Quantitative Analyst/DeveloperÂ Resume New York, NY - Hire IT People

SUMMARY:

Created an optimized model for a portfolio of equities - within in the efficient barrier giving maximum return and minimum risk using Confidential - NumPy, SciPy, Matplotlib, Pandas
Automated pair trading strategy on Interactive Brokers with Confidential
Created a prediction model to seek stock prices and predicting the market direction using SVM and Logistic Regression in Confidential.

PROFESSIONAL EXPERIENCE:

Confidential, New York, NY

Quantitative Analyst/Developer

Responsibilities:

Lead the origination, structuring, and execution of a Centralized Collateral Portfolio Management Application across different asset classes - Over the Counter (OTC) Derivatives, Repos (Tri Party and Bi Lateral) and Securities Lending.
As part of the Collateral Management hub, worked on creating an effective Risk Management System to monitor and control Counter Party Risk. Applied Monte Carlo simulation to calculate the Potential Future Exposure.
Worked on modules to mitigate Operational risks and cost - applying Minimum par, Multiples and rounding techniques.
Contributed in creation of algorithms for calculation of Haircuts for repos, Initial and Variation Margin and Concentration Limits.
Worked on design, development and deployments of algorithms to rank the assets - based on Volatility, Momentum (Time series) and Market Cap.
Designed and worked in developing the core optimization technique based on Constrained Mixed Integer Linear programming - with the objective function of minimize the usage of most liquid assets.
Assisted the team in creating the intraday channel and module for reallocation and substitution of securities to facilitate release, pledge and re-hypothecation resulting in optimal use of securities.
Technology Stack: Confidential - NumPy, SciPy, Matplotlib, Pandas and SQL. IBM CPLEX as Optimization Solver. Windows Server as Operating Environment.

Technology Lead and Senior Developer

Confidential

Responsibilities:

Worked and Lead the onsite team to develop and deploy process to enhance the leverage capacity for Prime Clients primarily Hedge Funds, based on the advanced concept of “Synthetic Finance” and “Internalization - Long/Short Strategy”.
Designed and worked in the team to create Real Time Affirmation engine for domestic Prime Trades.

Confidential, Sioux Falls, SD

Senior Developer/Developer

Responsibilities: