Personal Information
Organization / Workplace
North Wales, Pennsylvania United States
Occupation
Quantitative Analyst
Industry
Finance / Banking / Insurance
Website
About
Quantitative Analyst, Data Scientist, Market Risk Manager, PhD in Quantitative Finance, Passed CFA Level II exam (June 2015)
• Portfolio optimization: transaction cost analysis, robust estimation of alpha and betas
• Financial analysis: valuation, corporate finance, scenario analysis
• Market risk management: Building and backtesting risk measure, risk monitoring
• Information Technology: Building Algorithms, Database architect, Handling big data, Reporting
• Statistical Analysis: Time-series analysis, macroeconomic analysis, OLS/GLS/TLS/Logistic regressions, GLMs, McMC
• Technical Skills: R, MatLab, MySQL, Linux, Microsoft Office Products
Contact Details