quantitative financial analyst resume

Critical thinker and adept negotiator who can apply extensive knowledge of the industry to excel and improve. 73-81, 2008, Languages: English (fluent), Mandarin (native). Participated in financial center data analysis and planning activities for several data warehouse, data mart, and data mining solutions. . Summary : Sr. Quantitative Analyst with a strong programming, financial and quantitative background resulting from work experience in a financial industry. 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. Familiar with multithreading in C++ and C#, Relevant work experience with consumer mortgage, credit card, or other financial products, Prior experience with credit risk analytics, Prior Risk Management and/or Loan Servicing experience, Willingness to conduct independent research to come up with innovative solutions to business problems, Familiar with developing C/C++ application in UNIX/Linux environment, Strong written and verbal communication to deliver results and produce technical documentation, Masters or equivalent training in a core applicable science field: Math / Statistics / Economics / Physics / Computational Engineering / Actuarial Science, Experience writing technical documentation (white papers), BA/BS or equivalent degree with emphasis in finance or quantitative disciplines (progress toward CFA or FRM professional designation is a plus) strongly desired but will consider proven relevant experience, Minimum 1+ years of experience with significant exposure to Market Risk models for VaR/Stressed VaR, IRC, CRM and Stress Testing, A broad knowledge across financial products and asset classes and a understanding of Value at Risk (VaR) and its use in the risk management area, A understanding of capital regulations and how these apply to Market Risk, Advanced desktop technology skills such as Excel and PowerPoint is a must (Bloomberg and Access skills are a plus but not required), Some experience in computer programming, VBA, SQL, Python, Test and monitor model performance through backtesting, benchmarking, sensitivity analyses, and other model diagnostics, Provide feedback to developers through model reviews prior to independent validation, 3 5 years of financial services industry experience, Help team compile content for recurring senior management and board level reports on portfolio trends and special topics, Support the team complete and socialize analytical work for BAC's Risk Appetite Statement and commercial concentration limits, Help team develop and rollout new tools and functionality for portfolio informed analysis with respect to new business opportunities/strategies, Help prepare and present training material of new concepts and capabilities for less quantitative audiences, Help assess and quantify expected impact of business strategies on portfolio risk measures such as expected loss and tail risk, Identify and sponsor technical and data related enhancements as business champion, Contribute to other special projects and initiatives as needs arise, Two (2) years of relevant work experience, Strong verbal and written communication skills; ability to develop and present strategic proposals and obtain buy-in on, Strong technical and analytical skills and comfort with statistics and portfolio theory, Familiarity with commercial credit products and capital markets, Ability to efficiently mine, navigate and interpret large financial datasets, Strong work ethic, ability to adapt to changing priorities and be team oriented, Comfort in programming languages (SQL, SAS, etc. These diverse topics include financial reporting, data management, trend projections, presentations, monitoring, advanced economic modeling, administration, and risk management. Solid knowledge of pricing model on equity, fixed income and options, as well as stochastic process, regression analysis, and Monte Carlo simulation. PROFESSIONAL SUMMARY Quantitative research experience in current and previous positions, with analysis primarily based in SNAP surveys and Excel software domains. I am one year away from graduating with my bachelors degree. These numbers represent the median, which is the midpoint of the ranges from our proprietary Total Pay Estimate model and based on salaries collected from our users. Utilizing time series modeling and forecasting techniques, simulation-based techniques. A quantitative analyst is a professional who uses quantitative methods to help companies make business and financial decisions. Created formal modeling of risk, return and trading cost profiles for equities and other firm-wide assets classes. Many quantitative financial analysts have a depth of technical skills/ computer programming knowledge. QUANTITATIVE FINANCIAL ANALYST Professional Summary Reliable, compassionate, and patient-focused Registered Nurse with over 9 years of experience in direct patient care in a variety of settings. Reliable, compassionate, and patient-focused Registered Nurse with over 9 years of experience in direct patient care in a variety of settings. Performed time series analysis on stock return, fitting ARIMA model and conducting the residual analysis. Masters or foreign equivalent in Computational Finance, Mathematics, Statistics, Physics or related degree, Possess excellent quantitative / analytic skills, Several years experience in financial markets, Familiarity with exotic equity derivatives essential, Graduate-level research experience / coursework in; derivatives modelling; stochastic calculus; Partial Differential Equations; Statistics; Probability; Real Analysis; Numerical