Assistant Analyst Resume Chicago, IL - Hire IT People

SUMMARY

Experienced in Pricing, Risk Management & Portfolio Hedging with Fixed Income derivatives and Equity derivatives
Accomplished Python projects in Derivatives Pricing, Machine Learning and Portfolio Analysis

TECHNICAL SKILLS

Computational: Python, Matlab, Excel, C++

Mathematical and statistical: Stochastic Process, Monte - Carlo Simulation, Finite Difference Method, Machine Learning

PROFESSIONAL EXPERIENCE

Student Assistant

Confidential, Chicago, IL

Responsibilities:

Prioritized tasks assigned by 5 colleagues with demonstrated time-management skill, designed department website
Hedged Treasury bonds with a portfolio of Confidential futures by computing Bucket '01s with respect to futures rates
Implemented Key rate hedging and PV01 hedging strategies to neutralized interest rate risk
Analyzed yield curve term structure to implement yield curve trade, utilized duration, convexity as risk measurements

Assistant Analyst

Confidential

Responsibilities:

Performed fundamental research on clean-energy automobile companies and technology sector
Simulated stock price paths using Euler & Milstein integration of Black-Scholes stochastic differential equation
Priced options using Geometric Brownian Motion, improved estimates by using antithetic sampling
Implemented the Gauss-Seidel method to solve a Crank-Nicolson formulation of a Finite Difference scheme, and a Binomial Tree function for pricing American options in the Black-Scholes framework
Priced American options using the Least-Squares Monte-Carlo method with two Laguerre basis functions