Business oriented professional with 15+ years of experience in model development, quantitative research and trading, in financial and energy markets.
Technical:
Python (9 years) ; SQL (9 years); Matlab (8 years), R (2 years)
Excel VBA (8 years); SAS (4 years), C++/ C# (3 years)
Work ...
more
Business oriented professional with 15+ years of experience in model development, quantitative research and trading, in financial and energy markets.
Technical:
Python (9 years) ; SQL (9 years); Matlab (8 years), R (2 years)
Excel VBA (8 years); SAS (4 years), C++/ C# (3 years)
Work Experience and Knowledge:
Quantitative, Market and Credit Risk; Derivatives; Volatilities; Quantitative Research/Trading Strategies
Model Development, Model Validation, Valuation, Forecasting
Advanced Mathematical Methods; Time Series Analysis, Machine Learning; Financial Econometrics
Dynamic programming; Optimization; Monte Carlo Simulation; Economics, Global Macroeconomics
Asset classes: Commodities, Fixed Income, FX
Motivated, creative, critical thinker, self learner, team player, analytical & programming skills
US Citizen, UK Settled Status, Canadian & EU citizen
less
Latest Comments