MANUJ AGARWAL | 16MF3IM20

MANUF. SCI & ENGG.IND. ENGG.MAN. (M.Tech Dual 5Y)

MINOR in COMPUTER SCIENCE & ENGG. (B.Tech 4Y)
EDUCATION
Year Degree/Exam Institute CGPA/Marks
2021 M.TECH Dual Degree 5Y IIT Kharagpur 8.14 / 10
2015 AISSCE Tagore Public School, Jaipur 86.00%
2013 AISSCE Tagore Public School, Jaipur 10 / 10
CERTIFICATIONS
FRM Level - 1 | Jun '19
Secured top quartile score in 3 of the 4 modules testing Financial Markets and Products, Valuation and Risk Models, Foundation of Risk
Management, and second quartile in Quantitative Analysis module, conducted by the Global Association of Risk Professionals (GARP)
INTERNSHIPS AND PROJECTS
Risk Analyst | Model Risk Management Team | Credit Suisse Business Analytics (India) Pvt. Ltd. | May '20 - Jul '20
• Reviewed the Liquid Alternative Beta Regression model to replicate the risk-return characteristics of the Hedge fund index universe
• Performed an independent implementation to assess the correctness of the final weights of the factors in the Long/Short LAB Index
• Evaluated the model performance on 3 different performance metrics; raised a documentation finding in the Event-Driven model
• Reported a discrepancy in overall Governance process and raised a Severity 3 finding to ensure the completeness of ongoing monitoring
Price Clustering and Stock Market Stability | Supervisor: Dr. Ajay Kumar Mishra, VGSoM | Jan '20 - Feb '20
• Studied the underlying relation between the price clustering on round pricing increments and stock price stability on 1650+ BSE stocks
• Observed that the coefficient of cluster frequency is statistically significant at 1% level through a multivariate OLS linear regression model
• Tested the reverse hypothesis to determine the effect of 3 different exogenous market shocks in BSE on price clustering and volatility
• Concluded that the causation flows from price clustering to price volatility and return volatility instead of the other way around
Summer Analyst | Team Quantra | Quantinsti Quantitative Learning Pvt. Ltd. | May '19 - Jul '19
• Compared three different capital allocation methods specifically, the Modern Portfolio Theory, the Kelly Criterion, and the Risk Parity
• Backtested the performance of these methods on the past 10 years of data of US-based stocks and analyzed the favorable scenarios
• Performed an independent implementation of the model and simulated the returns using the Monte Carlo simulation method
• Achieved above-market returns with a Sharpe Ratio of 1.44 in 3 different scenarios with the 2 different capital allocation methods
COMPETITION/CONFERENCE
Data Analytics General Championship | Gold | IIT Kharagpur | Feb '20
• Predicted the type of network congestion in a multi-class classification problem for a cellular tower based on the traffic data features
• Applied Feature Engineering taking insights from Exploratory data analysis to obtain new features with the higher relative importance
• Predicted the class-wise uncertainty using the Confusion Matrix which showed high accuracy and low uncertainty for certain classes
• Applied an ensemble of machine learning models like GradientBoost, XGBoost, and AdaBoost to achieve the MCC score of 0.73
Prakriti Data Analytics Competition | Gold | Department of Agriculture and Food Engineering | Mar '18
• Measured the key trends in Agriculture Produce Market Committee (APMC) price and quantity of different commodities in Maharashtra
• Filtered the outliers in the time series data based on the type of commodity and the given year using the interquartile range method
• Filtered out non-stationary time series for different commodity using Augmented Dickey-Fuller test with 95% Confidence Interval
• Detected type of seasonality, additive or multiplicative, with an accuracy of 82%, and finally deseasonalized the price of the commodity
POSITIONS OF RESPONSIBILITY
Captain | Data Analytics | Patel Hall of Residence | 2019-20
• Led a team of 15+ members and bagged the Gold medal among 20+ teams, under the Technology General Championship
• Managed the coordination between the team for different tasks of problem statement for this rigorous event which lasted for 10 days
• Conducted a total of three workshops to make freshmen familiar with the field of data analytics and its application in the industry
Captain | Illumination | Patel Hall of Residence | 2019-20
• Led a team of over 100 student members in the event of Illumination for the Social and Cultural General Championship
• Envisioned the theme of an 18ft high framework taking the scenes from the Indian epics and culture and handled the logistics
• Managed a budget of INR 1.5 Lacs and man-power coordination for the different tasks of the event which lasted for over a month
SKILLS AND EXPERTISE
Software Tools and Programming Languages: MS Excel | MS Powerpoint | Tableau | SolidWorks | R Studio| C | C++ | Python | R
Finance: VaR | Capital Asset Pricing Model | Binomial Trees and BSM model | Arbitrage Pricing Theory | Option Greeks | Time Series
Analytics: Probability and Statistics | Regression |Programming and Data Structure | Data Analysis | Machine Learning | Algorithms

EXTRA CURRICULAR ACTIVITIES

• Conducted a knowledge sharing session with students with special needs during the internship with Credit Suisse in 2020
• Part of Gold winning Virtual Trading Competition team organized by Nomura Capital Private Limited in 2019
• Mentored 5 freshers towards academic excellence under preview of Dean of Student Affairs for the Academic Session 2019-20
• Part of Gold winning team of Open IIT Dramatics event 2017, and managed the lights, sounds, and the other logistics
!self declaration by the student