Sr. Research Engineer Resume Libertyville, IL - Hire IT People

EDUCATION

Master of Business Administration,�Analytical Finance

GMAT: 760 (99th Percentile), Dean’s Honor List (Multiple Quarters)
Student Groups: weIMG (Investment Management Group): Co-Chair 2011, Chicago Booth Banking Club

Master of Science,�Mechanical Engineering

Awarded University Graduate Scholarship

Bachelor of Engineering,�Mechanical Engineering

EXPERIENCE

Confidential�Libertyville, IL
Summer Intern-Valuation: Technology Licensing Group�April 2011 – September 2011

Lead a summer project for Motorola Mobility’s Technology Licensing Group. The project identified, valued and licensed a patent portfolio to a third party test facility (IST, Taiwan).
Conducted asset valuation (comparable transactions analysis, real option pricing and DCF under different scenarios and subject to different risk/return behaviors) to value the portfolio as capable of providing one hundred and ten thousand dollars per year of additional licensing revenue to Motorola Mobility.

Confidential�Libertyville, IL
Sr. Research Engineer October 2005 - Present

Five years professional experience in quantitative research, structural dynamics and signal processing algorithm development, optimization and research
Portfolio Management (Alternative Investments): Developed financial projections (under different growth scenarios and technology roadmaps) and conducted valuations, risk management (VaR, expected loss, Monte Carlo on schedule and obsolescence) and stress testing for portfolios of patented technologies for potential sale/licensing in conjunction with Motorola Mobility’s legal, licensing and finance groups.
Developed dynamic signal processing, optimization and parameter estimation algorithms (Matlab and Python) for optimizing the dynamic shock response of mobile devices. The algorithms utilized and optimized simulation data containing structural response from millions of degrees of freedom on the simulated mobile device.
Developed and integrated touch sensing and human tissue-based data transfer technologies. The research resulted in three filed US Patents (fourth patent being filed) and over fifteen IP disclosures.
Subject Matter Expert in Analytical and Quantitative Parameter Estimation, Dynamics and Signal Processing.

Confidential�Minneapolis, MN
Research Engineer April 2004 - October 2005

Lead a team of four engineers in planning, budgeting and executing two US Army 2 million dollars (SBIR) projects related to improving the field performance in Apache helicopters and HMMWV vehicles.
Developed project financial and accounting statements and monthly status reports for senior US Army staff

Confidential�UC-College of Engineering, Cincinnati OH
Research Assistant January 2003 - April 2004

Developed parameter estimation algorithms to real normalize complex-valued Eigen Vectors obtained from Principal Components Analysis on structures. Research produced two conference publications.

Confidential�Bangalore, India
Systems Engineer December 2001 – August 2002
Lead a project to automate several Wipro Technologies’ internal processes using Java based technologies

ADDITIONAL

CFA Level�III�Candidate.
Three filed US patents related to data processing and touch sensing technologies.
Languages and Software: Matlab & Simulink, Java, Minitab, Excel, Python.
Databases: WRDS, Compustat, NYSE TAQ, Factiva, Factset

“Abnormal Positive Risk-Adjusted Returns in US Stocks based on Acceleration in Returns”, Sinha Siddharth, ABR Conference, September 14th 2011, Atlantic City, NJ.

Discovered and presented a paper on a US equity market anomaly wherein market-neutral, zero-cost portfolios (equally-weighted, rebalanced monthly) formed by sorting all US stocks (Jan 1960 to Dec 2009) into deciles based on acceleration in their past returns and then buying the stock decile with highest deceleration in returns while shorting the stock decile with highest acceleration in returns show strongly statistically-significant positive excess risk-adjusted returns over 1- to 12- months holding periods. These strategies are value and size neutral and momentum negative (statistically significant) making them an attractive compliment to value, size and momentum based investing. Effects of recessions, liquidity and seasonality in returns of these acceleration-based portfolios and sensitivity studies and back testing results are presented.
MBA�–�Analytical Finance GPA 3.96�(relevant courses – Fixed Income Asset Pricing, Empirical Asset Pricing, Advanced Investments, Investments, Financial Instruments, Financial Statements Analysis, Applied Regression Analysis, Corporate Finance).
Strong fundamentals in quantitative equity, fixed income and derivatives asset pricing, multi-factor modeling, risk management, time series analysis, stochastic calculus, Monte Carlo simulations and programming
US Permanent Resident.

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