Overview
Work History
Education
Skills
Journalpublications
Technicalskills
Timeline
Generic

Sriram Chandrashekar

Coimbatore

Overview

9
9
years of professional experience
8
8
years of post-secondary education
3
3
Languages

Work History

Business Analyst

Kaizer E-Cars
Coimbatore
08.2022 - 12.2023
  • Company Overview: Cab Operators
  • Developed a Dynamic Financial Model to calculate Cash Flows and Cab Tariffs
  • Derived a Price Schedule for multiple combinations of Cab and Trip Categories
  • Designed the Functional flow for the overall software components involved
  • Designed a prototype wireframe for the UI/UX of various front end components
  • Used a Tech Stack containing Android Studio, VS Code, GCP and Firebase, to develop prototypes of the Customer App, Driver App, Fleet App and Admin Panel
  • Cab Operators

Quantitative Analyst (Consultant)

Greenpoint Global
Navi Mumbai
07.2021 - 02.2022
  • Constructed interest rate curves in Fusion Summit for G-7 and many other key currencies (INR, CNY, R$ etc) (i) for country specific IBORs and RFRs (ii) cross currency swaps against USD
  • Conducted extensive Price Re-conciliation testing of IR Swaps, FRA, IR Futures, FX Forward, FX Swaps across various RFR Indices and Currencies
  • Implemented Trade Migration from LIBOR to RFR for various instruments
  • Construction and Maintenance of RFR Indices for multiple currencies

Quantitative Research Intern

Greenpoint Global
Rye
12.2020 - 05.2021
  • LIBOR transition to Alternative Indices and Price Re-conciliation in Fusion Summit
  • Priced SOFR caplets by Monte Carlo simulation in Python, using LIBOR as a proxy
  • LIBOR caplet quotes are used to calibrate parameters of a shifted log-normal model by minimizing squared error
  • Using these parameters and correlation between indexes, sample paths for SOFR and price caplets are generated
  • Designed an automated LIBOR yield curve generator in Excel
  • It uses spot quotes, Eurodollar futures, and swap quotes to generate a 30-year LIBOR yield curve on any given date
  • Designed an implied yield curve builder for AMERIBOR in Python
  • 1-m (averaged) and 3-m (compounded) AMERIBOR futures are used to bootstrap an implied yield curve for AMERIBOR
  • Researcher at LIBOR Bootcamp and LIBOR360.com

Business Development Intern

Royal Foodstuffs Pvt Ltd.
Navi Mumbai
01.2018 - 12.2018
  • Company Overview: A manufacturer of export grade frozen fruits/vegetables and a local distributor of food products
  • Explored the possibility of setting up a food product distribution business in Coimbatore
  • Interned at Royal Foodstuff Pvt Ltd (Navi Mumbai, India)
  • A manufacturer of export grade frozen fruits/vegetables and a local distributor of food products

Graduate Research Assistant

Arizona State University
Tempe
08.2014 - 07.2016
  • Company Overview: Dr
  • K.P
  • Chen Research Group, Fluid Dynamics in Porous Media
  • Dr
  • K.P
  • Chen Research Group, Fluid Dynamics in Porous Media

Education

M.S - Quantitative Finance

Gabelli School of Business, Fordham University
New York, NY
08.2019 - 05.2021

PhD Candidate - Mechanical Engineering

Florida State University
Tallahassee, FL
01.2017 - 06.2017

M.S - Mechanical Engineering

Ira A. Fulton School of Engineering, Arizona State University
Tempe, AZ
08.2014 - 08.2016

B. Tech - Mechanical Engineering

Amrita School of Engineering, Amrita Vishwa Vidyapeetham
Coimbatore, Tamil Nadu
08.2010 - 08.2014

Skills

  • R

  • MatLab

  • Mathematica

  • Fusion Summit

  • Android Studio

  • Regression Analysis

  • Hypothesis Testing

  • Deep Learning and Neural Networks

  • Time Series Analysis

  • Simulations and Stochastic Calculus

  • Python

  • Java

  • C

  • GCP – Firebase

  • Yield Curve Construction

Analytical thinking

Problem-solving

Data and analytics

Effective communication

Journalpublications

  • Numerical Study of Buoyant Flows in Straight and Converging Chimneys, ICHM, Sriram Chandrashekar, Vivek Mugundhan, Ratna Kishore Velamati
  • Inhibition of Condensation Frosting by Arrays of Hygroscopic Antifreeze Drops, ACS Publications, Xiaoda Sun, Viraj G. Damle, Aastha Uppal, Rubin Linder, Sriram Chandrashekar, Ajay R. Mohan, Konrad Rykaczewski
  • Insensitive to Touch: Fabric-Supported Lubricant-Swollen Polymeric Films for Omni-phobic Personal Protective Gear, ACS Publications, Viraj G. Damle, Abhishiktha Tummala, Sriram Chandrashekar, Cassidee Kido, Ajay Roopesh, Xiaoda Sun, Kyle Doudrick, Jeff Chinn, James R. Lee, Timothy P. Burgin, Konrad Rykaczewski

Technicalskills

R, MatLab, Mathematica, Fusion Summit, Android Studio, Regression Analysis, Hypothesis Testing, Deep Learning and Neural Networks, Time Series Analysis, Simulations and Stochastic Calculus, Python, Java, C, GCP – Firebase, Yield Curve Construction, Derivatives Pricing – Futures, Forwards, European Options, American Options, Swaps, Cap and Floors, Quantitative Models – Black Scholes, Binomial, Ho-Lee, Hull-White, Vasicek, Black-76, CIR, LMM, FMM

Timeline

Business Analyst

Kaizer E-Cars
08.2022 - 12.2023

Quantitative Analyst (Consultant)

Greenpoint Global
07.2021 - 02.2022

Quantitative Research Intern

Greenpoint Global
12.2020 - 05.2021

M.S - Quantitative Finance

Gabelli School of Business, Fordham University
08.2019 - 05.2021

Business Development Intern

Royal Foodstuffs Pvt Ltd.
01.2018 - 12.2018

PhD Candidate - Mechanical Engineering

Florida State University
01.2017 - 06.2017

Graduate Research Assistant

Arizona State University
08.2014 - 07.2016

M.S - Mechanical Engineering

Ira A. Fulton School of Engineering, Arizona State University
08.2014 - 08.2016

B. Tech - Mechanical Engineering

Amrita School of Engineering, Amrita Vishwa Vidyapeetham
08.2010 - 08.2014

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