-
Seventh Annual National Financial Mathematics
Career Fair
October 26, 2007
Full-Time Candidates
Resume Book
co-hosted by
IAFE, NYU Courant Institute, and SIAM
-
Dear Recruiter,
It is my pleasure to present you with the resume book for this
years National Financial
Mathematics Career Fair. Students participating in this years
career fair come from the
top quantitative finance masters degree programs in the US and
Canada. This year we are
excited to announce that we have received over 850 resumes w
from w qualified w students. w
Participation w is w limited w to w students currently enrolled
in relevant, non-MBA, masters
programs; no alumni are participating. I encourage you to browse
through these resumes,
which are listed in alphabetical order. At the end of this book,
we have also provided an
index of students by school. Private interviews are available
for participating recruiters
during the day of the career fair. If you would like to
interview, but have not notified our
office, please do so as soon as possible by calling Amy Lerner
(646) 736-0680. As
interest builds in this field, the National Financial
Mathematics Career Fair will continue
to be the leading forum for recruiting the top students from
programs across the country
all in one place. It is a sincere pleasure to have you involved
this year and we look
forward to welcoming you again next fall.
Warm regards, David Jaffe Executive Director, IAFE
-
ABOUT THE HOSTS. INTERNATIONAL ASSOCIATION OF FINANCIAL
ENGINEERS The IAFE is a not-for-profit, professional society
dedicated to fostering the profession of quantitative finance by
providing platforms to discuss cutting-edge and pivotal issues in
the field. Founded in 1992, the IAFE is composed of individual
academics and practitioners from banks, broker dealers, hedge
funds, pension funds, asset managers, technology firms, regulators,
accounting, consulting and law firms, and universities across the
globe. Through frank discussions of current policy issues,
sponsoring programs to educate the financial community and
recognizing the outstanding achievements in the field, the IAFE
acts as a beacon for the development of quantitative finance.
Throughout its history, the IAFEs pre-eminent leadership has
positioned us to respond with savvy to the evolving needs of the
financial engineering community. The IAFEs programs - from our
area-specific committees to our monthly panel discussions to the
Financial Engineer of the Year Award - are designed to provide our
membership with uniquely valuable activities to enhance their work
in the field and opportunities to network and socialize with their
colleagues. For more information, please visit www.iafe.org.
COURANT INSTITUTE OF MATHEMATICAL SCIENCES, NEW YORK UNIVERSITY
NYU's Courant Institute of Mathematical Sciences is a leading
center for mathematics research and education (ranked #1 in Applied
Mathematics by U.S. News and World Report). Its special strengths
include partial differential equations, stochastic processes,
applied mathematics, and scientific computing -- topics at the very
heart of financial mathematics. The Institute is proud of its
Mathematics in Finance Masters Program, which takes advantage of
Courant's unique scientific resources and its location in the heart
of New York City. The program is small and highly selective,
graduating about 30 full-time and 5 part-time students each year.
See http://math.nyu.edu/financial_mathematics/ for more
information. SIAM Applied mathematics and computational science
have become essential tools in solving many real world problems.
Its methodologies are needed, for example, in modeling physical,
chemical, and biomedical phenomena; in designing structures and
networks, optimizing system performance, and in planning and
managing financial and marketing strategies. The Society for
Industrial and Applied Mathematics (SIAM) fosters the development
of applied mathematics, computational science, and their
application to the sciences and engineering. SIAM members are
applied and computational mathematicians, computer scientists,
numerical analysts, engineers, statisticians, and applications
scientists from around the world. SIAM members have the opportunity
to participate in more focused subject areas through the mechanism
of Activity Groups. One such group is the newly formed SIAM
Activity Group on Financial Mathematics and Engineering. See
http://www.siam.org/activity/fme/ for more information.
