Krisveeraghanta.weebly.com



|Kris Veeraghanta |Quantitative Analytics Executive |

|EXECUTIVE SUMMARY |INDUSTRY EXPERIENCE |

|Effective and Innovative Chief Risk Officer, Chief Technology Officer & COO for hedge funds; Chief | |

|Architect and Hands-on Management Executive with expertise in Financial Services (Banking, Brokerage,|Capital Markets (18 years) |

|Hedge Funds, Risk Management & Technology, Financial/Quantitative Modeling, Trading/Hedging |Investment/Commercial Banking (18 years) |

|Strategies, Prime Brokerage), Data Science & Mining, Artificial Intelligence, Machine Learning |Large Data/Data Mining (14 years) |

|(tensorflow, theano, keras), Neural Networks, Technology (Systems, Integration, Databases, Portals) |Risk Management (18 years) |

|and Management Consulting. Strengths include ambitious resolve, relentless customer & business focus,|Financial/Quantitative Modeling (20 years) |

|disciplined analytical decision analysis and entrepreneurial vision, ownership and responsibility for|Data Sciences/Machine Learning/AI (14 years) |

|business imperatives, setting vision, strategy, direction and goals with a global perspective and |Technology/Process Re-engineering (28 years) |

|achieve optimal business delivery. Ability to articulate, collaborate, develop and nurture talent as|Business Analysis/Marketing Analytics (26 years) |

|a senior executive and an assistant professor. |Management/Strategy/Vision (28 years) |

| |Data Management/Meta Data (21 years) |

| |Hedging/Trading/Arbitrage Strategies (12 years) |

| |Derivatives (Equities, FI, Exotics) (16 years) |

| |Portfolio/Treasury Management (16 years) |

|EDUCATION |CONTACT INFORMATION |

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|PhD, Operations Research & Financial Engineering, The Ohio State University, Columbus, OH Aug, 2019 |Kris Veeraghanta |

|Thesis: Essays in Financial Engineering (using Copulas for pricing derivatives, risk dependencies and|309 E.Morehead St., Suite 928 |

|risk index) |Charlotte, NC 28202 |

|MS, Engineering/Operations Research, The Ohio State University, Columbus, OH July, 1991 |704.345.1376 (H) 917.725.0043 (Cell) (c) |

|Thesis: Simulation & Modeling of AVI Systems and Economic Feasibility |kris.veeraghanta@ |

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|PROFESSIONAL EXPERIENCE HIGHLIGHTS |

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|Adjunct Professor, Queens University, Charlotte, NC 08/18 – Present |

|Teaching Financial Derivatives, Pricing, Hedging strategies & Risk Management for business school seniors in finance |

|Financial Information Architect, CITCO, Charlotte, NC 01/16- 03/16 |

|Design the next generation hedge fund accounting system using rules based and real time processing with extensible functionality for ETFs, Mutual Funds, Investment banking |

|and Risk Management. |

|Design the system for entering complex derivative instruments on the fly and process them with what-if scenarios for better decision making by fund managers. |

|Federal Reserve Bank of Cleveland, Cleveland, OH Quantitative Analyst 04/11- 02/13 |

|Conduct quantitative models analysis for large banks within the fourth district including market, credit, operational risk as well as stress testing for Regulatory Capital |

|& Basel III compliance, BCBS 239, OFSAA/FSDF Metadata Model, CCAR, MiFiD and other federal reserve regulatory capital requirements and compliance. Includes model |

|validation, development, governance, scenarios, challenges (including FRTB, XVA, PFE etc. modeling), data integrity and analysis. Extensive experience in Regulatory Data |

|Management, Governance, Validation & Policies for various financial instruments. |

|Analyze models for credit risk (for CRE, C&I, Auto etc.), operational risk and ensure that these meet the standards laid out by regulatory agencies. Modeling & Quantitative|

|Regulator for large banks within the 4th district for DFA, SR 11-7(OCC-11-12)and other Fed, OCC,FDIC, State, SEC and regulatory bodies. Conducted various examinations for |

