• Expériences professionnelles
    2003 - 2007
    Quantitative equity research using fundamentals, industries, countries, currencies and regions.
    Embed research within software tool for dissemination to clients.
    Write white papers and present research results and software tool to clients.
    Automate release of return predictions to clients daily and monthly using Visual Basic, shell scripting and Matlab. Develop programs for monthly automated upload of charts, presentations etc to internal websites.
    1997 - 2003
    Directed team of cost analysts and performed cost analysis for various flight project proposals, using project management principles, resulting in $355M in projects awarded to JPL to date. First flight project to launch in 2008: Orbiting Carbon Observatory.
    Created econometric cost modeling software, algorithms and graphical user interfaces (GUIs), using Visual Basic.
    Derived econometric and financial models based upon spacecraft parameters (mass, power, etc).
    Developed Visual Basic, C/C++, and Java applications to Oracle databases.
    Determine and model risk measures of hedge funds (e.g., leverage, liquidity, drawdowns) to assess overall position of $20B+ portfolio using RiskData and Matlab.

    Establish risk reporting process to provide continuous communication of risk measures to management and clients.

    Automate risk reporting (using SQL Server as a back-end) to enable better reporting capabilities, resulting in 90% reduction in time required to produce reports. Develop reports using Visual Basic, XML and SQL.

    Provide qualitative and quantitative information for client RFPs, resulting in increased AUM for the firm.
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  • Parcours scolaire
    2004 - 2008

    Dissertation Topic: Customer Retention, Switching Costs and Strategic Advantage in Online Banking Firms

    2000 - 2003

    Master's Project: Technology Acceptance among Disability Practice Physicians

    2000 - 2002

    Activité externe: Beta Gamma Sigma, Finance and Investments Association, Drucker School Student Association (Officer)

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  • Compétences professionnelles
    CFA Charterholder, quantitative analysis, statistical programming, econometric modeling, equity research, portfolio analytics, application development.
  • Relations
    Chargement... Veuillez patienter...
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