BIJAY KUMAR GUPTA
Bangalore, Karnataka 560038
Contact: M +91 9986883517 E: bijay.dev@gmail.com
EDUCATION
GLOBAL ASSOCIATION OF RISK PROFESSIONALS
FRM Level 2 Candidate
FRM Level 1, May 2012
TULANE UNIVERSITY
Post Graduate Diploma in International Finance, Feb 2011
 Studied Risk Management, M&A, Cross-Border Budgeting, Valuation and Investment
 Simulation based trading in Crude Futures listed on NYMEX
GLOBSYN BUSINESS SCHOOL
Post Graduate Program in Management, March 2011
Specialization in International Finance, CGPA: 8.1/9 (Class ranking – 1st)
MAHARASHTRA INSTITUTE OF TECHNOLOGY
B.E., Electronics and Telecommunication, June 2007
ACADEMIC
PROJECTS
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USA
New Orleans,
USA
Kolkata,
India
Pune,
India
Research Work “Effects of Economic Condition on an Initial Public Offer”
Case study: “Cross border M&A transactions (TATA STEEL – CORUS GROUP)”
Emphasis on transaction synergies and sources of funds
Company Valuation “Clarkson Lumber Company”
Methods used: “WACC Method”, “Equity-NPV Method” and “APV Method”
MBA
DISSERTATION
“Stock Broking Firms & Equity Research”
 Study of the business process & competency of broking firms
 Equity research on “TATA MOTORS”, ratio analysis of the company financials
EXPERIENCE
May’12-Present
AMBA RESEARCH
Quantitative Analyst
 Build quantitative models for portfolio analysis
 Build tools to optimize analysis process
April’11-April’12
EAST INDIA SECURITIES LTD.
Analyst – Prop Trading Desk
 Developed GARCH model to forecast volatility in Index
 Running Volatility Arbitrage Portfolio in Nifty Options to take advantage of Volatility
Convergence / Divergence Trades
 Analyze & Trade Options Strategies e.g. - Butterfly, Box, Calendar
 Risk Management of Option Greeks Exposure
 Build analysis models which guides in trading derivative strategies, within VAR limit
 Technical Analysis
Kolkata,
India
April’10- June’10
INDIAN OVERSEAS BANK
Intern - Management of Foreign Exchange Operations
 Worked on Trade finance, NRI accounts, ECB and Capital Account Transactions
Kolkata,
India
July’07- Apr’09
VANYA ENGINEERING PVT. LTD.
Network Deployment and Integration Engineer
Bhopal,
India
ADDITIONAL
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Database Knowledge: Bloomberg
Versed in MS-Office, SQL, R, Matlab and VBA
NCFM certification in Capital Market, Currency Derivatives & Derivatives Market
Module
Member of “Serendipity”,” Robocon” and “Intexication”
Bangalore,
India