狠狠撸

North Wales, Pennsylvania United States

Quantitative Analyst

Finance / Banking / Insurance

Quantitative Analyst, Data Scientist, Market Risk Manager, PhD in Quantitative Finance, Passed CFA Level II exam (June 2015) 鈥� Portfolio optimization: transaction cost analysis, robust estimation of alpha and betas 鈥� Financial analysis: valuation, corporate finance, scenario analysis 鈥� Market risk management: Building and backtesting risk measure, risk monitoring 鈥� Information Technology: Building Algorithms, Database architect, Handling big data, Reporting 鈥� Statistical Analysis: Time-series analysis, macroeconomic analysis, OLS/GLS/TLS/Logistic regressions, GLMs, McMC 鈥� Technical Skills: R, MatLab, MySQL, Linux, Microsoft Office Products