Sachin Kumar Email: imsac201@gmail.

com
Bendheim Center for Finance, 20 Washington Road, Princeton, NJ Mobile: +91
08544
EDUCATION
Jadavpur, N
• Jadavpur University 2019-2021
Bachelor in Mechanical Engineering
◦ Anticipated Coursework: Programming in C and C++, Numerical Analysis of data, Probability, Linear Algebra,
Calculus, Differential Equations, Fixed Income, Financial Modelling
• Indian Institute of Technology, Delhi New Delhi, India
Master of Technology, Mathematics and Computing, GPA: 2014-2019
8.07/10 Bachelor of Technology, Mathematics and Computing,
GPA: 8.42/10
◦ Relevant Coursework: Financial Mathematics, Stochastics of Finance, Linear Algebra, Calculus, Differential
Equations, Data Structures, Data Mining, Probability and Stochastic Processes, Statistical Methods, Automata,
Game Theory

INTERNSHIPS
• Goldman Sachs Bengaluru, India
Market Risk Modelling - May 2018 - Jul 2018
Mortgages
◦ Derived insights into optimal risk factor benchmark time series for mortgage backed securities in SecDB
by conducting segmentation analysis based on multiple attributes including coupon and vintage year
◦ Implemented a distance based agglomerative clustering algorithm in Slang for split point determination
◦ Devised statistical tests for similarity of time series using norm metrics and correlation curves
• Citi Corp Mumbai, India
Retail Services - Risk May 2017 - Jul
Management 2017
◦ Performed text mining on unstructured collections data using nltk to identify trends and inconsistencies
◦ Developed neural network models in Python for classifying delinquency status of credit card holders
◦ Utilized Hadoop DFS and the parallel processing of MapReduce to speed up computation on big data
◦ Received ’Best Intern’ award based on continuous evaluation of project work by internship supervisors
PROJECTS & RESEARCH
• Credit rating transitions modelling: M.Tech thesis project (Guide: Prof. S Dharmaraja) Jul 2018 - Jun
2019
◦ Formulated expanded state approach to deal with rating momentum in Markov rating transition
models
◦ Implemented transition matrix estimators in Python and Excel using data of 6469 companies rated by S&P
◦ Achieved 6% increment of accuracy in random forest model predicting direction of next rating
transition
• Study of Markov decision processes: Mini Project (Guide: Prof. Vikas Vikram Singh) Jan 2018 - May
2018
◦ Researched variants of stochastic dynamic programs consisting of different policies and optimality
criteria
◦ Implemented backward induction algorithm in MATLAB for finite horizon inventory management problems
◦ Compared efficiency of linear programming and policy iteration methods for infinite horizon problems
SCHOLASTIC ACHIEVEMENTS
• Test Scores: GRE: Verbal 165/170 Quantitative: 170/170; ToEFL: 118/120 (2018)
• Teaching Assistant: Guided UG students in courses ‘Intro to Statistics’, ‘Theory of Computation’ (2018-19)
• MHRD scholarship: Received from HRD ministry, Govt. of India for excellent academic record (2018-19)
• Joint Entrance Examination Mains: Secured 100 percentile among 1,000,000 students nationwide (2014)
• KVPY scholarship: Awarded by Govt. of India; Secured All India Rank 180 in prestigious examination (2013)
SKILLS AND INTERests
• Languages and Software: Java, Python, C++, R, MALTAB, OCaml, Slang, Stata
• Music: Junior diploma in Hindustani vocals; Awarded ‘Significant Contribution to Music Club, IIT Delhi’ (2017)
 ◦ Director, Indian Music Society, IIT-Delhi; orchestrated performances for 12 institute events (2016-17)
• Leadership and mentoring: Awarded ‘Excellence in mentorship’ by Mentorship Review Committee, IIT-D
◦ (2017) Guided group of 5 freshmen to ensure academic and social well-being during transition to IIT-Delhi
◦ Int’l Events Coordinator, Rendezvous: Led team of 30 to organize showcase event at college festival
(2017)
• Community work: Worked with NGOs ‘Wings association’, ‘Nightingales Medical Trust’ & ‘Make a Wish
◦ Foundation’ Taught music to underprivileged children; organized recreational activities for elderly at day
care centre
• Hobbies: Music (progressive, fusion), Literature (Fantasy, non-fiction), Cricket, Trekking, Travelling