Analysis; Monte Carlo Methods; VBA and C++, Ability to influence strategic direction, as well as develop tactical plans, 35 years experience leading technical or quantitative projects, 35 years of financial services industry experience, Able to communicate abstract concepts effectively, Able to edit technical or quantitative documentation, Able to deliver results in a dynamic environment with a commitment to deadlines, Experience in capital management a strong plus, Develop quantitative/analytic models and applications in support of servicing activity forecasting and loss mitigation strategy, Maintain and run various quantitative analyses and models, as well as data inputs preparation for projection of mortgage loan servicing activities, Partner with various internal groups including Finance, Risk, Servicing and Model Risk Management to provide model transparency and enhancing forecast and analytics capability, Complete ad-hoc credit risk analysis requests for various levels of internal management, Ensure full compliance with all regulatory requirements pertaining to the loan servicing and model development, communicating the groups commitment to compliance by continually expressing that message to all relevant parties within the assigned area of responsibility, Minimum of 2 years of quantitative modeling experience, Advanced degree in Finance, Economics, Statistics, Engineering, Mathematics, related subject, Hands-on C++/C# development experience including design, implementation, debugging, etc, Experience & proficiency with Microsoft Office Excel, SAS & SQL, Understanding of object oriented concept, algorithm and data structure. SPSS experience gained from regression and multivariate statistical classes taken during PhD classes at Penn State University. Expert level at Stochastic Calculus, Brownian Motion, PDE, ODE, Monte Carlo Simulations, Finite Difference Methods etc. Work best in team environments in a collaborative setting. Resumes are usually scanned by Automated Tracking Systems in the finance industry, and you should only generate a black and white resume. Interpreted results of these models, and presented them to senior management. 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. Constructing PD and LGD data views for modeling, monitoring, and performance/back-testing analysis from across cits business-linked servers. Aspiring professionals demonstrate a Doctorate in Philosophy in Statistics, Math or Engineering in their Quantitative Analyst Resume. ), finance, or economics, Being able to travel up to 25% of the time, Strong presentation skills; capable of presenting stress results to management and in stress testing governance forums, Strong computer skills - MS Office, SQL, Access, 3+ years experience in counterparty credit risk analysis preferred, Master degree in a quantitative discipline or finance/economics, preferred, but not required, Deep knowledge / subject matter expertise in at least one of these areas: OTC derivatives or Financing/Securities Lending products, Experience with stress testing and/or CCAR preferred, Validate XVA system models and feeder models of banks counterparty systems developed by Quantitative Strategy Group and Global Risk Analytics, including all asset classes: IR (Interest Rates), FX (Foreign Exchange), Inflation, Equity, Commodity, Credit, Mortgage, as well as collateral exposure modelling, Work closely with the model stakeholders (business, Market Risk, Finance/PVG and other control functions) with respect to compensating controls of the models and communication of validation outcomes, Maintain a sub-portfolio of model inventory and perform annual model reviews, on-going monitoring reviews, Required Actions Items closure and etc, PhD in quantitative fields such as mathematics, statistics, physics or equivalent, In depth understanding of financial mathematics including stochastic calculus and probability theory, as well as derivative pricing and risk models including interest rates and credit risk modelling, Strong coding ability in C++, Python or R is a plus, Being critical thinking, intellectually curious, detailed-oriented, well-organized, quick learning and a team player with good communication skills (both written and verbal), Develop dashboards to visualize the credit portfolio and recommend actions, Comfort in programming languages (SQL, R, SAS, etc. With senior executives, Annual dollar responsibility of $7 million. 2022, Bold Limited. My ultimate goal is to get a job that fits my main interests which are (from most important to least): statistical analysis, making and testing statistical models, speculative investing (preferably with options), coding ( python preferably). Utilize statistical analysis and quantitative methods to determine fund beta to non-standard benchmarks. a highly motivated quantitative analyst with 5 years of industry experience and demonstrated mathematical modeling and pricing skills and in-depth knowledge of quantitative finance including term structure models, financial derivatives, quantitative risk management (qrm), time series, statistics, probability theory and stochastic calculus, The average salary range for an Analyst, Financial and Quantitative Analytics varies widely, These opportunities depend on many factors, including skills, education, certifications, location, and years of experience. 