Customer Service analyst Resume

SUMMARY:

Background integrating quantitative finance, statistics, mathematics, actuarial, and computing science Proficient in C, C++, SAS, Matlab, R, SQL, Minitab, VBA, SPSS and MS Office Rigorous training in high level mathematics, qualified in Ph.D. level mathematics
Extensive knowledge of financial modeling, risk analysis, derivative pricing, historical/Monte Carlo Simulation 5 years experience in SAS, SQL, Macro, data analysis and 8 years experience with C++ computing.
5 years' solid skills in data analysis, statistical analysis, predictive modeling and statistical programming Statistical modeling including linear model, logistic regression, model selection, ARIMA GARCH, time series
Strong knowledge in Black - Scholes model, Stochastic Process, VaR, credit risk, CCAR, Portfolio management, financial statement, bond pricing and analysis, mortgage-backed securities, Basel II and III

EMPLOYMENT HISTORY:

Customer Service analyst

Confidential

Responsibilities:

Financial Analysis of Profitability for Confidential
Financial Analysis of Enterprise Valuation for Confidential
Compare different GARCH models to forecast Dow Jones Index returns
Linear model selection for sales of residential properties in different neighborhoods
Logistic regression prediction of graduate admission based on historical data
Comparison of option-pricing by using Black-Scholes and Binomial models
Computing prices of European and American options by using different numerical methods
Hedge long-term commitments by using short-dated futures
Valuation of Credit Default Swap
Bootstrapping on Jarque-Bera Test
Comparison of parametric and nonparametric approach in testing the equality of means