- Experienced data analyst with deep knowledge of finance and statistics, statistical analysis, and enterprise risk analysis. Experience with numerical analysis packages and scripting languages. Association for Computing Machinery (ACM) Senior Member, and INFORMS Mentor.
- In-depth project work ...
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- Experienced data analyst with deep knowledge of finance and statistics, statistical analysis, and enterprise risk analysis. Experience with numerical analysis packages and scripting languages. Association for Computing Machinery (ACM) Senior Member, and INFORMS Mentor.
- In-depth project work in big data predictive analysis including relational data mining, neural network, nearest k-neighbor, association rules, time series, regression trees, sequence clustering, and Naïve Bayes.
- Expertise in power market risk model analytics of PJM and other ISO/RTO markets including peak/off-peak load analysis, using day-ahead and real-time market data of power generation, transmission, and congestion at various LMP zones/hubs.
- Mentor and accomplished practitioner in market risk measurement, volatility, predictive modeling, option pricing, risk analytics, yield curve modeling, and analysis of financial market data in researching fixed-income instruments and derivatives, especially mortgage products.
- Experience in exchange-traded derivatives, margining, and strategy. Experience in analyzing cashflow-based valuation models and the ability to analyze/estimate the sensitivity of model parameters to pricing. Monte Carlo simulation, Hull-White, Black-Karasinski, AD&Co, AFT, Bloomberg, Intex, SPAN margin.
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