257/3 IIT KANPUR, KANPUR 208016, INDIA

Email: sidsahoo@iitk.ac.in
Mobile: +91 98897 36774
Siddharth Sahoo
AIM To make an unique interdisciplinary effort of utilizing my knowledge in Electrical engineering for solving
Problems in Financial Engineering

RESEARCH Financial Engineering.

INTERESTS Artificial Neural Networks and their application in Finance.
Fourier and Laplacian Principles and their application in Finance.

ACADEMIA Degree Institution Year

B.Tech M.Tech(Dual) Indian Institute of Technology Kanpur (IIT 2005-present

in Electrical Engineering Kanpur)
(Secured 415 rank in IIT
JEE) Current cpi
6.6/10

Class XII , scored 86% CBSE(Central Board of Secondary Education) 2004

Class X ,scored 85.2% CBSE(Central Board of Secondary Education) 2002

SKILLS ACQUIRED Knowledge about Binomial Trees, Black Scholes Model and pricing of options and derivatives.
IN FINANCIAL Time Series Models, GARCH Models, Moving Average Models.
ENGINEERING VAR Models.

INDUSTRIAL Summer Internship at Birla Sun Life Insurance Company Ltd. in the Investment Department,
INTERNSHIP Mumbai, one of the top 3 private life insurance companies in India.

May 2007 July Project Title:

2007

Operating Norms in Debt Investment and Equity Research

Key Learning
Better understanding of the market and the actual difference between the theoretical and
practical implications of market happenings on financial instruments.
Fundamental Analysis of stocks and IPOs.
Exposure to corporate world and professionalism in work culture.

Achievements
Recommended the operating norms for debt investment and modeled the mathematical ratios
which the company could follow before considering any debt instrument worthy to be held for
investment.
Recommended on various investment decisions in Equities and IPOs.
Above Recommendations were considered for decision-making.

ACADEMIC 1) Project Title:

PROJECTS
Efficient calculation methodologies for Value at Risk (VaR) measure:
A comparative study for US and Indian financial markets
(Aug 2007 present)

Supervisor: Dr. R.N Sengupta, Department of Industrial Management and Engineering, IIT Kanpur.

Key Learning till date:

VaR models like Historical Simulation, Monte Carlo Analysis, and Principal Component Analysis.
Model of behavior of stock prices, Lognormal property of stock prices, Itos Lemma Model and
Black Scholes model.

Expected outcome of this project:

Development of Probability models to predict risk exposure in financial markets.
Use of managerial framework expounded in Nerkar and Paruchuri (2005) and Paruchuri
etal (2006) to theorize about a subject firms probability of default.
 2) Project Title:

Image Analysis under Mr. Ankur Purwar, Senior Business Analyst, Mu-Sigma, Bangalore. ( May
2006 June 2006)

Key Learning:
Coding techniques in Java SWING.

Achievements:
Successful implementation of some desired image-processing characteristics in the software
being developed.

3) Won the Best Project in Physics Category for my project titled Hybrid Solar Cell in Intel
Science Talent and Discovery Fair 2003, IIT Delhi. It is the only fair of its kind which gives
students an international exposure on a pre-college level. The best scientists of the country judged
the projects.

RELEVANT Probability and Statistics Introduction to Micro and Macro Economics

COURSES DONE Linear Algebra Microeconomics and Game Theory
Real Analysis Communication Systems
Differential Calculus
Signals and Systems- Complete
fundamentals of Laplace and Fourier
concepts

SOFTWARE SKILLS Proficient in JAVA and C++

Proficient in MS OFFICE, MATLAB

LEADERSHIP AND Coordinated and designed the first ever Leadership Workshop at IIT Kanpur, which was guided
EXTRACURRICULAR by Professor Debashish Chatterjee (Adjudged as one of the thought leaders in world by
ACTIVITIES Harvard business school and currently Professor at Indian Institute of Management
Lucknow, India.) and Ms. Laurel Hubber (C.E.O Canadian Center for Leadership and
Human Values).

Coordinating and managing a National Circuit Lecture campaign titled Break Free with Professor
Debashish Chatterjee in all IITs in India in January 2008.

Coordinator of the Business Club at IIT Kanpur for 2007-08. Leading a team of 12 people and
revitalizing the club activites by taking lectures and arranging discussion forums.

Worked with Dean of Resource Planning and Generation (Jan 2007 April 2007), IIT Kanpur for
Alumni Solicitation Programme, where we called our alumni and motivated them for donations to
IIT-K.

REFERENCE: Dr. Raghu Nandan Sengupta Mrs. Keerti Gupta

Assistant Professor Head of Investment
Industrial Engineering and Management Advisory, risk Management and
IIT Kanpur Operations
E mail: raghus@iitk.ac.in Birla Sun Life Insurance Company Ltd
E mail: keertigupta@birlasunlife.com

Mr. Sandip Yuwanati

Senior Analyst
Deloitte Support Services India (p) Ltd. - OS&T
E mail: syuwanati@deloitte.com