-
Nicolas Abadie-Vennin 435 West 119th Street, Apt. 6K
New York, NY 10027 Tel: 646 717-3818
email: [email protected]
RELEVANT EXPERIENCE HSBC (Paris, France) Quantitative Assistant
Trader, Equity Derivatives
Feb. 2007 Jun. 2007
Conducted the improvement of the Variance Swap model, taking
into account various dividends models Developed a back-test tool
for Variance Swaps related strategies Led the development of an
extension to the pricer to monitor volatility market prices
LAZARD (Paris, France) Financial Analyst, Financial Advisory
Sep. 2006 Jan. 2007
Performed companies research, analysis and valuation (DCF,
Multiples) Delivered pitch books and clients presentations Assisted
and advised buyers at companies presentation
Achieved deals and operations: Suez-Gaz de France merger (France
90bn) Advisory of Air Liquides (MV: 22.8bn) and Technips (MV:
5.8bn) defense against hostile LBOs and takeovers Structured debt
raising for a private holding (France 500m) Sell-side of the
international chemicals company Novasep (France 425m) Air Liquide
acquisition of Lindes share in Asian JVs (275m) and of the
engineering firm Lurgi (Germany 200m)
CAPGEMINI CONSULTING (Paris, France) Part-Time Consultant,
Advisory
Oct. 2005 Apr. 2006
Advised Paris City Hall on the design and conception of a House
of sustainable development Brought together a team of Business
School (Essec MBA) and Engineering (Centrale Paris) students
Assessed the clients needs, performed the analysis and pitched for
the results to Paris environmental counselor Interviewed experts on
sustainable development
CRDIT AGRICOLE INDOSUEZ (London, UK) FX Trader and Sales
Assistant, Emerging Markets
Jul. 2001 & 2002
Generated plans to sell products to new clients by identifying
new EM funds Designed a tool under Excel for statistical analysis
of the deals Improved the efficiency of the Morning Meeting
production by creating an automated data gathering tool
EDUCATION COLUMBIA UNIVERSITY (New York, US) Master of Science
in Financial Engineering
expected completion June 2008
Relevant Coursework: Topics in Stochastic Analysis (PhD Course,
Ioannis Karatzas), Discrete and Continuous Time Asset Pricing,
Monte-Carlo Simulation, Linear, Non-Linear and Network
Optimization, Stochastic Calculus, Statistical Analysis Award:
Christian R. Viros Scholarship for academic excellence (2007) GPA:
4.25/4.00, Ranked #1 out of 67 students
ECOLE CENTRALE PARIS (Paris, France) Diplome dIngnieur Bachelor
of Engineering and Applied Mathematics (2006)
expected completion June 2008
Relevant Coursework: Advanced Calculus (ODE, PDE), Advanced
Probabilities and Statistics, Discrete Mathematics, Advanced
Programming, Managerial Accounting, Financial Management Achieved
top rankings (GPA: 4.00/4.00, #1 in Applied Mathematics) Set-up a
team to run for the students union election
ACTIVITIES BOY SCOUTS (Paris, France Auvergne, France) Camp
manager
Sep. 2004 Jul. 2006
Set up a 3 weeks summer camp and year long activities for 30
teenagers Led and coordinated of a team of five camp counselors
Held the legal and moral responsibilities regarding the
teenagers
SKILLS & INTERESTS Native French speaker, working knowledge
of C/C++/Java, VBA, SQL, Reuters, Bloomberg, MS Office Interests in
Golf, Skiing, Sailing, Photography and Poker
-
SAMIR ADHIA2274, Stone Road, Ann Arbor, MI 48105
Tel (734) 546-5988 _______________________________________email:
[email protected]___________________________________
EDUCATION UNIVERSITY OF MICHIGAN Ann Arbor, Michigan Master of
Science in Financial Engineering, December 2007
GRE score: 1320/1600, (M: 800/800, V: 520/800, A: 5.0/6.0),
TOEFL score: 280/300 Major Courses (GPA: 3.5/4.0) - Capital
Markets, Fixed Income Securities, Valuation,
Advanced Equity Analysis, Advanced Financial Derivatives,
Financial Trading, Corporate Finance, Continuous Optimization,
Stochastic Processes, Advanced Statistics, Computational Finance
and Financial Engineering I & II.
UNIVERSITY OF MUMBAI Mumbai, IndiaBachelor of Engineering in
Computer Science, June 2006
Major Courses (GPA: 3.7/4.0) - Database Management Systems,
System Security, Image Processing, Parallel Processing, Computer
Networks and Operating Systems.
Computer skills - MATLAB, C\C++, SQL, Factset, Bloomberg,
Microsoft Office. Major tasks Team programming projects, technical
reports and oral presentations.
EXPERIENCE Challenge Finance & Investments Pvt. Ltd. Mumbai,
India2007 Summer Analyst
Conducted research for investment in IPOs, Equities,
Derivatives, MFs and Bonds. Performed recommendations to clients as
indicated by the conducted research. Learnt the art of trading
different securities and the tricks of trade. Also exposed to on
going Private Equity deals and FDI projects. Responsible for
uploading latest news and information on the companys website.
2005-2006 D. J. Sanghvi College of Engineering Mumbai, India
Research Assistant for Prof. Saurabh Deshmukh
Collaborated a project on Steganography (hiding data into
images), in a group of three students, which involved studying
algorithms currently in use and developing a new algorithm which is
more optimal.
