Quantitative Analyst Sample Resume Format in Word Free Download -->

Quantitative Analyst Sample Resume Format in Word Free Download

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Sample Template Example of Beautiful Excellent Professional Curriculum Vitae / Resume / CV Format with Career Objective, Job Description, Skills & Work Experience for Freshers & Experienced in Word / Doc / Pdf Free Download
Linda Guasp

150-11 51nd rd, Apt. 202                                                       Phone: 205-201-8522
Slopeway Canton, SA 20151                                                                          Email:guasp.55@hotmail.com


Professional Objective

Quantitative Analysis, Financial Derivative Analysis, Trading Strategies, Statistical Arbitrage, Asset Pricing, Model Valuation, Quant Development, Machine Learning, Portfolio Analysis, Financial Econometrics, Risk Management, etc.   


Working Experiences


²  Quantitative Analyst, Standard Chartered Bank                                          2011.1 ~ 2011.12
·         Built swap curves based on different financial instruments of fixed incomes to price bonds, interest rate swaps, and cross currency swaps.
·         Implemented and calibrated different interest rates models such as short rate models (Hull-White and G2++), Libor market model and SABR model.
·         Used short rate model to price some complex products such as Bermudan Swaption by numerical methods such as trees.
·         Calibrated the credit model such as hazard rate model from CDS.
·         Learning the CVA models.

²  Research Assistant, Purdue University                                                       2006.8 ~ 2010.8

Project: A new stochastic volatility model with jumps for equities with Bayesian analysis and option pricing
·         Built stochastic volatility models for Black-Scholes and Levy process based on Non-Gaussian Ornstein-Uhlenbeck process.
·         Used Levy subordinator to improve the models and made Bayesian estimation and prediction with MCMC algorithm for the volatility and future returns.
·         Produced more efficient asset pricing for equity options based on the model.

Project: Calibration of Parametric Geometric Levy Models under High-Frequency Data.
·         Conducted numerical optimization to calibrate Levy models (such as VG and NIG model) for daily, hourly, minutely frequency stock prices.
·         Concluded that the calibration accuracy improved with higher frequency by the theoretical proof and numerical simulation.

Project: Time series analysis of the US Treasury Bill based on AR-GARCH model.
·         Analyzed the US Treasury Bill dataset and found the important features of the data and then fit AR model on the returns and GARCH model on volatility.
·         Provided a simple approach to calculating value at risk of a financial position and asset allocation under the mean-variance framework.

Project: The analysis of social and natural environmental effects on Boston house prices.
·         Built an advanced regression model for the environmental factors and the house prices and showed environmental factors are significant to affect house prices.
·         Concluded that the social environmental factors were more important than natural environmental factors.


Education


²  Purdue University,     Ph.D. in Statistics                                                                  2010
·         Specialized in Mathematical Finance
·         Research areas: Financial Modeling, Stochastic Calculus, Applied Probability, Time Series, Econometrics, Numerical algorithms, Monte Carlo Simulation, Optimization, Machine Learning, Bayesian Analysis, Regression, Principle Component Analysis, Classification & Clustering

²  Indiana University,     M.A. in Mathematics                                                              2005
²  Peking University,      B.S. and M.S. in Mathematics                                                 2003


Advanced Computer Skills


²  Proficient with C, C++, and Excel VBA Programming.
²  Proficient with Matlab, R/S-Plus, SAS, SPSS, SQL and Microsoft Offices.


Honors & Awards


²  Bilsland Fellowship, Purdue University, 2009
²  Excellent Studying of Peking University, 2002
²  Excellent Prize of Chinese Physics Olympic Contest for High School students, 1995

 

Self Evaluation


²  Highly motivated and confident individual with excellent communication and interpersonal relationship skills.
²  Both cooperated and independent with responsibility.
²  Broad scope of knowledge and adaptability to keep learning.


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