Quantitative Analyst Resume Samples

Description :

1. Developing the data-driven strategies that match work demand and available supply in a cost-optimal manner. 
2. Developed an LP formulation to optimally match demand and supply. 
3. Working with business SMEs to develop the right types of constraints, and create a dashboard to present output.
4. Presenting the output to positive reviews from upper management (Sr.Director level), and the tool and results directly drove decisions: contracting strategy was developed based on the output from the model.
5. Developed a statistical analysis tool in python to optimize gas emergency response staffing requirements.
6. Utilizing time series modeling and forecasting techniques, simulation-based techniques.
7. Developing time series models to forecast units and volume of new electric and gas residential and non-residential projects.
8. Using R, demonstrated the performance of models of increasing the complexity, starting with a simple linear regression model.

Experience

7-10 Years

Level

Senior

Education

Doctorate

Description :

1. Performing gap analysis (audits) of business requirements and prototype specifications for the transfer of cits legacy models from citrix to moodys riskorigins ratings package.
2. Authoring the test scripts to validate CITs rating methodologies within the new ratings platform.
3. Tracking changes to model requirements and specifications in a change control program as well as advised in corporate business policy changes.
4. Proposing a phased approach in building an external database that satisfies business unit requirements, allocates limited resources efficiently, and flushes out any inconsistencies that are still persistent within the system in order to extract meaningful information for comprehensive analytics.
5. Constructing PD and LGD data views for modeling, monitoring, and performance/back-testing analysis from across cits business-linked servers.
6. Implementing data scrubbing procedures and quality checks for model development.
7. Refining the methodologies, functional requirements, and design specifications for proper model implementation, PD/LGD assignment, monitoring/validation and capture of dynamic business requirements.
8. Designed a default capture process in accordance to basel ii framework that includes hierarchical filtration and early warning detection on existing database platforms.

Experience

10+ Years

Level

Consultant

Education

MS

Description :

1. Assisted in designing a web-based platform business for short story writers to develop material from online public submissions of platform members creating a form of "social collaborative serial fiction" and presenting the story to the user in a "choose your own adventure" format.
2. Collected on-line ideas from over 137 people located in 10 countries and 19 states with some people submitting multiple storyline ideas.
3. Created an algorithm to judge winners based on variables such as submission date and the number of absolute votes derived from presenting multiple ideas.
4. Made process improvements in the areas of application design, user interface design, user experience testing and data collection resulting in a much-improved overall outcome than originally planned.
5. Conceived of multiple practical and theoretical avenues for researching bitcoin activities, initially starting without a goal.
6. Explored writing algorithms and leveraging big data machine learning strategies to predict changes in bitcoin prices on several global bitcoin exchanges to automatically execute trades at high frequency.
7. Designed data architecture by selecting best case database, organized tables, and chose columns of data needing indexing for query performance considerations.

Experience

2-5 Years

Level

Junior

Education

MS

Description :

1. Developed quantitative models to value financial portfolios and physical assets.
2. Provided market-based analyses and advice for proprietary trading, business development, and asset management activities in the rapidly changing energy market.
3. Improved decision making accuracy for proprietary trading in FTR (financial transmission rights) business by developing an FTR path selection tool utilized to design the FTR portfolios by providing a list of candidate FTR (source-sink) paths with large shift factor spreads for a given target constraint.
4. Enabled the EMMT risk to better understand and control risk and EMMT trading to examine portfolios by designing and implementing a method to evaluate FTR portfolios that used shift factors and shadow prices to evaluate the exposures of the portfolio on historical binding constraints.
5. Provided senior management with the ability to evaluate the FTR positions of EMMT to the industry as well as identify key competitors for further study by designing and implementing an FTR performance analysis tool that calculates the Sharpe ratio.
6. Improved EMMT's opportunities for increasing revenue through new transmission investment projects by providing analysis on the project economics.
7. Built valuation models for EMMT's coal generation assets as a member of the select team.

Experience

5-7 Years

Level

Executive

Education

PhD

Description :

1. Led in fair value option loan team, a major contributor to market risk and counterparty risk modeling teams.
2. Developed methodology and implementation for a variety of models for calculation of loss under stress scenarios for a range of products/asset classes.
3. Developed methodology and implementation for incremental default risk model to evaluate idr loss for a variety of asset classes (corporate bonds, indices, index tranches, bespoke, securitized products, etc. ).
4. Was responsible for trading IDR data analysis, model execution, outcome analysis, and model enhancements through several ccar cycles.
5. Developed methodologies and implementation for models that evaluated a risk of fair value option loans (cre, ci, retail) portfolio and related hedges.
6. Was responsible for data analysis, models execution, and outcome analysis during several ccar cycles. Interpreted results of these models, and presented them to senior management.
7. Completed a full model development cycle, including documentation, benchmarking and model validation.
8. Assessed the theoretical conceptual soundness of a wide range of different types of models, including market, counterparty, and CVA models, developed a horizontal view of best/worst industry practices in model development and model risk.

