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Quantitative Analyst And Developer Resume

New York, NY

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

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