantitative courses. I am familiar with running various basic to advance statistical and financial models in R. Apart from data-wrangling, I am also acquainted with running various OLS, logistic regression, addressing multicollinearity and stationarity issues. Other areas in which I would like to tutor in R are Portfolio optimization, web scraping, data visualization, ggplots, simulation, Shiny app, etc.
Subjects
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Finance Beginner-Expert
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Python Beginner-Expert
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Corporate Finance Beginner-Expert
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R programming Beginner-Expert
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Statistical Analysis Beginner-Expert
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Financial Modeling Beginner-Expert
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Financial modelling Beginner-Expert
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Statistical inference Beginner-Expert
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R programming language Beginner-Expert
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Fixed Income Beginner-Expert
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Basic Corporate Finance Beginner-Expert
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Hypothesis testing Beginner-Expert
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Probability and Statistical Inference Beginner-Expert
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Financial analytics Beginner-Expert
Experience
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Ph.D. (Degree awarded) (Jan, 2016
–Dec, 2020) at Indian Institute of Technology Madras, Chennai (NPTEL)
Ph.D. on ‘Liquidity Risk in Sovereign Bond Markets: Inter-Linkages and Drivers across Term Structure’ under Dr.P. Krishna Prasanna - the Indian Institute of Technology- Madras (IIT-M)
• Explored the pricing implications of liquidity risk in the Emerging Asian Sovereign Bond Markets using Panel Data Fixed Effect Regression (Across 9 bond classes divided on the basis of the term to maturity).
• Published my first essay in the Journal of Fixed Income.
Other Professional Experience
• Taught courses like Corporate Finance, Investment Analysis, Project Risk Management, Financial Analysis, Statistics, Quantitative Techniques, etc. in my tenure as a faculty.
• Served as a teaching assistant for courses like Financial Risk Management, Corporate Hedging, Financial Management, etc.
• Computed VaR, PD (Merton model), LGD, EAD, Performed Stress testing, etc. using R in the course ‘An Introduction to Credit Risk.’
Technical Experience
• Used R software for recurring download of daily trading data, from stock exchanges of India, Malaysia, Taiwan etc. for the period 2005 to 2017.
• Application of R for running regression, panel models, Nelson and Siegel model for extraction of yield curve latent factors; Computing spillover matrix, cubic spline interpolation, Kalman filters, data analysis and various other econometric models.
• Used excel functions like Vlookup for data analysis; Macro, and VBA for combining approx 3000 excel files into one CSV file.
• Earned a LinkedIn skill assessment badge for R and Excel. Hands-on experience working with a dataset consisting of 2,00,000 daily observations for each of the six countries.
Education
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Ph.D. in Finance (Jan, 2016–Sep, 2020) from Canadore College, North Bay, Ontario Canada