Fair Value Pricing Analyst Resume
Rancho Cordova, CA
SUMMARY:
Passionate about microeconomic and macroeconomic research topics. Knowledgeable about advanced statistical modeling techniques used in current economics research. Ability to interpret research findings in a clear and concise manner.
SKILLS AND TOOLS:
Python, R, Gretl
Matlab, EViews, Stata
SQL
VBA
LaTeX
Prediction, Forecasting
Econometric Methods
Statistical Modeling
Panel Data Analysis
Time Series Analysis
Principal Component Analysis (PCA)
Factor Analysis
Monte Carlo Simulations
Bootstrap Simulations
MCMC Simulations
Logistic Regression
Bloomberg
MS Excel
MS Outlook
MS PowerPoint
MS Word
WORK EXPERIENCE:
Fair Value Pricing Analyst
Confidential, Rancho Cordova, CA
Responsibilities:
- Developed an automated, dynamic, company summary reports tool, written in R and LaTeX, that allows the user to produce presentation quality reports by connecting directly to Bloomberg.
- Conducted a model stress test exercise utilizing R to run Monte Carlo simulations and calculated confidence intervals around the results of the model.
- Ran pricing models and conduct peer reviews using Bloomberg to ensure accuracy and integrity of the models and estimated prices.
Global Fixed Income Group Intern
Confidential, Sacramento, CA
Responsibilities:
- Created improved econometric forecasting models for inflation in Brazil, Mexico, and Russia with out - of-sample forecast accuracy that beat moving average models at horizons from 1 to 12 months.
- Utilized time series data from Bloomberg’s database.
- Conducted research and statistical analysis of the effects of oil market shocks on various developing economies.
- Interpreted findings and created presentations using MS Excel, PowerPoint, and Word.
- Analyzed economic and political environment of emerging market countries around the world.
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