Full Time Faculty Member
Lecturer (On-Leave)
MSc in Quantitative Finance (Financial Engineering), University of Manchester, UK
BBA in Finance and Accounting, North South University, Bangladesh

Phone: +880-2-55668200
Email: adnan.gazi@northsouth.edu
Room : NAC 955

Curriculum Vitae



Mr. Adnan Gazi joined at the Department of Accounting and Finance as a Lecturer in Spring 2015 semester. Before joining here, he was working as Financial and Research Analyst at renowned investment and telecom companies of Bangladesh.

Mr. Gazi has completed his Master of Science (MSc) in Quantitative Finance (Financial Engineering) with Distinction from Manchester Business School in September 2014. He received his Bachelor of Business Administration (BBA) Degree from North South University with Summa Cum Laude in 2012 where his main specialization was in Accounting and Finance with a minor specialization in Economics. Mr. Gazi has also completed the 1st part of the Chartered Financial Analyst (CFA) exam back in 2012.

Research Interests: Besides teaching, Mr. Adnan Gazi possesses keen interest in financial research. His primary research area is in asset pricing, especially in exotic financial derivatives pricing. Mr. Gazi submitted his MSc dissertation on ‘Gold Volatility Derivatives and Model Calibrations’. Currently he is focusing on numerical calibration of several complex mathematical financial models such as Hull-White (HW) model, Libor Market Model (LMM) etc for different exotic and path-dependant derivatives. He has also a plan to work with emerging market risk-return anomalies in near future.

Working Papers
  • "Time-Varying Volatility Dynamics of Dhaka Stock Exchange (DSE) Using GARCH-Type Models" with Ahmed Ameya Prapan. Accepted for IMI conference, Kolkata, India (December, 2015).
  • "Volatility Analysis of Dhaka Stock Exchange (DSE): A multivariate approach” with Ahmed Ameya Prapan (2015).
Masters Dissertation – The paper ‘Gold Volatility Derivatives and Model Calibrations’ under the supervision of Professor Ser-Huang Poon of Manchester Business School. In this paper, different stochastic volatility models such as Heston, Double Heston with Jumps and Stochastic Variance Self Exciting Jump (SVSEJ) models are used to calibrate model parameters for Gold volatility and vanilla derivatives using their underlying futures under the volatility ‘smile’/ ‘skew’ effect and internal consistent  pricing assumptions.

    • Completed MSc. in Quantitative Finance (Financial Engineering) with ‘Distinction’ from the University of Manchester, United Kingdom in September, 2014.
    • Awarded 25% Merit-based Masters Scholarship from Manchester Business School in September, 2013.
    • Awarded the highest ‘Summa cum Laude’ prestige from North South University, Bangladesh for having an undergraduate CGPA of 3.80 and above out of 4.00 in 2012.
    • Achieved merit-based 75% tuition fee scholarship in Undergraduate Studies from North South University, Bangladesh in 2008-2012 periods. 

    UNIVERSITY OF MANCHESTER, Manchester, UK
    MSc. in Quantitative Finance (Financial Engineering), (2013/2014)

    NORTH SOUTH UNIVERSITY, Dhaka, Bangladesh
    Bachelor of Business Administration (B.B.A.), (2008-2012)
    Majors:  Finance; Minor: Economics

    CFA INSTITUTE, Charlottesville, USA
    Chartered Financial Analyst (CFA) Level I completed,(2012)

    • NORTH SOUTH UNIVERSITY (NSU), Dhaka, Bangladesh

      Lecturer, Department of Accounting and Finance, School of Business and Economics (January 2015- present)

    SUMMIT COMMUNICATIONS LIMITED, Dhaka, Bangladesh

    Assistant Manager - Financial Analyst (September 2014- December 2014)

    • Responsible for conducting Financial Research, analyze financial performance against set objectives and determine emerging financial trend of the market;
    • Creating and updating business profile and financial presentations;
    • Assisting management with several decision making tools and scenario analysis;
    • Financial model preparation and financial viability analysis for current/new projects and businesses;
    • Reviewing/ drafting legal agreements related to financial issues;
    • Corporate structuring, fund management and procurement of fund.

     

    COSMOPOLITAN FINANCE LIMITED (CFL), Dhaka, Bangladesh

    Research Analyst (November 2011- July 2013)

    •   Recommended stocks and other securities to Portfolio team through analyzing, projecting and comparing performances of various equities by using different financial models where the key focus was Textiles, Pharmaceuticals and Miscellaneous sectors of Dhaka Stock Exchange (DSE);

    •   Provided in-depth analysis and reasoning to clients in order to justify their investment decisions through preparing Equity Financial Products;

    •   Analyzed various macroeconomic factors and their impacts on stock price or Index movement;

    •   In-charge of calculating and maintaining CFL security market indices (value and return index) and       portfolios;

    •   Worked as a team member to construct and structure the ‘Summit Communications Ltd’ operational model.

    •   Worked with Corporate Finance and Portfolio teams as part of their Investment banking and Issue Management activities.

     

    KEYSTONE BUSINESS SUPPORT COMPANY LIMITED, Dhaka, Bangladesh

    Research Intern (September 2011 – October 2011)

    • Analyzed different sectors of Bangladesh such as Telecommunications, Infrastructure, Financial, Health etc as part of the ‘Market Study Project of Bangladesh’ for General Electronics (GE).
    • Worked as a team member to prepare Financial Models of ‘Solar Based Power Panels and Plants Viability Project’.
    • Introduction to Financial Management (FIN 254)
    • Introduction to Financial Accounting (ACT 201)
    • Asset pricing
    • Return anomalies
    • Emerging market 
    • Factor models
    • Financial econometrics
    • Exotic derivatives pricing etc.

    Full Time Faculty Member
    Lecturer (On-Leave)
    MSc in Quantitative Finance (Financial Engineering), University of Manchester, UK
    BBA in Finance and Accounting, North South University, Bangladesh

    Phone: +880-2-55668200
    Email: adnan.gazi@northsouth.edu
    Room : NAC 955

    Curriculum Vitae