Experience

7-10 Years

Level

Senior

Education

MS

Description :

1. Communicating progress and delivered key findings effectively to Senior Managers in weekly meetings.
2. Analyzing the current and historical trends in revenue, expenses and investigate capital structure to assess the market position and industry landscape.
3. Conducting a thorough analysis of financial information to project financial synergy and quantify operational risk.
4. Developing discounted cash flow and comparable company models, and due diligence.
5. Providing sell-side advisory on a $180mm acquisition through creating earnings, valuation and industry models including.
6. Drafting investment commentary for clients and updated marketing brochure on a monthly basis.
7. Performing due diligence on hedge fund managers through face to face meetings, conference calls and other tools such as Cambridge and Pertrac database.
8. Writing up in-depth research review on invest approach, risk management and portfolio building, with particular emphasis on holding a level review.

Experience

7-10 Years

Level

Senior

Education

PhD

Description :

1. Effectively managed a diverse set of responsibilities including extremely time-sensitive daily trading recommendations as well as multiple ongoing ad-hoc projects.
2. Trusted to be the primary point of contact and daily market risk assessor for multiple pension and insurance-related client funds totaling $35 billion.
3. Conducted, summarized, and presented a broad range of ad-hoc analysis – including back-testing, stochastic forecasting, fund strategy performance review, and large-scale data mining – to prospective and current clients as well as members of senior management.
4. Designed daily, weekly, and monthly performance reports of both client and in-house funds and delivered reports regularly via website reporting, email distribution, conference calls, and in-person meetings.
5. Created and continually improved spreadsheets and C# and VBA applications used for daily market risk assessment along with as-needed performance and data reasonability analysis.
6. Engaged in increasingly complex projects that required collaboration with multiple business units, such as traders, information technology experts, corporate attorneys, and fellow analysts.
7. Provided immediate analysis during high-pressure crisis situations arising from unexpected quantitative model trading recommendations and market irregularities.

Experience

0-2 Years

Level

Entry Level

Education

BS

Description :

1. Created and automated high-level SQL queries for running recruiting and operations reports.
2. Designed, implemented and presented the dashboard for analysis and visualization of monthly KPI data.
3. Generated numerous ad-hoc reports from complex data cubes/databases with a high level of accuracy for the marketing teams.
4. Extensively conducted statistical analysis using ms excel and SQL server on large datasets for high-level decision making.
5. Documented/understand business requirements and creating reports for various stakeholders in the organization.
6. Designed reports utilizing data cubes, excel pivots and SSRS with slice and dice, drill down, crosstab, pivot tables functionalities.
7. Measured and predicted the weekly/quarterly performance of site on the basis of the kpi’s.
8. Successfully identified fraud users and bugs in the system to increase the profits by $25,000/quarter.

Experience

5-7 Years

Level

Executive

Education

MS

Description :

1. Compared effects of various beta factor models (stress beta, robust beta etc) in R to improve Barcap's current equity spot scenario analysis methodology.
2. Applied regression analysis in r to design the fat tail hedging solution for Barcap's global portfolio.
3. Conducted research on implied volatility co-movement by statistical analysis and improved current implied volatility scenario analysis methodology, which is used to better understand Barcap's dispersion book.
4. Conducted research on VIX term structures scenario generation to better capture the worst loss and also allowing Risk Managers and Traders to express their own market views.
5. Analyzed equity sector covariance matrix under stressed environment through different quantitative models.
6. Built the virtual optimized portfolio to analysis the real portfolio (cash desk)s diversification risk and tail risk.
7. Calculated and optimized capital reserve for Barcap's equity vanilla book based on new FSAS rule.

Experience

2-5 Years

Level

Entry Level

Education

PhD

Description :

1. Gathering client requirements for ad-hoc report development using SQL, tableau, and excel, providing timely responses and completing client requests to enable agile data analysis and data preparation for front-end BI implementation.
2. Executing ETL, data analysis, and visualization and presenting the key finding from surveys, in-store special events, and programs to inform decision-making processes at the executive level.
3. Fetching the data using SQL and Qtrax and perform data munging, data transformation, and data analyses to create visual reports in Tableau, successfully driving future business strategies to positively impact sales.
4. Designing and developing the performance dashboards by creating various KPIs to track representatives field performance using tableau.
5. Supporting clients and field teams nationally to reduce manual report processing time by 100+ hours.
6. Identifying the impact of different variables on sales and product-by-product performance by creating statistical models and execute uplift analysis to measure program success utilizing a/b testing.
7. Participated in identifying store locations needing retail coverage by completing a deep dive analysis of different geographical attributes across six regions using R and Tableau to execute geo-coding and clustering.

Experience

0-2 Years

Level

Entry Level

Education

MS