Fair Value Pricing Analyst Resume CA - Hire IT People

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.

TECHNICAL SKILLS

PROFESSIONAL EXPERIENCE

Fair Value Pricing Analyst

Confidential, 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, 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.