Shreyas Khalkar

- Structured Products/Non-Agency MBS pricing - Analyse and price Non-QMs, Single Family Rental(SFR), Re-Performing Loans(RPL), Non-Performing Loans(NPL) and Legacy - Analyse portfolio of securities, explain nuances and methodology to clients and auditors - Present and report market commentary on economic trends, sector updates on weekly Global Securitized Markets meeting - Design fixed income valuations models and manage ad-hoc projects on data migration - Automated routine QC processes using Python

• Studied and researched general price pattern performance of S&P 500 migration companies with respect to volatility changes to determine ideal time of buying or selling a security • Performed fundamental, statistical investment research for essential task such as equity research, data analysis for risk management and public equities • Worked with Arbitrage Return Strategies team to analyze risk, return and factor exposures of different sectors of a Portfolio of Hedge funds and assess overall Fund Performance through Caissa and Venn platform.

Graduate Assistant for Fixed Income Securities

Worked on Value Stream Mapping of the Supply Chain Management function which included involvement of cross functional team to achieve an optimized solution by identifying the bottlenecks of the Non Value Added activities of the current state process workflows and reducing or eliminating it in the future state or proposed state map. This included taking process times of various SCM functions such as Logistics, Order Management, Planning and Procurement and mapping their current process flows which varies according the customer order demand.

Worked with the Operations Management Department. Project Description: Optimization of Assembly Layout to reduce cycle time and improve productivity rate of the assembly processes using Layout Design Orientation and Flexsim Software.

Coursework: Engineering Mathematics (Linear Algebra, Univariate & Multivariate Calculus, Partial Differential Equations), Statistics and Fundamental for Business Finance, Modelling & Simulation, Fundamentals of Programming Language, Numerical Methods with C++, Operations Research, Industrial Engineering and Engineering Economics, Engineering Mechanics, Robotics, Soft Skills.