|Federal Reserve Bank of Chicago, NY, Boston besides Cleveland. |

|Consultant (Interim Chief Risk Officer, COO & Chief Technology Officer 03/’07- 03/’09 |

|Representative Clients - Alliance Bernstein, Apollo Capital Management, Ardsley Capital Management, Deephaven Capital Management, Eminence Capital, DB Zwirn. |

|Managed up to 18 different portfolio as interim Chief Risk Officer with strategies with total assets over 30 billion dollars, actively monitoring trading activities; |

|managing and analyzing for market, credit, liquidity, currency, counterparty, sovereign and operational risks. Generated VaR and other risk measures (Greeks, relative VaR, |

|and CVaR etc) reports using RiskMetrics. Assessed and analyzed the consistency of hedging strategy against the portfolio holdings and risk patterns. |

|Managed & assisted the installation and implementation of RiskMetrics for a major asset management firm to efficiently manage their hedge portfolios. Managed analysis and |

|data mapping for development of complex interfaces from client infrastructure to RiskMetrics. Analyzed various systems (over 15) for handling various financial instruments|

|and analytics. |

|Managed an emerging markets loan portfolio for risk, modeling the loans utilizing RiskMetrics bond modeling and assessing thr risks. Further analyzed up to 19 different |

|emerging market currencies for currency and liquidity risks. Worked on due diligence efforts for fund of funds portfolios by creating various stress scenarios for |

|assessing risks and rebalancing portfolios. |

|Managed the Operations Risk components, which included data segregation and security based on the functionality of groups and individuals, disaster recovery, systems |

|redundancy, vendor management, portal security using a confederated approach (siteminder), risk and access controls, high speed transaction processing, reconciliation, |

|managing settlement and clearances and managing counter party risk. Also, as part of Operations Risk, I managed the external data vendors for ORX data, loss data and |

|apportioned risks and costs for each of the various groups (front office, risk, trading, back office etc). |

|Managed system upgrade to Geneva Advent 6.0.3 version for a hedge fund; performed the parallel and reconciliation work for the hedge fund. Analyzed the business continuity |

|planning requirements and operational risk assessments for three hedge funds. Taught courses in Risk Management, Derivatives and Business Rules based data modeling. |

|Merrill Lynch, Hopewell, NJ—Vice President, Wealth Management (Private Client) 08/’05-03/’06 |

|Managed re-engineering of the Managed Products billing system, which generates over $1.3 Billion dollars in annual revenue. The re-engineering included application of |

|business-rules based processing and rationalization of the data model to support rules-based processing. |

|Analyzed the business requirements for the merger of acquired asset management firms and managed the design of multi-tiered systems in a matrix environment. Managed the |

|support with various off-shore teams in three different countries. |

|Veeraghanta & Co. Associates Ltd, India – President & CEO, Financial Services Consulting 07/’01-07/’05 |

|Founded an entrepreneurial venture for outsourcing technology, operations, accounting and development work in India. Partnered with a systems integration firm, for |

|integration assistance. The successor company currently operates as an Accounting firm. (Visakhapatnam, AP, India, 530023) |

|JP Morgan, 60 Wall St., NY—Vice President, Investment Bank 05/’00-05/’01 |

|Served as investment advisor to LabMorgan, a technology venture capital fund. Managed and re-engineered research and employee information distribution for JP Morgan’s |

|institutional clients and employees using web portals. Managed over 60 people and a budget in excess of $60MM in a direct and matrix environment. |

|Manager and Chief Architect for Employee Portal. Designed the portal modules and search functionality using the existing taxonomy and content aggregation, and managed |

|vendor selection process. |

|Managed complete portal infrastructure project life cycle from design and development through integration and production support. Project was a J2EE/WebSphere |

|implementation using Sybase with outside vendors. Applications were built using ASP, EJBs and Java |

|Architect for Single Sign-On for Post-Trade Client Service Portal and JPM Client Portals; sign-on application communicated between two security products. (Netegrity and |

|Siteminder). Project also involved design of information and systems security architecture for Global Institutional Clients and portal infrastructure. Managed consulting |

