Mr. Kohli is an experienced Quantitative and Risk Analyst with extensive experience in the financial industry, including six years at a Fixed Income asset manager with over $400 billion AUM and over two years at a large multi-strategy hedge fund (over $10 billion AUM) that trades high yield, bank debt, convertible, and equity securities.
Mr. Kohli is a CFA (Chartered Financial Analyst) Charter Holder and a CAIA (Chartered Alternative Investment Analyst) Charter Holder. He passed Level I of the Financial Risk Manager (FRM) exam in May 2010, and will be a candidate for Level II in 2011.
* Proficient in Microsoft Excel and VBA * Extensive Bloomberg Excel Add-in and Web Services API development * Extensive development experience in Java and C# * Strong experience with relational databases (Oracle, SQL Server, Sybase)
* Managing large complex software projects in the Financial Industry * Developing custom performance reporting and analytics for large hedge fund * Building an in-house rating repository to track ratings for high yield, equity, and bank debt positions * CDO/CLO Management (CDO Sentry) * Integrating FIX trading for Equities * Evaluating Security Master vendor systems (Eagle, Paladyne, Asset Control) * Evaluating research Management Systems (Tamale, Code Red) * Building a proprietary fixed income order management and allocation system * Building a proprietary Mortgage/TBA allocation system * Building a proprietary Collateral Management System * Developing custom accounting system reporting and analysis for the Geneva and InvestOne accounting systems
Fixed income trading, pricing, and settlement. Instruments include IG and HY debt, MBS/ABS, Bank Debt, Converts, F&O, CDS, TRS, CFDs.