2022, Bold Limited. Studied all types of computational errors such as discretization, truncation and interpolation errors and controlled errors within the limits given. Acted as a preceptor, charge RN and Facility Supervisor. Seeking opportunities in the areas of quantitative modeling, financial modeling, data analytics, investment and asset management, utilizing skills in capital markets, Credit/Funding Value Adjustment, fixed income, financial derivatives, equities, asset pricing, and economic & financial theory. Committed to excellence in the delivery of healthcare services and improving quality of life and wellbeing. Prepared, analyzed and provided reporting on monthly balance sheet marketing accrual account reconciliation. In the trading world, quantitative analysts are in. Guide the recruiter to the conclusion that you are the best candidate for the quantitative finance analyst job. Designing and developing the performance dashboards by creating various KPIs to track representatives field performance using tableau. 3) Identify, track, or maintain metrics for trading system operations. Negotiated blanket orders and managed contracts, led inventory reduction team & on-time delivery program. Provided market-based analyses and advice for proprietary trading, business development, and asset management activities in the rapidly changing energy market. Quantitative Analyst Resume Pdf - . SAS, R), The ideal candidate would have 0-2 years of industry experience working in a modeling focused role, Provide subject matter expertise to the wider audit group, Advanced degree in a quantitative field (mathematics or physical sciences, engineering, etc. 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. Strong programming skills to compliment a design-oriented curriculum. All rights reserved. Summary : Meticulous Quantitative Analyst blends academic training and hands-on experience in quantitative analysis and research. Developed methodology and implementation for a variety of models for calculation of loss under stress scenarios for a range of products/asset classes. Compared effects of various beta factor models (stress beta, robust beta etc) in R to improve Barcap's current equity spot scenario analysis methodology. Developed a statistical analysis tool in python to optimize gas emergency response staffing requirements. Designed reports utilizing data cubes, excel pivots and SSRS with slice and dice, drill down, crosstab, pivot tables functionalities. Built the virtual optimized portfolio to analysis the real portfolio (cash desk)s diversification risk and tail risk. Quantitative Finance Analyst Resume Sample 5.0 18 votes The Resume Builder Create a Resume in Minutes with Professional Resume Templates Create a Resume in Minutes Edd Klein 395 Deondre Loaf, Phoenix, AZ +1 (555) 113 3038 Work Experience VP, Quantitative Finance Analyst 04/2018 - PRESENT Boston, MA Highly motivated and team oriented with demonstrated leadership and problem-solving experience. Successfully identified fraud users and bugs in the system to increase the profits by $25,000/quarter. Measured and predicted the weekly/quarterly performance of site on the basis of the kpis. 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. Quantitative Financial Analyst Resume, Curriculum Vitae Ama De Llaves, Professional Analysis Essay Writer Websites Uk, Short Paragraph My Favorite Game Football Class 5, Sap Quality Assurance Resume, Resume For A Scholarship Application, Once you have a clear explanation of your thesis statement, it's time to review the assignment criteria and choose an argumentative structure. Many factors go into creating a strong resume. from $64,975 to $85,324. Served on value analysis team to reduce cost and improve quality, Managed procurement lifecycle from purchase order to payment of invoice, coordinated with multiple departments to ensure adherence to timelines and contracts. Negotiated blanket orders and managed contracts, led inventory reduction team & on-time delivery program. 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. Hire our essay writer and you'll get your work done by the deadline. A Financial Analyst studies the performance of bonds, stocks, commodities and offers guidance to the organization, individuals, and business to make a better investment decision. Financial analysts often work on financial models to improve a company's financials. Tailor your resume by picking relevant responsibilities from the examples below and then add your accomplishments. Strong organizational and analytical skills to enable finding solutions within complex projects. Evaluated the model use appropriateness in the context of CCAR/DFAST. Position Title: Quantitative Financial Analyst. Supporting clients and field teams nationally to reduce manual report processing time by 100+ hours. Experience with pricing libraries and modules, Understanding of stress testing framework, Maintaining & developing the mathematical framework and code for loss forecasting models, Producing clear and coherent technical documentation for internal and regulatory purposes, MSc or PhD in Statistics, Econometrics, Mathematics or other scientific discipline, 5+ years experience in credit risk preferable in, IT skills: Python, Statistical packages (e.g. Define and enhance the bank credit and market risk methodologies, PhD in a quantitative field Mathematics, Physics, etc. | Cookie policy, Hire IT Global, Inc - LCA Posting Notices. Sheryl Ford Quantitative Analyst 11 Baker Street 4354-2343-123 / quantitativeanalyst@gmail.com Nelson Cook Recruiter "C & A" Dear Nelson, Developing thedata-driven strategies that match work demand and available supply in a cost-optimal manner. Apply on company website Quantitative Analyst - Model Risk Management, Vice President - Hybrid. Tailor your resume by picking