Major responsibilities included research and analysis of various
algorithms, development of a better algorithm and coding it in
MATLAB.
Presented a national level technical paper on Steganography and
the algorithm.
2005 Raj Rajeshwari Enterprise Mumbai, India Securities
Assistant for Mr. Paresh Shah Analyzed daily news and macro events
to make trading strategies for each client. Performed technical
analysis and other research to select the best investments. Also
involved in client relations team and other similar tasks.
2004 D. J. Sanghvi College of Engineering Mumbai, India Event
Head for LAN Gamming event during the college festival Created a
LAN Gamming Environment for 200 enthusiastic participants also
managing game entry and system allocation under high pressure
atmosphere.
ADDITIONAL Member of Board (Event Coordinator) of the Financial
Engineering Club. Member of the Finance Club at Ross Business
School and Computer Society of India. Keen interest in Sports,
Photography, Music, Traveling and other outdoor activities.
-
RIKHIL AGARWAL North Avenue North 428B, 120 North Ave., Atlanta
GA 30313
Tel: (312) 208-7601 Email: [email protected]
OBJECTIVE Looking for a fulltime front office position in
Structuring/Trading/Quantitative Analysis starting January 2008
WORK EXPERIENCE
JPMorgan Structured Credit, London (Summer Intern) May-07 -
July-07 Gained excellent hands-on exposure to various aspects of
synthetic credit structuring (CDO and Managed CPDO) Designed
innovative structures such as Principal Protected Notes and Long
Legal Maturity Notes for an ongoing deal Performed sensitivity
analysis to model the performance of credit structures under
various spread and default scenarios Modeled and distributed weekly
pricings of deals to potential investors through Sales Optimized an
existing rating agency model to reduce the output time by over
30%
HEADSTRONG Bangalore, India (Senior Associate) Jun-04 - Jun-06
Special Contribution Award for developing expertise in a new line
of business, leading to strong revenue growth Led team to develop a
comprehensive Anti-Money Laundering (AML) solution for Bank of
America Developed an Equity Portfolio Mgmt System with PnL, VaR
analysis, etc. to showcase domain capabilities to clients
Responsible for pre-sales activities and marketing campaigns as a
Business Development Manager from Oct-05
EDUCATION Georgia Institute of Technology - MS, Quantitative
& Computational Finance (QCF) Aug-06 - Dec-07 GPA 3.9/4.0 Focus
on derivatives, risk neutral valuation, fixed income securities,
credit risk modeling and numerical methods Member of QCF Student
Committee & Coordinator of QCF team for Bloomberg & WRDS
data download and analysis Awarded Graduate Teaching Assistantship
for the Graduate Level course on Financial Optimization during Fall
2007 Indian Institute of Technology (IIT) Kanpur, India B.Tech,
Electrical Engineering Jul-00 - May-04 All India Rank of 288 among
over 150,000 candidates in the IIT Entrance Examination in May-00
Publication on modeling of high bandwidth systems in MATLAB at the
National Communications Conference in Feb-04 Awards &
Certifications Cleared CFA Level I Examination in Jun-06 (CFA
Institute, formerly AIMR) Certificate courses in Equities,
Derivatives & Portfolio Management from the New York Institute
of Finance GMAT: 780/800 (Analytical Writing Assessment - 6.0/6.0)
Represented India in the SEARCC International Software Contest held
at Darwin, Australia in Jul-98
KEY PROJECTS Derivatives / Option Pricing Models Pricing of
American options and calculation of Greeks using numerical
solutions of the Black-Scholes PDE Monte Carlo Pricing of a
Lookback option and a European Call option on a basket of
correlated stocks Study of volatility smiles and volatility term
structure by calculating implied volatilities using numerical
methods
Investments / Fixed Income / Others Portfolio selection and
optimization through systematic fundamental analysis and portfolio
performance evaluation Pricing of the US$ 1bn Tata Consultancy
Services (TCS) IPO through comprehensive Discounted Cash Flow
analysis Immunization of a bond portfolio against unexpected
interest rate fluctuations using asset-liability duration
matching
OTHER SKILLS / ACTIVITIES Internships at the Lund University,
Sweden and University of NSW, Australia in 2003 and 2002
respectively MS Excel, VBA, MATLAB, SAS, Optimization tools such as
CPLEX & GAMS, Java, C++, MINITAB, MS SQL Server Senior tutor
for Microeconomics, Macroeconomics & Investment Theory with
Georgia Tech Athletic Association Placement Coordinator, Electrical
Engineering, IIT Kanpur Swimming, badminton, reading and
traveling
-
Virat Agarwal
70 Spruce St., Aptt 24, Atlanta, GA 30307Tel: 404-606-2243
email: [email protected]
web: http://www.cc.gatech.edu/~virat
Education
MS, Georgia Institute of Technology, Atlanta, GA expected May
2008GPA : 3.87/4.0
Indian Institute of Technology, Delhi, India July 2002 - August
2006Bachelor of Technology, Computer Science & Engineering
Experience
1. Computational Finance at IBM T.J. Watson Research Center May
2007-August 2007
Option Pricing using Monte Carlo Simulation:Designed parallel
algorithms to price European calls and puts using underlying Black
Scholes Model.