|firms implementing the design and installation work at a remote site. |

|New Era of Networks Inc., New York, NY—Chief Architect 07/’99-04/’00 |

|Representative Clients include - IBM, IBM-Retail, MetLife, Siemens, ARG, Fidelity, and Time Warner |

|Responsible for solving business problems by providing technology and integration architecture solutions for re-engineering existing systems. Scope of work included |

|business analysis; addressing systems integration issues; web-enabling legacy systems; and providing strategic solutions for future web capabilities. Managed over 40 people|

|and a budget in excess of $25MM. |

|Architected global e-commerce and enterprise systems integration. Managed the life cycle of design, implementation and production support for each of the client |

|implementations. Included design of various Data Warehouses and Data Marts for various business units. |

|KPMG LLP, 345 Park Ave., New York, NY—Senior Consultant, Capital Markets 11/’96-07/’99 |

|Representative Clients - Deutsche Bank, CS First Boston, Morgan Stanley, JP Morgan, Refco Group, Bank of Montreal, Merrill Lynch and Citicorp. |

|Primary job roles included life cycle project management, management consulting, business analysis and business re-engineering using advanced technology concepts, cost |

|benefit analysis and ROI analysis. |

|Assessed the entire market risk models for all trading desks for four legal entities for a major European bank and wrote a book on market risk and operational risk models, |

|data processes and VaR calculations and reporting systems. Wrote a book for Market Risk for the four legal entities of the bank, including proprietary trading models and |

|valuation of books(680pages) |

|Managed an engagement for a major commodity trading group and assessed their operational risk and cost analysis for trading all commodities on various exchanges. Analyzed |

|and minimized their transaction costs for trading derivatives. |

|Managed re-architecture, redesign and development of Loan Analysis Software for commercial loans for banks, including embedded credit derivatives, including; swaps, |

|options, swaptions, caps, floors, collars and other exotics. The application was written in C++ with a user interface written in Java, and incorporates a model that |

|utilizes gradual degradation of ratings and calculates the EPVs and RAROCs for commercial loans. Developed proprietary trading, high frequency, VWAP models. |

|Merrill Lynch, 101 Hudson Ave., Jersey Ave., NJ—Senior Architect 04/’94-11/’96 |

|Books and Records Project & TES (Transaction Entry System); designed integrated object-oriented models for the entire project using three-tier architecture. Key member in |

|the design of Rules, Routing and Formatting engines (now part of MQ Series).Managed team of 60 technical staff and analysts. |

|Managed design and development of Transaction Entry System for entering complex transactions including interest rate derivatives, swaps, swaptions, equity derivatives, |

|caps, floors and collars for posting in the Books and Records Repository |

|Co-Managed the design and development of Books & Records system. Supported the daily trading activity of variables interest rate preferred trading desk and the mortgage |

|allocations desk. |

|Rewrote mortgage optimization algorithm for optimizing high coupon rate mortgage pools Supported the mortgage allocation |

|project on HP (HP-UX) platform. The optimization saved the allocations group an average of 60K a day in interest payments. |

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|CTA Inc., Pleasantville, NJ—Senior Engineer 06/’90-04/’94 |

|Project Manager and Lead Designer/Developer of National Airspace Simulation models and B747-400 Flight Management Computers, Data Link in 3-D with Decision Analysis Models.|

|Manager and Lead Designer/Developer of Reconfigurable Cockpit Simulator (RCS) for modeling Data Link from Ground Control to Pilots. Manager and Lead for building national |

|airspace simulation models for FAA Technical Center and built decision analysis simulation models. |

|The Ohio State University, Columbus, OH – Teaching & Research Assistant 08/’88-06/’90 |

|Taught undergraduate students Engineering Economics and Decision Analysis, and worked on a NASA/NOAA project on optimal oceanic paths using seasonal ocean currents |

|Worked as teaching assistant in the main computer lab and electrical engineering lab, supporting various systems and statistical packages. |

