VIDYESH VADHAVKAR

VIDYESH V. VADHAVKAR
219 West Squire Drive
Apartment #5
Rochester, NY-14623
Phone: (585)-752-3220
E-mail: vvv7080@rit.edu

OBJECTIVE
To obtain a full time position where I can apply my analytical skills, experience and ability in the statistical analysis. Available – September 2011

EDUCATION
Rochester Institute of Technology, Rochester, NY
Master of Science in Applied Mathematics, GPA: 3.67

COURSES/SKILLS
Programming Languages: C/C++, SQL, Java

Applications: SAS, Stata, MATLAB, Minitab, MS Access, MS Excel/VBA

Courses: Probability and Statistics, Data Analysis, Regression Analysis, Stochastic Processes, Stochastic Calculus, Partial Differential Equations, Numerical Analysis, Numerical Linear Algebra, Option Pricing Theory, Black-Scholes Model, Binomial Model, Volatility Modeling, Risk Analysis, Value at Risk (VaR), Monte Carlo Simulations

PROJECTS
Derivative Pricing, Hedging and Risk Analysis - (Thesis)
• Analyzed stochastic differential equations and applied to option pricing
• Learned derivative pricing theory, option pricing models and Greeks in detail
• Implemented hedging strategies in portfolio construction using Greeks
• Studied volatility modeling, exotic options and path dependent options
• Coded up derivative pricing models using Monte Carlo simulations in C++
• Implemented Risk Management Technique- VaR in portfolio risk analysis
• Implemented Value at Risk (VaR) for portfolio using Monte Carlo Simulations in Excel/VBA

WORK EXPERIENCE
University of Rochester Medical Center, Rochester, New York | Feb 2011 – August 2011
Information Analyst
• Designed analytic data set specifications, managed and manipulated multiple large data sets using Stata
• Manipulate, merge and restructured analytical data sets from large-scale data in Stata
• Extracted data using SAS/Access, SAS SQL procedures and created SAS data sets
• Stata/SAS programming for statistical data analysis and data management
• Performed regression and correlation analysis of large health care data in Stata
• Developed and executed advanced statistical analyses such as regression analysis, experimental designs, multivariate analysis, categorical and longitudinal data analysis
• Used advance Excel features like pivot tables, filters, look up functions and macros

Rochester Institute of Technology, Rochester, New York | Aug 2008 – Jan 2011
Teaching Assistant
• Graded course assignments and homework
• Assisted professor with math class of 30-35 students
• Tutored students outside of class for mathematical and statistical courses

Infosys Technologies Limited, Bangalore, India | Aug 2006 – Jul 2008
Software Engineer:
C++ Developer: (Telephone Directory Project)
• Developed code in the C++ programming language
• Used SQL Server to store data
• Revised code, reviewed output and maintained the documents of the project

Java Developer: (Car Rental System)
The Car Rental System encompasses all the workflows that are relevant to an online car booking system. The front end UI used in the system was J2EE based and used the MVC design pattern. Extensively used JSP, Servlets and the backend had SQL server as data store.

Responsibilities:
• Involved in the front end development of key modules using Java technology
• Responsible for the designing, develop and test the system
• Used JDBC for database connection

Windows System Administrator- Client: Pfizer
• Performed requirement analysis and capacity planning for IIS web server
• Created and maintained IIS websites on Microsoft platform
• Automated website publications using batch files
• Interacted with vendors and provided software support

ACTIVITY/INTEREST
• Member of PiRIT math club at Rochester Institute of Technology

REFERENCE
• Available upon request

Sas, Stata, Matlab, Excel, Access, Minitab