Quantitative analyst intern Resume NY - Hire IT People

SUMMARY:

A hardworking, resourceful, and ambitious economist with extensive understanding of economic theory and its practical implications. Experienced at undertaking analytic work and research projects with minimal supervision, in addition to working in a team environment with multiple priorities and tight deadlines. Possessing ability to communicate complex and sensitive information in an understandable form to colleagues and clients.
Develop, maintain, and apply stress testing framework for assessing the impact of global macro - economic scenarios on the firm's profitability and capital adequacy. ( stress testing ) strong analytical , conceptual, and organizational skills with the ability to work under tight deadlines understanding and interest in macroeconomic mechanisms and their influence on financial markets, an excellent understanding of the following terms: stationarity, OLS, R-squared, goodness of fit, out-of-sample, null hypothesis, p-value, risk-neutral, collinearity, fixed and random effects, heteroscedasticity.
Strong knowledge of statistical and econometric methods and their application. Hands-on experience with data analysis, statistical, optimization and simulation packages
Enthusiastic to take on challenging projects involving continuous quality standard improvement when performing statistical analysis of industry and economic data.

KEY STRENGTHS:

Data analysis
Forecasting and modeling
Financial modeling and pricing model
Stress testing
Extract larger themes while providing concise, articulate, and insightful analysis in both written and verbal form
Presentations documentation and attention to detail
Effective Communication

TECHNICAL ACUMEN:

Software & Programming Languages: R EVIEWS SPSS SAS STATA

Modeling & Testing: Time Series Data (Vector Auto Regression Model, ARIMA model and Error Correction Model) Panel Data (Hausman Test on model validation, Fixed or Random effects) Cross - sectional Data Econometrics (Granger Causality test, Variance Inflation Factor and Durbin Watson test)

Econometrics model: Ordinary Least Square Vector Auto Regression Model Vector Error Correction Model Error Correction Model

Large datasets: Using SQL querying

Programming knowledge: Basic Python

WORKING EXPERIENCE:Confidential, NY

Quantitative analyst intern

Responsibilities:

Handling various types of studies and are responsible for collecting and organizing data.
Applying sophisticated numerical techniques and writing software to develop and analyze statistical models .
Responsible for developing and implementing complex mathematical models that Corporation use to make decisions about risk management investments and pricing.
In the application of mathematical and statistical methods to financial and risk management problems such as stress test (financial), economic capital analysis and direct analysis of the positions and models.
Maintaining databases, gathering and analyzing data, writing reports and presenting findings.
Using R and Excel to manipulate and analyze large datasets of over 750,000. ( Credit risk, capital requirements and liquidity risk)
Performing independent research on how to improve statistical methods to produce more accurate estimates. ( model testing, review and validation )
Synthesize findings, prepare presentations.
Ability to collaborate with cross-functional teams and work independently with minimal supervision.

Confidential, Bronx, NY

Teaching Associate

Responsibilities:

Lecturing multiple sections of undergraduate Macroeconomics and Microeconomics classes as assigned.
Supervising undergraduate students in Macroeconomic and Microeconomic research and offer guidance and advices as a subject matter expert.

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Quantitative Analyst Intern Resume

NY

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