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.