Quantitative Analyst and Developer Resume New York, NY - Hire IT People

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:

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: