We provide IT Staff Augmentation Services!

Portfolio Manager & Quantitative Analyst Resume

Washington Dc New York, NY

PROFILE:

  • Exceptional record of success in managing high - level advisory, quantitative analysis, and financial portfolio management services.
  • Special expertise in financial investment management and analysis, and Wall Street technologies.
  • Consistent record of improving capital asset planning and implementation, facilitating high-level decision making, turning around underperforming portfolios, and identifying strategies for reducing operational costs.
  • Advanced degrees in Finance (Investment Management) and Information Science (Wall Street Technology) with a in Wall Street Quantitative Finance.
  • Application of statistics, probability and stochastic calculus to pricing derivatives.
  • Modern Portfolio Theory (MPT) of Markowitz along with the Sharpe ratio and CAPM.
  • The binomial model including delta hedging, no arbitrage and risk neutral probabilities.
  • The Black-Scholes model as a stochastic differential equation for an asset price.
  • The Greeks and their uses in hedging.
  • Monte Carlo simulation and the explicit finite-difference method.
  • Credit risk and credit derivatives, CDS pricing, implied default probability.

TECHNICAL SKILLS:

MS Office, Project, Visio, Erwin Case Tool, SunGuard, FirstCall, Factset, Portia, Summit Treasury Management, Cognos, Business Objects, Geneva Portfolio Accounting, Yieldbook, MatLab, Crystal Ball, Bloomberg Analytics, Tradebook, Stata, SPSS, WinBUGS, SAS (Base, STAT, ETS, Macro, ODS, Graph, Enterprise Guide, Enterprise Miner), Oracle SQL, SQL Server, Test Cases, Use Case Diagrams, Swim Lane Charts, C++, Java, UML, XML, VBA, Windows, UNIX, Qlikview, VMWare, vSphere, vCAC, vRealize Automation Manager, vCenter, Sharepoint, Remedy

PRO BONO WORK EXPERIENCE:

Confidential, Washington, DC/New York, NY

Portfolio Manager & Quantitative Analyst

Responsibilities:

  • Created family office to manage inherited estate in crisis, and turned around the troubled real estate limited partnership and secondary mortgage portfolio.
  • Oversee investment performance, asset allocation, funds distribution, and investment securities selection.
  • Identify strategies for sustaining and growing portfolio performance in all market cycles.
  • Evaluate and select junk bonds, corporate bonds, treasuries and equity mutual funds investments.
  • Achieved a 29.75% gain in illiquid asset sale, and reversed a negative cash flow by valuing and disposing of an illiquid real estate limited partnership interest in a declining real estate market and converting the asset sale into liquid investments.
  • Delivering an annualized return of 11.84% in 2017, generating long-term income, maximizing growth, and minimizing risk by developing a diversified mutual funds portfolio. Conducted research and due diligence.
  • Produced a better than 40% YoY return, minimized investment losses, expanded the capital base 7x, and improved payouts 60% over 7 years through comprehensive capital restructuring.

Confidential, Arlington, VA

Acquisitions Principal

Responsibilities:

  • Provided high level consultation to management in acquisition support. Researched extremely complex acquisition requirements, perform market surveys for potential procurement avenues, and analyzed proposals for applicability to stated functional needs. Worked with program logistics experts and engineers to determine procurement strategies to effectively meet program needs consistent with cost benefit analysis, schedule, performance and technical requirements.
  • Used highly complex quantitative analytical techniques to assess system acquisition process issues, cost benefit analysis and develop risk reduction/migration approaches for improving acquisition/program planning, control, execution and PPBE.

Confidential, Arlington, VA

Sr. Acquisitions Program Analyst

Responsibilities:

  • Responsibilities are financial quantitative analysis developing different scenarios of risk and return using Enterprise Guide SAS and Excel; long-term and short-term budget analysis to inform executive decision making; cost analysis financial modeling, predictive modeling, and data mining

Confidential, Ft. Belvoir, VA

Program Analyst

Responsibilities:

  • Role was Program Analyst at the Vice President level.
  • Responsibilities were Base SAS and Enterprise Guide SAS computer programming; user requirements analysis financial modeling, predictive modeling, and data mining; computer programming and testing in Enterprise Guide SAS

Confidential, DC

Business Analyst

Responsibilities:

  • Role was Business Analyst at Vice President level. Responsibilities were computer programming in Quikview; user testing in VM Ware, Quikview, vSphere, vCAC, vRealize Automation Manager, vCenter; financial analysis in Excel and Access

Confidential, Braintree, MA

SAS Developer

Responsibilities:

  • Senior-level role performing financial modeling, predictive modeling, and data mining for retail and wholesale loan portfolios.
  • Designed and developed financial models and algorithm to facilitate compliance with federal banking requirements.
  • Authored code, linked databases, and produced process enhancements.
  • Performed stress testing, linear and logistic regression modeling, time series and econometrics analyses, survival analyses, clustering and classification algorithm development, decision tree creation, Bayesian modeling, latent variable modeling, and missing data modeling.
  • Used SAS Enterprise Guide and other SAS tools.
  • Facilitated compliance with Basel, PD, LGD, EAD, Dodd-Frank, Comprehensive Capital Analysis & Review (CCAR) Stress Testing, DFAST, Capital Reporting, ICAAP, and federal regulations.
  • Model validation, Model risk management and governance, Model development and implementation, Model/system documentation, Valuation and risk system implementation, Data management, Model benchmarking, Regulatory readiness

Confidential, Lanham, MD

IT Specialist

Responsibilities:

  • Developed a 5-year spending plan for the Confidential that reduced costs 88.89% while improving spend rate to 97%, exceeding previous years.
  • Turned around $4 million negative cash flow to end fiscal year with $200 thousand surplus for the Confidential .
  • Eliminated 6 months of overdue vendor payables for the Confidential and introduced cash-on-hand reporting.
  • Authored a User Manual on Valuation Methodology for the Confidential .
  • Managed 3,600-plus derivative transactions and $70B in notional value for Confidential Group's Treasury Operations.
  • Established swap valuations methods and yield curve analysis for capital markets. Performed capital markets analyses.
  • Valued mark-to-market currencies, interest rate swaps/swaptions, collateral exposure and margin positions, and reconciled counterparty, cross-currency swap accounts.
  • Increased the accuracy of discount cash flow models for valuation and risk management on high yield, below-investment grade CMBS, MBS, and CDO derivative portfolios for Hollister Group (Fannie Mae and Freddie Mac contractor).

Hire Now