|Memberships: Member, Global Association of Risk Professionals |

|Member, International Association of Financial Engineers |

|Presidential Club/Life time alumni – The Ohio State University |

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|Addendum |

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|Business Areas: |

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|Strong Knowledge / experience in Equity Systems, development, management and integration for over the counter and exchange traded equities and equity derivatives, fee |

|structures, compliance and regulatory issues. Strong knowledge of Credit Derivatives, Interest Rate Derivatives, Equity Derivatives and Trading Systems for these |

|derivatives; Equity Markets (equities (OTC & listed, warrants), options (US, European, Asian), P-Notes, pricing & risk models (Blacks, Black-Scholes, Modified |

|Black-Scholes, Garman-Kolhagen, Cox-Rubenstein, Garch, n-Garch), exotics (Knock-out, Knock-ins, Quanto Basket, Digital, Compound, contingent, Ladder, lookback, swaptions, |

|swaps, caps, collars, captions, floors,), Derivatives (equity derivatives, fixed income, interest rate, interest rate pricing models including Black-Derman-Toy, Vasicek, |

|Hull-White, credit), Fixed Income (bonds, treasuries, corporate bonds, strips, mortgage backed securities, CMOs, structured instruments, bond futures, callable and puttable|

|bond options), Commodities (contracts, futures, exotics),Money Markets, FX (spot, futures, FRAs), Repos, Reverse-Repos, Collateral Assets, Commercial Loans (vanillas, |

|embedded options, embedded credit derivatives, embedded currency options), Risk Management (all instruments, VaR models, Monte Carlo VaR, Stress Testing, |

|variance/correlation matrices, Delta-Gamma VaR, Compliance, Net Capital Requirements, JP Morgan Risk Metrics). Knowledge of Back/Middle Office like Settlements, Settlement|

|Risk, Clearance, Book Keeping and Accounting, Custodial and Sub-Custodial Banking, Cross-border trading, Cash Management, Margin Accounting, Commissions (Trader and |

|Exchange), Reporting (Fed reporting, SEC reporting, Risk Reporting, Fees and Odd lots reporting, Risk and Currency Exposure reporting) Compliance and NASD/NYSE regulations,|

|G/L, P&L, Confirms, & Affirms, Allocations, Corporate Actions. Knowledge of Trading Analytics, Trading & Hedging Strategies, High Frequency Trading Strategies (equities, |

|equity derivatives, fx, commodities and futures) Program Trading (fair value, Basket. Options, commodities), Arbitrage (Fixed Income, index, currency, futures, Equity, |

|Risk, Statistical, ETF, Box), Long/Short, 130/30, Long/Long, Short/Short, High vol/Low Vol, intra/inter day arbitrage, micro/macro model trading, relative value, |

|technical, Modeling and Pricing, Valuation of Books |

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|Software Skills: |

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|Extensive Knowledge and experience of Web/Portal, E-Commerce, B2B, B2C, Architectures, Hardware and Software Design; Web and Application security, IT Audit, Cyber Security |

|& Encryption products, protocols and procedures; |

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|Operating Systems: Unix, BSD, AIX, Ultrix, HP-UX, DG-UX, Solaris, IRIX, SVR4, Windows NT, XP, Macintosh OSX |

|Scripting: Unix Shell Scripting, Text processing Utilities (awk, sed, Perl, Tck/Tkl, Tex, LaTeX etc) Shell programming in C-Shell, T-Shell, Bourne Shell, Korn Shell, Bash |

|Networking: Unix Networking (UUCP, TCP/IP, PPP, SLIP, NFS, NIS+), make, rcs, sccs, PVCs; Unix Internals (solaris device drivers and OS internals) , IPC facilities and |

|development; Unix (all flavors) Systems Administration, Network Administration, Web and News Administration |

|Object Oriented |

|Methodologies & Tools: Agile, Scrum, RUP, UML, OMT, Waterfall, Fusion, Booch, Bertrand Meyer, Ivar Jacobson), S-Designer (PowerDesigner), Erwin, Rational Rose, Paradigm |

