SUMMARY
- Skilled both as a quantitative analyst as well as a quantitative developer, with a history focused on credit derivatives.
- Seeking to leverage these skills in areas not limited to credit derivatives.
- Experience with Confidential encompasses the full start - up cycle from being the first hire by the CEO to having dozens of clients, leading to a broader set of business skills than the quant/developer tag might imply.
- Comfortable communicating at all levels within an organization, and excel at explaining complex models.
TECHNICAL SKILLS
- Monte Carlo-based estimation and Bayesian methods
- C, C++, C#, Fortran, Perl, Python, R, SAS, MATLAB, Stata, VBA
- Intimate understanding of credit derivatives products and pricing
- Proficient with measure-theoretical probability and statistics
- Proficient with martingale methods and stochastic differential equations as used in financial modeling
PROFESSIONAL EXPERIENCE
Confidential, New York, NY
Quantitative Analyst and Developer
Responsibilities:
- Collaborate on developing quantitative trading strategies
- Build, test, and maintain trading and risk analysis tools in Python, R, Microsoft Excel/VBA, PostgreSQL, and Microsoft Access for quantitative trading strategies
- Maintain pricing and economic announcement calendar databases
Confidential, Norwalk, CT
Quantitative Analysis and Development Consultant
Responsibilities:
- Support traders by building, testing, and maintaining trading and risk analysis tools in Python, R, Microsoft Excel/VBA, PostgreSQL, and Microsoft Access for quantitative trading strategies
Confidential, San Francisco, CA
Quantitative Analysis Consultant
Responsibilities:
- Overhaul base correlation calibration methodology for Confidential
Confidential, New York, NY
Director, Research
Responsibilities:
- Research and development of quantitative code leading team of 8 analysts and developers
- Architect, design, deploy, and review code updates for credit derivatives models library
- Drive recruiting efforts both for permanent hires as well as internships
- Provide technical sales support in the pre- and post-sales process
- Capture client requirements and feedback for in corporation in the development process
- Engage in speaking and writing opportunities as available
- Be an active resource for external model validation
- Guide Quality Assurance group in testing the model libraries and business functionality
Confidential, Summit, NJ
Senior Quantitative Analyst
Responsibilities:
- Develop and maintain credit derivatives modeling library
- Review current research in credit derivatives to identify market trends and best practices
- Develop and grow client relationships with a focus on generating valuable feedback and market intelligence
Confidential
Principal and Founder
Responsibilities:
- Design Financial Instruments Model
- Create Technical Specifications for Portfolio Analysis Tools