Collateralized Debt Obligation (CDO) Pricing:Designed parallel
algorithm for Monte carlo simulation using Gaussian Copula Model to
price the CDO tranches.
The work was appreciated at various executive levels and led to
further collaborations. Also working onsubmitting to the Securities
Industry and Financial Markets Association (SIFMA).
2. Research Assistant, Georgia Institute of Technology August
2006-Present
Designed parallel algorithms and implementations of various
scientific workloads that arise in signal
processing,encryption/decryption, etc. Proposed a novel work
partitioning technique that helps in achieving parallelperformance
for irregular algorithms.
Invited Talks
The talks mentioned below were aimed at an audience that
included various industry guest speakers/other experts.
1. Financial Modeling on Cell/B.E., IBM T.J. Watson Research
Center, Yorktown Heights, NY, USA.
2. FFTC: Fastest Fourier Transform on the Cell/B.E., MIT Lincoln
Labs, Boston, MA, USA.
3. Optimizing Applications for the Cell/B.E., International
Symposium on HPCA, Phoenix, AZ, USA.
Selected Publications
The publications mentioned below were accepted and presented at
top conferences and journals.
1. High Performance Combinatorial Algorithms for the IBM
Cell/B.E., Journal of Parallel Computing, 2008.
2. FFTC: Fastest Fourier Transform on the IBM Cell/B.E., IEEE
International Conference on High Per-formance Computing.
3. Efficient Implementation of Irregular Algorithms on
Cell/B.E., The IEEE/ACM Supercomputing Conference.
Relevant Courses
Practice of Quantitative and Computational Finance, Numerical
Methods, Discrete Algorithms, Probability andStochastic Processes,
Optimization Methods, Principles of Management for Engineers.
Parallel and Distributed Simulation, High Performance Parallel
Computing, Operating Systems.
Honors and Awards
1. All India Rank 24th among 150,000 candidates in IIT Joint
Entrance Exam and North Zone Rank 4.
2. Gold Medalist for excellent overall academic performance in
Delhi Public School (DPS) from 1995-2002.
3. Invited Reviewer for the IEEE Journal on Parallel and
Distributed Systems.
4. 2nd prize among 50 National Teams in The Virtual Stock
Exchange, TRYST, Technical Fest, IIT Delhi.
5. Awarded National Level Science Talent Search Examination
Scholarship 1998 & 2000.
-
SAUMYA AGRAWAL Apt 1902, 30 Newport Pkwy, Jersey City, NJ
07310-1566
Tel: (908) 745 9277 email: [email protected]
EDUCATION
NEW YORK UNIVERSITY - Courant Institute of Mathematical Sciences
Master of Science in Mathematics in Finance (Sept 2006 Jan 2008)
Finance: Binomial trees, Black-Scholes, Greeks, Volatility Smiles,
Interest rate models Computing: Monte Carlo Simulation, Implemented
yield curve and convertible bond in C++ Mathematics: Martingales,
Brownian motion, Ito calculus, forward and backward Kolmogorov
equations MS Thesis: Valuing American-style options by
Simulation: An improved least squares approach
INDIAN INSTITUTE OF TECHNOLOGY (IIT), Kharagpur 5 Year
Integrated Master of Science in Mathematics and Computing (Aug 2001
Apr 2006) Ranked in top 1% (among 200,000 students) in All India
IIT Joint Entrance Examination, 2001. MS Thesis: Developed a
package for simulating various probability distributions using
Monte Carlo
Simulation Techniques. Analyzed the performance characteristics
of these algorithms.
EXPERIENCE
MERRILL LYNCH New York , NY Summer Associate at Hedge Fund
Development and Management Group (Summer 2007) Implemented Single
Factor and Multi Factor forecasting model to forecast hedge fund
returns from
factor returns. Implemented CDaR as an alternative measure of
risk. Solved a linear programming problem based on scenario
optimization with CDaR as risk metric
using Excel SDK Solver. INTERNATIONAL INSTITUTE OF INFORMATION
TECHNOLOGY(IIIT) Hyderabad, India
Summer Intern at Language Technology Research Centre (Summer
2005) Designed and developed a relational database, generic query
processor and a generic Linguistic
Browser using Perl, MySQL and HTML to store and retrieve huge
volumes of translation data efficiently.
INDIAN INSTITUTE OF TECHNOLOGY (IIT) Delhi, India Summer Intern
at the Department of Mathematics Lab(Summer 2004) Implemented the
dynamic programming algorithms Dynamic Time Warping and Somers
Algorithm for word alignment in C++. Designed and implemented
improvements over these which increased the accuracy of alignment
by
over 500% for the three corpora (parallel texts) considered.
COMPUTER SKILLS
C, C++, Matlab, Java, SQL, Perl, ABAP/4
PUBLICATION N.Chatterjee and S.Agrawal. Word Alignment in
English-Hindi Parallel Corpus Using Recency-Vector Approach: Some
Studies. In Proceedings of COLING-ACL,July 2006.
-
ALIM ALCHAGIROV 6400 Freret St, Room 2001 New Orleans, LA
70118
Tel: (504) 975-2689 Email: [email protected]
SUMMARY OF QUALIFICATIONS Ph.D. in Physics Strong mathematical
background and analytical and problem-solving skills Experienced in
numerical methods and mathematical modeling Thrives in both
independent and collaborative work environments Able to multitask
effectively Strong verbal and written communication skills Ability
to convey technical concepts to non-technical audiences Quick
learner with an ability to grasp and employ new technology and
concepts.
EDUCATION
2007 2008 Master of Financial Engineering Candidate (March
2008), Haas School of Business, University of California, Berkeley,
CA
1996 2002 Ph.D. in Physics, Tulane University, New Orleans,
Louisiana, USA 1992 1996 B.S. equivalent, with honors,
Kabardino-Balkar State University, Nalchik,
Russia COMPUTER SKILLS
Languages: C++, C, Python, FORTRAN, BASIC Platforms: UNIX/Linux,
Mac OS X/ Classic, MS Windows 9x/XP/NT/2000 Software: Mathematica,
Matlab
PROFESSIONAL EXPERIENCE
Fall, 2007 Standard & Poors, New York, Associate Intern, CDO
Analytics 2006 Visiting Professor, Department of Physics, Tulane
University
- Introductory Physics (non-calculus based) - General Physics
(calculus based course for engineering students)
2004 2006 IT Analyst 3, LSU Health Sciences Center - Modeling of
the topography of human cornea and its implications for the
Quest
for Supervision 2002 2004 Adjunct Research Assistant, Department
of Physics, Tulane University 2000 2004 System Administrator,
Department of Physics, Tulane University 1996 2003 Physics Lab
Instructor, Department of Physics, Tulane University 1998 1999
Computer Lab Monitor and Help Desk Assistant, Tulane Law School
HOBBIES
Soccer. Running a soccer fan club and a website
(www.spartak-n.ru) PERSONAL INFO
Permanent U.S. Resident (Green Card)
-
ALEXANDRE ASSOULINE [email protected] 125 West 109 Street, Apt
4E New York, NY 10025 +1 347 323 7554
EDUCATION
COLUMBIA UNIVERSITY, Graduate School of Arts and Science MA in
Mathematics of Finance
New York,NY
May 2008 Quantitative Finance : Pricing, Portfolio management,
Stochastic Processes, Time Series Models Market Finance -Business
School-:Capital Markets &Investments, Derivatives, Debt
Market
SUPELEC Engineering School French Grandes Ecoles - GPA : 3.8/4 -
MS in Computer Science and Energy - Expected Oct 2008 -
Paris, France
2005-2007 Science: Probability, Statistics, Optimization,
Physics, Signal science, Information System Management: Market
Finance, Strategy, Marketing, Project management, Corporate Law
Research Project in Mathematics: Blind Source Separation - Monte
Carlo and Markov Chain -
LYCEE LOUIS LE GRAND, Two-year undergraduate courses in
Mathematics and Physics Preparatory classes for entrance exam to
highly selective French Engineering Schools
Paris, France
2003-2005 Scientific Baccalaureat with honors Major in
Mathematics and Physics Jun 2003
EXPERIENCE
Credit Agricole Asset Management, Equity Derivatives Trading
Desk, Trader Assistant Paris, France Created interface between
Excel and Bloomberg to follow long/short strategies on sectors:
Daily recommendations of long/short pair trading using bollinger
bands and correlation on ratios
Jul-Aug 2007
Optimized model based on volatility overlay strategies: Short
call/put combined with long/short exposure of equities on
portfolio
Back-tested volatility arbitrage model and delta-hedging
scenarios Developed tools in Excel to facilitate hedging and volume
impact on market
Day By Day, French Leader in Equity Research and Technical
Analysis in Finance, Junior Analyst Paris, France Developed model
to indicate long/short signals using moving average, rate of change
