Hi Everyone. Just wanted to drop my profile and introduce myself. My name is Vikram.
Work Experience:
Five years trading and managing risk in index and equity derivatives. Spent 4 of those years at Goldman Sachs and the rest at a small startup firm. Due to the enormous capital investment needed to get into the vanilla options business (as well as the collapsing bid/ask spread), I decided to get back to school and gain a more comprehensive education in derivatives and quantitative finance.
Education:
Bachelors-The University of Chicago
-major in Biological Sciences
-relevant courses in multivariable calc, linear algebra, and differential equations
Masters-Florida Institute of Technology
-major in Operations Research
-coursework in probability theory, mathematical statistics, analysis, advanced ODEs and PDEs, and heavy work in stochastic optimization.
GMAT: 710, 49Q, 37V, 6.0 AWA
Programming: C++, Matlab, VBA, and learning some S-Plus and Monte Carlo simulation software.
Goal after MFE:
I would like to leverage all this education and get into a business that has substantial room for growth and utilizes advanced concepts in finance and derivatives, e.g. emerging markets or structured finance. I've seen all aspects of running a business and I believe with the right quantitative background, I can move between the various roles associated with running a good desk. In other words, I think I can be a great quant and a great manager. (Certainly better than some Wharton MBA
)