Vivek Abraham

Vivek Abraham

Associate at SBI Capital Markets

Bombay Area, India

Current
Past
Education
  • Indian Institute of Management, Bangalore
  • Delhi College of Engineering
  • Bharatiya Vidya Bhavan, Delhi
Connections
462 connections
Industry
Investment Banking
Websites

Vivek Abraham’s Summary

Interested in a fast-paced, flow, quantitative-oriented role in capital markets; Experience in computer-based mathematical modeling for financial time series analysis

Vivek Abraham’s Specialties:

Using programming languages to perform quantitative analysis on financial time series; Advanced knowledge of financial derivatives and structured products


Vivek Abraham’s Experience

  • Associate

    SBI Capital Markets

    (Privately Held; Investment Banking industry)

    September 2009Present (3 months)

    Part of the execution and marketing team at the Capital Markets for public issue of equity.

  • Founder/CTO

    NetIndian

    (Online Media industry)

    December 2008Present (1 year )

    Founded a news and media startup focussed on India. Created the entire infrastructure, and now looking for investments or alternate revenue streams for the firm.

  • Coordinator, Publicity

    Mendeley Ltd.

    (Capital Markets industry)

    October 2008December 2008 (3 months)

  • Senior Analyst

    Lehman Brothers

    (Public Company; LEH; Capital Markets industry)

    July 2008October 2008 (4 months)

    Obtained the SII Certification in Regulations, Securities and Financial Derivatives, required for FSA, UK approval

  • Senior Summer Analyst

    Lehman Brothers

    (Public Company; 10,001 or more employees; LEH; Investment Banking industry)

    April 2007May 2007 (2 months)

    Interned as a summer analyst on the Quantitative Portfolio Advisory and Hybrid Rates Trading desks.

    Quantitative Portfolio Advisory: Analysed large fund trades using proprietary models on various risk factors; Advised clients on their exposure to various risks and transaction costs.

    Hybrids Rates Trading: Built a model for oil futures price trend over multiple years; Studied the kurtotic risk of world equity indices, and relationship between index levels and their volatility indices.

  • Intern

    National Informatics Center

    (Government Agency; 1001-5000 employees; Computer Software industry)

    December 2005May 2006 (6 months)

    Implemented and benchmarked two information security measures on mobile phones. The comparative results were non-concomitant with industry predictions, and were presented in a paper at a national-level paper presentation competition.

  • Intern

    National Informatics Center

    (Government Agency; 1001-5000 employees; Computer Software industry)

    June 2005July 2005 (2 months)

    Prototyped, designed and developed e-Visit, a web-portal application to schedule appointments with employees of an organisation, and designed to replaced the existing paper-based system.


Vivek Abraham’s Education

  • Indian Institute of Management, Bangalore

    Post Graduate Diploma in Management , Finance , 20062008

    Developed a long-term business strategy for a subsidiary of Tata Motors, a $3.43 billion Indian company; analysed financial statements to model scenarios and make recommendations (2007)

    Modeled the Korean crisis of 1997, using the Altman Z-score model, to highlight its causes (2007)

    As part of Sigma, coordinated a 2-day Pan-Asian conference for GPLv3 at IIMB, presided by Dr. Richard Stallman, founder of Free Software Foundation, which saw over 1000 footfalls (2006)

    As part of Sigma, negotiated a 15% reduction in prices in a deal worth Rs. 10 mn. for 800 laptops with Lenovo for 1000 students across 3 colleges (2007)

    Ranked among the top 0.16% among 175,000 candidates in the Common Aptitude Test for admission into Indian Institutes of Management (2006)

    Developed a dynamic scheduling algorithm for interviews for 250 candidates in 100 firms for 5 days as part of the placement process at IIMB (2008)

    Activities and Societies:
    Sigma (The Computing Club), Phootage (The IIMB Music Band)
  • Delhi College of Engineering

    Bachelor of Engineering , Computer Engineering , 20022006

    Received the sole job offer from Yahoo! India on campus

    Dissertation titled "Comparison of the RSA and ECC encryption standards on mobile phones". Presented the paper in a national-level paper competition and won the 3rd prize, 2006. A resultant paper was published in ACM's Ubiquity (http://www.acm.org/ubiquity/volume_9/v9i20_singh.html)

    Graduated with Honours, stood 5th in the department, 2002-06.

    Class Representative of the Department, 2002-2006.

    As part of the quizzing club, help organise many national-level quizzes and participated and won in many other national-level quizzes, 2002-06

    Ranked 76 (out of 20,000 candidates) in the Common Entrance Exam for engineering colleges under Delhi University

    Activities and Societies:
    Quizzing Club
  • Bharatiya Vidya Bhavan, Delhi


Additional Information

Vivek Abraham’s Websites:

Vivek Abraham’s Interests:

Playing the piano, blogging, quizzing, playing football, programming (Linux, C++, PHP/MySQL), mathematics Also taught a learning-challenged child English for a year, 2003-04.

Vivek Abraham’s Groups:

  •    IIMB Alumni Association
  •    Alumni of Delhi College of Engineering, New Delhi
  •    DCE Entrepreneurs

Vivek Abraham’s Contact Settings

Interested In:

  • career opportunities
  • consulting offers
  • new ventures
  • job inquiries
  • expertise requests
  • business deals
  • reference requests
  • getting back in touch

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