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Rohit Ganguli

Rohit Ganguli

Techonolgy Support Associate, Research

Bridgewater Associates

Technology Associate in the Hedge Fund Industry

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Bridgewater Associates

Techonolgy Support Associate, Research

Career medium 02

Reinsurance Group of America

Project Consultant

Derived and implemented a model using Bloomberg, MATLAB, and Stochastic Calculus to price swaptions (options on a swap) based on an Arbitrage-Free Nelson-Siegel (AFNS) Pricing Model.

Career

Washington University in St. Louis

Student

MS Finance

Career medium 04

NISA Investment Advisors

Intern - Investment Strategies

· Created MATLAB and MS Excel based tool used by Client Servicing Group to simulate interest rate volatility and
probability of interest rates breaching certain triggers.

· Programmed exhaustive project to collect daily price data for commodities on Dow Jones and Goldman Sachs Commodity
Indices and analyzed returns based on roll days.

· Developed Excel-based tool to generate daily basis reports for Treasury Futures based on research published by Lehman Brothers and Goldman Sachs.

Career

Sigma Scan Systems Pvt. Ltd.

IT Administrator

Led team of four in planning and successfully rolling-out SAP Business One (comprehensive ERP Suite for small businesses)
across the company despite limited budget of $10,000.

· Upgraded company's network security by setting up enterprise-class router, firewall, and VPN access (for off-site access) on
shoestring budget of $1500.

Career medium 04
Career

Washington University in St. Louis - Olin Business School

Master of Science, Finance

Oklahoma State University

Bachelor of Science, Computer Science