Download MITAL PATEL 100 Vail Road Apt C10 Parsippany, NJ 07054 Tel

MITAL PATEL
100 Vail Road Apt C10
Parsippany, NJ 07054
Tel: 865-266-9280
Email: [email protected]
Education:
RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY - NEWARK
Rutgers Business School
Master of Quantitative Finance, Class of 2013
3.48 GPA.
International Association of Financial Engineers, Member.
Relevant Coursework: Analysis of Fixed Income, Options, Stochastic Calculus, Financial
Time Series, Investment Analysis & Management, Financial Institutions & Markets, Risk
Management.
THE UNIVERSITY OF TENNESSEE, KNOXVILLE
B.S. Mathematics, Statistics Minor, May 2011
3.65 GPA, Magna Cum Laude.
Recipient of National Science & Math Talent Grant of Full-Tuition and $3,000 stipend.
Relevant Coursework: Time Series Analysis, Statistical Models, Differential Equations I and
II, Probability and Statistics.
Gamma Beta Phi: Performed volunteer community service 3 hours per week.
National Society of Collegiate Scholars, Member.
Experience: Fortress Investment Group LLC (Logan Circle Partners LP)
June – August 2012
Short Duration Fixed Income Intern
Evaluated performance and measured risk of different strategies within the portfolio.
Researched over 800 mutual funds in order to determine the competition for Cash
Management strategy.
Coded in VBA to assist the traders in getting results from the model portfolios and
performance attribution spreadsheets with ease.
Project
Work:
MATLAB:
Coded Newton’s Method and used it to determine roots of equations.
Created Monte Carlo simulation and bootstrap method scenarios.
Applied CAPM model to calculate betas and alphas for stock prices.
Time Series Analysis:
Used NCSS/SAS to model the number of monthly visits to M.L.K, Jr. National Historic Site.
Used linear regression, dynamic regression, ARIMA, exponential smoothing, and
decomposition to make forecasts.
Analyzed outliers, trend, seasonal and cyclical factors affecting the data.
Achieved 97.81% accuracy for the holdout period with dynamic linear regression model.
Skills:
MATLAB, R, VBA, SAS, NCSS, Microsoft Office.
Active trading in the personal brokerage account.
Fluent in Gujarati and intermediate in Spanish.