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Manoj
Thulasidas
Contact Information
20 Oxford Road
Professional Interests
Quantitative finance, trading models and systems
development, implementation and integration.
Education
Syracuse University, Syracuse, NY, USA, Ph.D. in
Experimental High Energy Physics (August 1993)
Indian Institute of Technology (IIT), Madras, India,
B.Tech. Electronics Engineering (July, 1987)
Skills
Quant team development and management, extensive product
and business knowledge from the Front Office and Middle
Office perspective, stochastic processes, pricing models,
systems and their implementation. Vast background in
quantitative and scientific methods, and proven
communication and people skills.
Career History
Standard Chartered Bank, Singapore
Senior Quantitative Developer/Associate
Director Since October,
2007
Team lead for the Front Office Quant Integration team (of
three to five quantitative developers) for adapting and
integrating pricing models developed in-house for Front
Office deployment. Responsibilities include:
· Developing and
supporting in-house trading systems including trader
interface (GUI in Excel or native), booking (Sybase),
risk-management reports meeting rapid time-to-market
requirements. Interacting with the trading desks,
structuring and IT, the Quant Integration group is in
charge of the entire process from prototype implementation
and tests, validation, documentation and maintenance of the
pricing libraries
Development primarily in C++, leveraging on and
complementing the extensive quantitative library in the
bank.
OCBC Bank, Singapore
Vice President, Market Risk
Management April, 2007 to November
2007
V.P. in charge of two Market Risk Management groups:
1. The Market Risk
Management Analytics Group (team of three to five
quantitative analysts) is Middle Office based and
responsible for analysis and validation of new financial
models. The activity concentrates mainly on products and
models supported by the Front Office system (commercial
Murex, Kondor+), covering all relevant business areas
(Equity, Interest Rate, and Credit derivates).
Implementation is done in VBA/C/C++ for prototypes (Excel)
and C/C++ using numerous applied mathematical techniques
such as stochastic calculus, partial differential equations
and Monte Carlo simulations.
Institute for Infocomm Research
(I2R), Singapore
Associate Lead Scientist April,
2003 to October, 2005
Neuro-Informatics: Research and development on
Brain-Computer Interface. Designed and implemented a BCI
system using Near Infrared Spectroscopy (NIRS), being used
at the Tokyo Institute of Psychiatry, Japan and
Eberhard-Karls-University of Tübingen, Germany.
Developed EEG based systems, awarded Samsung DigitAll Hope
grant. Several peer-reviewed articles. Expertise in signal
processing techniques (Support Vector Machine, Neural Net)
and programming (C#, C++, MatLab).
Laboratory for Information Technology (LIT)/ Kent
Ridge Digital Labs (KRDL), Singapore
Research Scientist April 2002 to
March, 2002
In charge of the New Initiative research group.
Physiometrics: Bio-signal analysis for new biometric
features. Analyzed ECG and bio-impedance data and
discovered identifiable characteristics in bio-signals and
measurements. Patent filed.
BodyNet: Developed a low voltage, robust and safe
communication system over human body using on-off keying.
Developed a prototype and filed patent.
CERN, Geneva, Switzerland and CPPM,
Marseilles, France.
Research Engineer, CNRS,
France September 1993 to July 1998
Vertex Detector: Research and development of the precision
tracking device Vertex Detector) for the ALEPH experiment,
including a detailed simulation and analysis package
modeling the track energy deposits and random noise.
Developed a rigorous mathematical treatment of the
alignment errors in the detector resulting in a near
perfect agreement between the data and simulation. Numerous
publications.
Professional Training
December 2005, Singapore. Practical Applications of Exotic
Options in Asia by The Financial Training
Company, Kaplan.
July 2006, Singapore. Overview of Banking by The
Financial Training Company,
Kaplan.
Dec. 2006, Singapore. The OCBC New Manager's Program by
Forum.
March 2005, Singapore. Scientific Writing Skills by
A*STAR, Institute for Infocomm Research.
Nov. 2003, London, UK. Neuroscan School by Advanced
Medical Equipment Ltd.
March 1996, Lyon, France. Relational Databases by
LÉcole dInformatique Générale
Fraco-Tunisienne.
Honors and Awards
January 2008 Singapore. TV coverage (Channel 5 and
Channel News Asia) commenting on the subprime crisis
and economic outlook.
January 2008 London. Featured in the cover story of the
Wilmott Magazine, commenting on the volatile
year as a quantitative finance expert.
November 1995 CPPM, Marseilles, France. Chosen by the
French National Center for Scientific Research
(CNRS) as Ingenieur de Recherche (Research Engineer)
following an open nation wide competition.
Fall 1987 Summer 1993 Syracuse University, USA.
Graduate Assistantship and Tuition Scholarship awarded on
the basis of the academic merit.
Selected Publications
Over 200 peer-reviewed journal articles and one book.
Regular columnist for the Wilmott Magazine
(London), the Today paper (Singapore). |
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