|Plus, B2B, B2C, Web based marketing and analytics, Web based data mining, Web Services Integration of Social Networks. |

|Windows Programming: Motif, OpenLook, Xwindows, Xt, XDarwin, Windows, TeleUse, Neuron Data, NextStep, Xfree |

|Languages: C, C++, C#, Java, J2EE, Java Beans, EJB, Ruby on Rails, PHP, Web 2.0, Simscript II.5, Visual C++, Visual Symantec Café, XML, fpML, Visual Basic, Pascal, Fortran,|

|Prolog, Modsim, Simula, Ada, OpenGL, GLX, GLXWidgets, Performer, Objective C. Knowledge of Silverlight, Scala and Clojure. |

|Programming |

|Paradigms: Multi processing, Distributed processing, Vector programming, ISIS, Realtime, Super Computing, Knowledge of Artificial Intelligence, Machine Learning |

|(tensorflow, theano, keras), Data Sciences, Data Mining, Neural Networks (Kohonen and Backpropogation) and Orbs |

|Databases: Sybase, Oracle, SQLServer, DB2, ndbm, SQL and SQLPlus, Database Administration, Database Performance Tuning and Optimization, Stored Procedures Optimization, |

|Hadoop, Cassandra, MongoDB and design of relational and no-sql databases. |

|Math & Stat: SAS, SPCSS, MatLab, R, Numpy, Scipy, Mathematica and other Statistical and Optimization Packages (AMPL, Gurobi, C-Plex); Rogue Wave Libraries (tools.h++, |

|math.h++, dbtools.h++, net.h++). |

|Data Science/AI/ |

|Machine Learning: Visualization tools like Tableau, Google Charts and AI, Machine Learning tools (Tensorflow, Theano) |

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|Messaging |

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|Architecture : MQSeries, NEONet, Orbix, and Integration Servers, Vignette, WebSphere, JRun, Vignette, Integration Adapters for Siebel, PeopleSoft, SAP and JDEdwards; |

|WebServers, Apache, IIS and iPlanet, SOA, Hub-n-Spoke, Client-Server, 3-tier, n-Tier, WebServices, Orbix, RPC based, Broadcast based. |

|Security: Security tools like Netegrity and Siteminder |

|Knowledge of System and Information Security including PKI, Certificate Servers, Calendar/Mail Servers, LDAP, heterogeneous networking, routers and firewalls configuration |

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|Utility tools: MS Applications, MSProject, MSAcess, Excel, Visio, Web Authoring tools and ASP, JSP, HTML, Knowledge Management and Search Management and Engines. |

|Risk Systems: |

|RiskMetrics, Algorithmics, Numerix, Summit, Sungard, Calypso, Murex, Sophis, OpenLink(Endur,Findur), MB Risk Management, Geneva Advent, Streambase and various proprietary |

|trading, VWAP, high frequency and risk systems. |

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|PROFESSIONAL COURSES TAUGHT & PUBLICATIONS: |

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|Professional Courses Taught: (at hedge funds) |

|Financial Derivatives & Swaps |

|Risk Management 101 |

|Rules Driven Data Modeling |

|Papers & Books: |

|Market Risk & Pricing of books – Proprietary models, data & process flows across all institutional trading desks and legal entities (A European Bank proprietary document) |

|Fast Algorithm to generate unique identifiers across multiple distributed messaging (New Era of Networks proprietary, for client IBM – Retail) |

|LGA/TEB air traffic pattern phenomenon using NASPAC modeling (FAA Tech Center) |

|Research on optimal paths using ocean currents for ship routing (NOAA Research document – The Ohio State University) |

|Decision Analysis model using simulation for optimal cost structure for FAA Tech Center expenses (FAA Tech Center – RCS Laboratory) |

|Courses taught (undergraduate at The Ohio State University and Gandhi Institute of Technology & Management): |

|Decision Analysis |

|Engineering Economics |

|Fluid Mechanics |

|Engineering Mechanics |

|Numerical Analysis |

|Engineering management |

|Simulation & Modeling |

|Computer Programming |

|Non-Linear Programming |

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