and volatility May-Jun 2007 Achieved statistical analysis on
relative strength in each sector with technical indicators :
Followed daily trends on ratios between every sectors and
CAC/DAX
Performed technical analysis on French market and indices
Rexel Electrical Supplies, Financial department, Summer Analyst
- Cost optimization for Logistics London, UK Built models to
analyze the cost of the existing fleet (per van, driver, and
journeys) Jul-Sep 2006 Benchmark fleet with external transporters
leading to outsourcing strategy for certain journeys Management
control: presentation to regional branches how to increase
productivity and security
LEADERSHIP EXPERIENCE
Junior Enterprise of Supelec, President of the association -
Team of 10 people - Developed the client base through phoning and
presentations to companies Sep 2005 Project Management between
clients and developers -Project budgets: 5,000 to 15,000- Mar 2007
Organized a conference in energy market : Electricity market
liberalization in Europe
SKILLS
Language
French - Fluent - mother tongue - English - Fluent -Summer
Universities in Miami, London and Oxford - American summer
camps-
Chinese Ten years - 1000 characters - Spanish Five years - Basic
level -
Computer Programming Languages - Java, Matlab, SQL, Rational
Rose (UML) Other Software - Word, Excel, PowerPoint, Access, MS
Project & Bloomberg - Paris Training-
INTERETS AND ACTIVITIES
Sport & music Tennis, Golf (handicap 36), Water-ski
(mono-ski),Volley (school team), Piano (classical music) Lessons
Mathematics lessons for undergraduate students
-
David ANGEL 211 Thompson street Apt 2D, New York, 10012
[email protected] - 1 646 379 3331
EDUCATION
NEW YORK UNIVERSITY COURANT INSTITUTE OF MATHEMATICAL SCIENCES
New York, NYMS in Mathematics in Finance (September 06 expected
December 07) Quantitative multi-asset pricing library in C++
(exotic options, convertible bonds, IR swaps) using
several pricing methods (Black Scholes, Monte Carlo, binomial
trees and finite differences) Derivatives trading techniques,
hedging of greeks, market impact, risk management, stress testing.
Equity and credit derivatives, vanilla (variance swaps, dividend
swaps, dispersion), exotics and
structured (CDOs, tranches, credit options, CPDOs, CPPI, IO/POs,
CDO^2)
ECOLE NATIONALE DES PONTS ET CHAUSSEES (September 03 June 05)
Paris, FranceMaster of Science in Mathematics and Financial
Engineering
Relevant courses: statistics, economics, corporate finance,
optimization, game theory.
LYCEE HENRI IV (September 01 July 03) Paris, France Intensive
preparation in mathematics and physics for the Grandes Ecoles
dIngenieur.
EXPERIENCE
LEHMAN BROTHERS New York, NY Summer intern in CDO Correlation
Trading (May 07 July 07) Contributed to the desk pricing, trading
and hedging of bespoke synthetic CDO tranches. Programmed VBA tools
to facilitate analyzing and hedging of main market risks (delta,
VOD) Daily run the mapping of tranchelets using base correlation
marks of CDX liquid tranches.
UBS London, UK Junior Trader in Fund Derivatives Trading
(February 06 July 06) Traded CPPI (Constant Proportion Portfolio
Insurance) and options on CPPI, on mutual funds, funds of
hedge funds, indices and baskets of stocks. Updated prices on
Bloomberg / Reuters and helped the desk with secondary market
making.
Delta hedged the book using index futures, funds, zero coupon
bonds (daily) and Crash notes, variance swaps and FX swaps (less
frequently).
CITIGROUP London, UKIntern in Equity Derivatives Strategy (July
05 February 06) Contributed trade ideas to the daily strategy piece
sent to nearly 1000 hedge fund clients. Ideas included
vanilla derivatives, variance and dividend swaps. Backtested
strategies and simulated scenarios for the trading and the research
desk. Developed a program to help traders shape the volatility
curve for options on short term non-liquid
equities. The program uses historical jump data to approximate
volatility level.
CALYON New York, NYSummer intern in Capital Markets Risk
Management (July 04 August 04) Created Excel/VBA macros so as to
efficiently monitor market risks and compute the P&L.
COMPUTER SKILLS
C++, Java, Excel/VBA, Matlab, Bloomberg, Reuters.
OTHER
French (mother tongue), Spanish (conversational), Italian
(beginner), Hebrew (beginner) Extensive travels throughout Europe,
Africa, Asia and North America.