relevant responsibilities from the examples below and then add your accomplishments. Implement strategies that help you think more critically and prepare you for an enriching career with an undergraduate degree in education.. The other duties that are executed by these analysts include developing systematic strategies, writing programs, conducting research, performing statistical analysis for stock trading and optimizing trading strategies. degree in a quantitative discipline or finance/economics, Familiarity with Basel III concepts and metrics, Strong analytical and problem-solving skills; capable of analyzing risk exposure profiles and identifying key drivers of the result, Strong knowledge of traded products; deep knowledge in at least one asset class Equities, Rates, Credit, Commodities or FX, Familiarity with stress testing concepts and practices, Excellent interpersonal skills; capable of working collaboratively with diverse teams and being diplomatic in challenging situations, Good presentation skills; capable of presenting stress results to management and in governance forums, Strong technical computer skills - MS Office Excel, SQL, Access, Python (preferred), Experience in counterparty credit risk analysis preferred, Master degree in a quantitative discipline or finance/economics, Knowledge of derivative products with approximately 0 - 2 years experience with experience in at least one asset class (FX, credit, rates, or equity), Knowledge of counterparty risk measurement techniques on derivatives and financing transactions, Ability to handle multiple projects at once and under time pressure while delivering accurate results, Experience interacting with Credit Officers, BA/BS or equivalent degree with emphasis in finance or quantitative disciplines (progress toward CFA or FRM professional designation is a plus), At least 1-2 years of experience in related fields such as risk management, finance and/or product control, An understanding of capital regulations and how these apply to Market Risk, Proven background of being detailed oriented, PhD or Master in Computational Finance, Mathematics, Statistics, Physics or related degree along with a quantitative related thesis, Extremely well organized and detail-oriented, Experience of developing and testing models in Python, Familiarity with the LaTeX document preparation system, Quantitative modeling experience in rates or related area in a major trading or investment firm, Masters or Ph.D. degree in Statistics, Math, Financial Math or Economics, Demonstrable ability to work on multiple projects at any one time, A proven project manager who is well organized, Validate equity derivative models developed by Front Office Equity-Linked Quant Group, Help on maintaining model inventory and conducting ongoing model performance monitoring, BS/BA (Finance/Accounting strongly preferred), Experience with SQL and working with large databases Desired, Comfort working with complex Financial Products, Knowledge of Securitization deal structures, Good programming skills, including in R (preferred), VBA or SAS, Must possess problem solving skills and be proactive in researching concepts they are unfamiliar with, Detailed oriented, with strong analytical skills, Ability to translate business concepts to financial impacts, Broad exposure to financial products, concepts and businesses, Financial/ Econometric modeling experience, Detail oriented with strong analytical skills, Read and understand financial regulatory guidance and technical publications, Interview business partners in various lines of business and control functions to understand relevant aspects of model governance, development, validation, and use, Expertise in one of R, SAS, C++, MatLab, Java Desired Skills, Responsible for independently conducting quantitative analytics and modeling projects, Responsible for developing new models, analytic processes or systems approaches, Creates documentation for all activities and works with Technology staff in design of any system to run models developed, Incumbents possess excellent quantitative/analytic skills and a broad knowledge of financial markets and products, Required Education/Experience: Masters with 2-5 years of experience, Ability to work in a time sensitive, market-driven environment, Strong mathematical skills, especially coursework or experience in statistics, economics, financial theory, derivatives pricing or stochastic calculus, PD/EAD/LGD credit risk models for retail, wholesale and/or structured products under the Advanced Approaches (A-IRB, SFA), Market risk models for economic capital estimation, Knowledge of the Basel regulatory framework preferred, Understanding and knowledge of model performance measures, Minimum 2 years of experience in financial risk modeling or validation, computational, engineering or scientific research or other model development roles using SAS, R, MATLAB, SQL or any other scientific/mathematical programming environment, Experience in quantitative risk management in a financial institution, vendor or regulator preferred, Evaluate, understand and process large data sets from multiple client and 3rd party data sources, Design, build, and implement cutting edge quantitative risk management methodologies used to price products and to measure exposures in the Rates, Credit Derivatives, Commodities, FX, Swaps, and Swaptions, Lead the computation and delivery of credit risk metrics like PFE, CVA, DVA, Effective EPE, Wrong way risk, FVA, etc for collateralized and uncollaterised counterparties.

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