Experienced quantitative researcher with solid knowledge and strong interpersonal skills in the financial industry. Email: hqma100 at yahoo.com Specialties: Quantitative: Stochastic Calculus, Statistics, Probability Theory, Applied Statistical Analysis, Econometrics, Numerical Analysis, Lévy ...more

Experienced quantitative researcher with solid knowledge and strong interpersonal skills in the financial industry. Email: hqma100 at yahoo.com Specialties: Quantitative: Stochastic Calculus, Statistics, Probability Theory, Applied Statistical Analysis, Econometrics, Numerical Analysis, Lévy Processes, Monte Carlo Simulation, Copula Programming: Professional in MATLAB and SAS. Proficient in JAVA, C/C++, SQL, and SPSS. Finance: Portfolio Selection and Optimization, Financial Modeling, Equity Derivatives, Interest Rate Models and Derivatives, Risk Analysis, Model Calibration and Parameter Estimation, Model Validation and Evaluationless