-
Summary: Over two years of experience in developing complex
computer applications for Finance and Machine industry.
Education: Rutgers, The State University of New Jersey, New
Brunswick.
MS in Mathematics, with Option in Mathematical
Finance.Coursework: Financial Mathematics, Computational Finance,
Time Series Analysis, Regression,
Numerical Analysis, Fixed Income Securities.Thadomal Shahani
Engineering College, University of Mumbai, Mumbai, India.
Bachelor of Engineering in Computer Science.Coursework in
Mathematics: Probability and Statistics, ODES, Linear Algebra,
Calculus.
Professional Experience: Summer Intern, MKP Capital Management,
New York June 2007 - Aug 2007
Implemented a pricer for Credit Default Swaps and matched values
with Bloomberg data. Developed an application in C# to test the
tradeweb datafeed for credit markets.
Software Engineer, Geometric Software, Mumbai Dec 2004 - June
2006 Designed and developed modules for searching 3D models based
on shape from a cad part repository. Designed and developed a
module for automatically recognizing material type of sheet metal
parts based
on their geometric topology in C++ over the Parasolid, solid
modeling kernel.Software Engineer, Mphasis BFL, Mumbai Mar 2004 -
Dec 2004
Designed and developed the Automated Script generation using
Java and DOM parser for XML Developed the business logic for
exchanging forex deals in a proprietary message format coupled
with
UNIX shell scripting, C++, Java programming.
Teaching Experience:
Part Time Lecturer for Computer Applications for Business at
Rutgers, New Brunswick. Workshop on Windows Registry,
Linux-Installation at IEEE annual intercollegiate technical in
Mumbai.
Projects: Modeling Financial Data Using General ARIMA and GARCH
Techniques
Implemented a module is S-Plus to perform time series analysis,
including appropriate modeling techniques and forecasting, then
test the goodness of fit on normal distribution model.
Pricing double barrier European options within a Heston model
using the finite difference methodImplemented a module in to price
a double barrier European option using Crank-Nicholson method.
XML Agent for Smart Cards, KresIT (IIT, Mumbai)Designed and
developed a Java application parsing XML based data for smart card
based transactions.
Load Balancing System, CDAC MumbaiDesigned and implemented
static scheduling and fault tolerance based algorithms in a
distributed environment using PVM library and C++ on Unix
platform.
HTTP Caching Proxy Server, CDAC MumbaiDesigned and developed a
HTTP Proxy server for caching web pages, images and implemented an
algorithm for prefetching web page data using TCP/IP with C++ on
Unix.
Software Skills: Programming: C++, VBA, Matlab, S-Plus, Java,
and XML.
Rohit Arora184-B Cedar Lane,
Highland Park, NJ-08904Tel: 732-306-5175
E-mail: [email protected]
Expected May 2008
June 2003
-
YANIV AVITAN 305 e. 78 st. #1FE
New York, NY 10021 Tel: (917) 412 2709
Email: [email protected] EDUCATION 2005 PRESENT CITY
UNIVERSITY OF NEW YORK, BARUCH COLLEGE MS Financial Engineering,
Expected graduation in December 2007 Currently studying for the
U.S. CPA Exam
1999- 2003 RUPPIN ACADEMIC CENTER, ISRAEL Bachelor of Arts,
Accounting and Economics Passed the Israeli CPA Exam December 2003
RELEVANT SKILLS QUANTITATIVE
Application of Numerical Methods in finance: Option pricing
using Binomial and Trinomial Trees Monte Carlo Simulations, and
Finite Differences. Calibration of these models to the volatility
surface using Implied Binomial trees and Local Volatility Monte
Carlo simulations. FINANCIAL MODELING Portfolio trading simulation
(Equity, Options, Currency) and calculation of VaR
(Variance-Covariance, Monte Carlo Simulation, Historical
Simulation). Analysis included Back Testing, Scenario Analysis, and
Limit Management. ABS valuation based on underlying asset pool
modeling via Monte Carlo simulation. Design Forecasting cash flow
models on Excel. PROGRAMMING Programming skills in C++ and VBA.
Proficiency in Matlab and Excel. ACCOUNTING Auditing financial
reports. Monitoring financial and accounting activities.
COURSEWORK Structured Finance, Risk Management, Quantitative
Introduction to Pricing Financial Instruments,
Numerical Methods for PDEs in Finance, Futures and Forwards
markets, Statistics for Finance. EXPERIENCE GOVERNMENT OF ISRAEL,
MINISTRY OF DEFENSE New York, NY Senior Financial Analyst
(2005-Present)
Designed and maintained financial models to forecast 5-year
operating cash flows an interest rate trends to facilitate
multi-year budget planning by the Treasury Department. Performed
annual and monthly surveys, gathered and managed financial data
regarding procurement contracts totaling more than $12 billion, and
reported results to senior management and U.S. Government agencies.
