8/4/2019 Agarwal, Rahul Resume Updated2_0

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Rahul Agarwal602 E. Stoughton St, Apt 15 Champaign (217-419-3703) agarwa30@illinois.edu

Have been actively managing a portfolio of stocks and derivatives for the past 7 months and have generated grossreturn of 22.4%. I have analyzed and successfully replicated structured products. Currently, involved in the CMEGroup Commodity Trading Challenge.

EDUCATION

UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Candidate for Master of Science in Financial Engineering GPA: 3.52/4.0

Related Coursework: o Financial Computing Actuarial Risk Theory o Statistical Methods in Finance Stochastic Process and Appl.

UNIVERSITY OF ILLINOIS Urbana-Champaign, IL Master of Science in Finance May 2010 Specialization: Quantitative Finance and Asset Management GPA: 3.51/4.0 Related Coursework:

o Fixed Income Portfolios Investments Empirical Analysis o Risk Management Portfolio Management Quantitative Methods for Finance

BIRLA INSTITUTE OF TECHNOLOGY Ranchi, India Bachelor of Engineering May, 2008

Major : Electronics and Communication Engineering

WORK EXPERIENCE

DHC Capital Management, LLC, Chicago, IL Student Consultant, MSF Finance Practicum Dec 2009 Jan 2010

Identified and analyzed risks and variability of leveraged index ETFs. Modeled a market neutral trading strategy to extract alpha from divergence of the

daily and long term performance of leveraged exchange traded funds from their underlying. Formulated hedging strategies to limit the downside risk of the strategy. Strategy yielded an annual return of 12% and a annual standard deviation of 3.2%

IBM Kolkata, India

Associate System Engineer Aug 2008 May 2009 Implemented security over Lightweight Directory Access Protocol (LDAP) and integrated it withIBM Websphere Message Broker to protect the central database from unauthorized access.

Developed message flows for modifying and routing flight data for Airports Company SouthAfrica (ACSA) project.

Provided support to the Nestle SAP architecture using IBM Websphere MQ series. CERTIFICATIONS

Chartered Institute for Securities and Investment (UK) certifications: o Commodity Derivatives (2010)

o Investment Management (2010) National Stock Exchange (India) certifications:

o Currency Futures (2009) Mutual Fund (2009) Derivatives Market (2008) o Options Trading Strategies (2009) Financial Markets (2008)

Certificate for Network Management in Linux environment (2006) SE Certified Market Professional (NCMP), National Stock Exchange of India Programmable Logic Controller (PLC) based Supervisory Control and Data Acquisition (SCADA)

system training (2006) TECHNICAL SKILLS

Languages: C++, Visual Basic 6.0, MATLAB, SQL, RDBMS, SAS Applications: Excel financial modeling, IBM Websphere Application Server, IBM Websphere

Message Broker, IBM Websphere MQ, IBM Websphere Integration Developer. Achievements : 2nd place, Virtual Hedge Fund Challenge, Portfolio Management class, Spring 2010 3rd

place, Virtual Stock Exchange Challenge, IEEE B.I.T. Chapter, Spring 2006Advanced Chess skills