Quantitative Analyst And Developer Resume
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SUMMARY:
- 25 years of evolving work experience in technology, business and finance.
- Excellent communication ability, managerial and technical acumen
- Ability to prioritize, multi - task, work diligently and with focus to complete projects.
- Excellent quantitative background using languages like Python.
- Deep knowledge of financial markets and regulations.
KEY SKILLS
- Python, Excel, Quantitative, Financial instruments and markets
- Numpy, pandas, matplotlib, seaborn, scipy.stats, statsmodels, scikit-learn, Quantopian
- SQL, Unix, Shell, Perl, C/C++, Java, Waterfall,
- Trading strategies, Risk Analysis, Analytics
PROFESSIONAL EXPERIENCE:
Confidential
Quantitative Analyst and Developer
- Developed strong knowledge of markets and trading.
- Python coding for Quantitative Analysis and algorithmic trading strategies on Quantopian and other platforms.
- Data Analysis, Back-testing, Analytics using Python and Excel.
- Risk analysis, Sharpe ratio, VaR Value at Risk, Monte Carlo simulation.
- Knowledge of Fixed income and credit risk modelling (PD, LGD, AE), CDS, etc.
- Time series, ARIMA forecasting, regressions, portfolio optimization.
- Machine learning / AI based financial return forecasting.
- Option Pricing, Black Scholes Merton model, Greeks, Futures.
Manager, IT Services
- Successfully managed a boutique IT consulting and contract staffing firm.
- Responsible for attracting and retaining experienced IT talent.
- Performed client facing tasks like IT requirement gathering, creating technical specifications, setting and meeting client expectations.
- Responded to RFPs, created project estimates.
- Resolved technical consultants related issues.
- Performed vendor selection, monitoring and management.
Consultant Software Developer
- Initiated, designed and developed two transformative applications that helped department get insightful analytics and efficiency improving P&L significantly.
- Unix, C/C++, Java, Perl, shell, SQL, ESQL*C, Informix, Pro*C, Oracle, CGI, JavaScript, HTML, Web.
Software Engineer
- Main person in charge of server side operations.
- Software programming related to web and database applications,
- C/C++, Java, Perl, shell, Unix Server Administration, SQL, Informix DBA,
Network Analyst
- As fulltime staff at computer center, I designed a field service application to automate manual tasks.
- Wrote software applications relating to web, socket networking and relational databases.
- C, Unix, Informix, 4GL.