One Kean Court                                                        Livingston NJ 07039

 

                                                                        Tel :  +1 973 992 0727

                                                                        Mob: +1 646 207 2020

                                                                        eMail: arajan_2000@yahoo.com

                                                                           CURRICULUM VITAE

 

                                             Arvind Rajan

 

 

                                                                               Experience



Jan 2006 To Present                              Fixed Income Relative Value Trading, Citigroup                          Managing Director        

  Responsibilities:                                                                                       Proprietary  Trader,  Emerging Markets and Credit

·          Founded and ran three-person emerging markets and credit unit within our newly formed global multi-strategy proprietary trading group

·          Designed and traded multi-strategy relative value book employing  F/X, Rates, Credit and Derivatives (EM), and Single-name corporate, index, and correlation products (corporate index and bespoke).

·          Designed, built  and oversaw full complement of front-office risk and P&L systems

 

Dec 2003 To Dec 2005                                       Fixed Income Division, Citigroup                                    Managing Director

                                                                                                                    

  Responsibilities:                                Co-Head, U.S. Fixed Income Strategy and Global Head, Structured Credit Research

·          Built and headed  global 30-person structured credit  (single name, CDOs, correlation) modeling and strategy team

·          Was a key business partner in building a top-ranked $500mm global structured credit franchise on Wall Street from modest beginnings

·          Created and led  twin-function global structured credit research and strategy team that built all credit derivatives pricing models for trading desks as well as strategy to analyze market, explain products, and to market the business globally

·          Partnered with trading desk in analyzing and managing the risk of the  trading desks’ correlation positions

 

·          Also co-headed Citigroup’s  55-person  fixed income strategy team in NY including rates, mortgage, ABS, Credit, and EM strategy

·          Partnered with all the fixed-income businesses to build and deliver world-class strategy product and modeling services

·          Built model portfolio of fixed-Income trades across sectors and tracked through acclaimed new publication “Leverage”

 

 

Jan 1997 To Dec 2002                         Fixed Income Division,  Salomon Smith Barney                           Managing Director                                   

  Responsibilities:                                                       Global Head, Emerging Markets Quantitative Research and Strategy

·          Built and headed 10-member emerging market quantitative strategy team

·          Partnered with trading, capital markets  and sales desks to build $300mm global EM business from the ashes of the 1998 meltdown

·          Pioneered many quantitative research methodologies in emerging markets, building a complete relative value framework across countries, currencies  and assets

·          Ran a successful hard-currency model portfolio as well as a relative value model trading portfolio

·          Team ranked first  by Institutional Investor in emerging markets quantitative research

 

 

1994 To 1997                                         Fixed Income Division, Salomon Brothers                                       Vice President

                                                                                                                                                                      

  Responsibilities:                                                               Analyst and Modeler, US  Mortgage and Asset-Backed Strategy

·          Lead modeler of  agency, jumbo, home equity, and manufactured housing mortgage prepayment models

·          These models were state-of-the art and widely used by almost all buy-side mortgage investors through our Yield Book

·          Analyzed prepayments, recommended trades and advised investors on mortgage bonds

 

 

1987 To 1994                                         AT&T Bell Laboratories                  Manager, Modeling and Quantitative Consulting

                                                                                                                                                                      

 

1985 To 1986                                         Rice University                     Lecturer, Applied mathematics and Computer Science

                                                                                                                                                                      

 

 


                One Kean Court                                                        Livingston NJ 07039

 

                                                                        Tel :  +1 973 992 0727

                                                                        Mob: +1 646 207 2020

                                                                        eMail: arajan_2000@yahoo.com

 

 

 

                                                                           CURRICULUM VITAE

 

 

 

                                                Arvind Rajan

 

 

                                                                                    Education

 

1981 – 1986                                                               Northwestern University                                                      Evanston, IL

                                       

Degree Received: M.S and Ph.D. in Operations Research

                                Final dissertation on abstract linear independence systems known as matroids

 

 

1976-1981                                                                  Indian Institute of Technology                                           Madras, India                                                                               

 

Degree Received: B. Tech., a five-year degree in Mechanical Engineering

                                

 

                                                                          Selected Publications

 

The Structured Credit Handbook, (with Glen McDermott and Ratul Roy), John Wiley and Sons, 2007

 

An Empirical Analysis of the Pricing of Collateralized Debt Obligations (with Francis Longstaff), Journal of               Finance (to appear), 2007

 

Leverage (with Michael Schumacher), Citigroup, 2004- 2005. Flagship bi-weekly publication containing trade ideas for generating alpha across asset classes including rates, mortgages, FX, credit, and emerging markets, and tracking the performance of trades.

 

Global Structured Credit Strategy (with Glen McDermott), Citigroup, 2003-2005. Flagship bi-weekly publication with quantitative research, structured credit trade ideas and portfolio research

 

The Quantitative Credit Analyst (Volumes I to V) (with T. Benzschawel et. al.), Citigroup, 2003-2005. A compendium of quantitative security and portfolio modelling and research conducted on credit under my direction

 

Global Emerging Markets Strategy (with Lewis Alexander), Citigroup, 1999-2005. Flagship weekly publication with emerging market trade ideas, quantitative analysis and portfolio research

 

Emerging Markets Quantitative Companion (Volumes I to IV), Citigroup, 1999-2003. A compendium of quantitative security and portfolio research conducted on emerging markets under my direction

 

In addition, I have authored or co-authored a variety of one-off and serial publications, both internally and externally published, and too numerous to list.