Bharath Jannu

							                           BHARATH KUMAR JANNU
                                                                                Ph: (801) 815-2360
                                                                   Email:
bharath.jannu@gmail.com

http://www.cs.utah.edu/~bharath
Summary

        Strong knowledge of Fixed Income Analytics.
        In depth experience in developing analytics for with various Mortgages and Structured
         products.
        Strong Analytical and Programming skills with ability to handle complexity.
        Obtained Bachelors and Master degrees from IIT Bombay, India.
        M.S. in Computational Engineering and Sciences from University of Utah.

Education

         University of Utah                                                    Salt Lake City, Utah
         M.S. in Computational Engineering & Sciences                                Jan-2004 to
Aug-2005

         Indian Institute of Technology, Bombay                              Bombay, India
         Masters in Aerospace Engineering (Dual Degree)             June-1997 to July-2002
         Awarded ‘Center for Development of Advanced Computing’ (C-DAC) Fellowship.

       Indian Institute of Technology, Bombay                               Bombay, India
       Bachelors in Aerospace Engineering                           June-1997 to July-2002
       Ranked top 1% in prestigious IIT-JEE Examination (All India Rank: 1318 out of
150,000).

Technical Skills

         Programming Languages: C++, C#.NET, Java, Excel-VBA, VSTO.
         Libraries/Toolkits:    OpenGL, Fltk, Tcl/Tk, Java3D, VTK, Intex, MPI, DataSynapse
         Operating Systems:     Windows, Linux, UNIX.
         Packages/Tools:        Matlab, AutoCAD, Excel, JBuilder, VS.NET, GDB, VS6.0.

Work Experience

1.   Software Engineer, Vice President                                      Dec-2006 to Present
     Merrill Lynch / Bank of America, NYC
        Developer and trader support for securitizing Structured Products, Risk and Analytics for
         various Structured Products.
        Model , Design & Develop analytics for ABS (Student Loans,), MBS (Subprime, CMOs,
         and Residuals), Non-Economic Residual, CMBS and CDOs-Analytics. Develop Collateral
         modeling, Structuring, Analytics and Risk management for various Mortgages and
         Structured Products.
        Develop and maintain various trading applications including proprietary models related to
         MBS, CMOs and CDOs. Deal with large scale complexity and in-depth analysis of the
         financial products, including reverse-engineering and tieing out deals.
        Have built and managed complex systems with rapid development providing fast
         response for trading needs.
        Use C++, C#.NET, Perl, VSTO, Intex, Bloomberg, Data Synapse.

2.   Programmer Analyst (Consultant)                                         Sept-2005 to Dec-2006
     Countrywide Capital Markets, CA
        Developed Analytics for trading mortgages and for securitizing mortgage backed
         securities. Developed analytics for Alt-A/Jumbo and Sub-Prime mortgage backed
         securities with Senior-Subordinate structures with OC and NIM – developed fixed income
         analytics like implementation of OAS, MBS/Bond pricing algorithms, structuring,
         implementing rating agency stresses (Moodys and S&P) and trading strategies. Involved
         in development, tieouts, Risk management and production support for various
         applications (with parallel computing) used for trading Mortgages and Securities. In depth
         knowledge of various mortgage products.
        Used C++, C#.NET, VBA.

3.   Software Engineer                                                     May-2003 to Dec-2003
     Dassault Systems / Delmia Solutions, India
        Developed 3D factory flow (discrete event) simulation package.
        Used C/C++, COM, Cnext, Lex & Yacc.

4.   Software Engineer                                                   Sept-2002 to April-2003
     Sharp Scribes Semiconductor Solutions, India
        Developed software products for modeling errors in microlithography for a tech start-up.
        Used C#, .NET, C++ and CsGL (OpenGL).

5.   Internship                                                            May-2000 to June-2000
     Center for Development of Advanced Computing, India
        Developed features extraction software for vector fields, and received training in parallel
         computing.
        Used C/C++, OpenGL and MPI.

Academic Experience

1.   Research Assistant                                                    Jan-2004 to Aug-2005
     CSEO, University of Utah
        I was coordinator for team for four, developer of web based 3D graphics and visualization
         applications, for a web based laboratory with an interface to grid computing.
        Used C++, Java, JOGL, JBuilder and CVS.

2.   Masters Thesis,                                                       Jan-2001 to May-2002
     Aerospace Engg., IIT Bombay
      Scientific Visualization: Developed scientific data visualization package for
         visualizing scalar and vector data fields.
        Package includes features like contour plots, particle tracers, vector field topology, scalar
         field topology, etc.
        Used C/C++, OpenGL, X-Motif, CVS.

3.   Research Assistant,                                                    Jan-2001 to May-2002
     Zeus Numerix, IIT Bombay
      Zeus Numerix is a commercial level Geometric modeling and Grid Generation (CFD)
         package developed by Aerospace Engineering, IIT Bombay.
       I was involved in development and promotion of   Zeus Numerix.
       Used C/C++, OpenGL, CGNS.

Selected Coursework

       University of Utah: Computer Graphics, Scientific Visualization, Flow Visualization,
        Algorithms and Data Structures, Advanced Scientific Computing, Database
        Theory/Design, Mathematical Modeling.
       IIT Bombay: Computer Programming and Utilization, Advanced Programming Course,
        Grid Generation for Computational Mechanics, Modern Information Systems,
        Optimization in Design, Advanced Computational Fluid Dynamics.



Selected Course Projects

       Flow Visualization: Implemented four vector visualization projects like Vortex Core,
        Topology, etc from technical papers, using C++, Vtk and Tcl/Tk.
       Scientific Visualization: Implemented 6 scientific visualization projects like volume
        rendering, topology graphs, iso-surfacing etc, using C++, VTK, and Tcl/Tk.
       Computer Graphics: Implemented computer graphics projects demonstrating ray
        tracing, shading and other graphics algorithms, using C++, Fltk, and OpenGL.
       Optimization in Design: Developed an optimization algorithm using Eigen analysis, and
        implemented it using C/C++.

Activities

       Organized Aviation Exhibition at Techfest-99 - IIT Bombay’s annual technology
        festival.
       Co-organized Bombay Open Chess Tournament 2000.
       Formed the school group ABHS95 and conducted batch reunion in 2003.
                                                                                       Jan, 2009