Managed and monitored loans and financial instruments based on
real-time capital market data. Coordinated with all levels of
management to gather, analyze, summarize, and prepare
recommendations regarding financial plans, procurement activity,
and project planning. Examined and approved journal vouchers and
general ledger reconciliations.
GOVERNMENT OF ISRAEL, MINISTRY OF DEFENSE New York, NY Financial
Auditor (2004-2005)
Audited financial reports. Analyzed and reviewed Financial
Department operations, and submitted conclusions and
recommendations to the Missions senior management. Identified
financial requirements and analyzed work flows to support the
Missions transition to an ERP environment.
COMPUTER Excellent working knowledge of Microsoft Excel, Word,
and PowerPoint SKILLS Knowledge of C++, Matlab, S-Plus, SAS, and
VBA INTERESTS Running, Cycling, Capital market, Reading
-
WISSAM AYACHE
236 West 64th
Street Apt. 2H
New York, NY 10023
Tel: (917) 254-9830
email: [email protected]
EDUCATION
COLUMBIA UNIVERSITY, School of Engineering and Applied Science
New York, NY
MS in Financial Engineering GPA 4.0/4.0 Expected Completion July
2008
Completed Coursework: Stochastic Models for FE, Foundations of
Finance, Statistical Inference for FE
Ongoing Coursework: Optimization Methods for FE, Monte Carlo
Simulation, Asset Pricing & Investment, Continuous Time
Models
AMERICAN UNIVERSITY OF BEIRUT, Faculty of Arts and Sciences
Beirut, Lebanon
BA in Economics, Minor in Mathematics GPA 4.0/4.0 June 2007
Graduated with High Distinction Top 3 % of all graduating
students
Relevant Coursework: Economics of Financial Markets, Investment
Management, Financial Accounting, Corporate Finance,
Applied Econometrics
EXPERIENCE
BANK OF BEIRUT AND THE ARAB COUNTRIES, Private Banking Unit
Beirut, Lebanon
Intern Aug 2006-Sept 2006
Analyzed economic forecasts, M&A announcements, earnings
surprises, and technical charts to help advising individual
investors
Assisted in executing orders on equity, stock options, futures,
and FX
Communicated with individual investors on a day to day basis to
receive orders and provide up to date figures
BANK OF BEIRUT, Jal El Dib Branch Jal El Dib, Lebanon
Intern July 2005-Aug 2005
Researched prospective business customers to evaluate credit
worthiness (financial statements, credit history, loan
conditions)
Promoted financial products and services to new customers
(Beirut Income Fund, Euro CDs, T-Bills, saving plans)
Executed teller operations (deposit/withdrawal, fund transfer,
FX, bankers checks, bill settlement)
ACHIEVEMENTS AND ACTIVITIES
Virtual Stock Exchange Competition Winner, American University
of Beirut, Olayan School of Business May 2007
Presented aggressive strategy to industry professionals and
faculty members and earned 1st
prize accordingly
Competed with 130 contestants for 5 weeks and achieved 3rd
highest return on investment
Lebanese Tennis Champion Jan 2001-Dec 2005
Maintained title in respective age category for 5 consecutive
years winning more than 40 tournaments in career
Represented Lebanon in Olympic Youths Camp in Athens and in
international tournaments in France, Dubai, Jordan,
Tunisia, and Kuwait
Econometrics Tutor, American University of Beirut Feb 2006-July
2006
Taught basic theory and homework solution techniques to Junior
college students under supervision of Economics
Department
Champion for childrens rights in UNICEF Workshop Series Aug
2004
Organized activities to raise awareness and promote childrens
rights at Olympic Youths Camp
Contributed in production of awareness campaigns with UNICEF
officers and graduated as champion for childrens rights
SKILLS
Computer Skills: Proficient with MS Office Suite, NCSS
Econometrics Software and familiar with Matlab, C++
Languages: Fluent in Arabic and intermediate oral in French
INTERESTS
Tennis, No-Limit Texas Holdem, darts, gym, reading financial
journals
-
Steven Bachrach150 Halsted Road
Elizabeth, NJ 07208(908) 868-9925
[email protected]
Employment Objective: An entry-level quantitative finance
position to utilize my analytical background instatistics.
Education: Rutgers University Graduate School Masters program in
Financial Mathematics, beginning in
September 2007.
Rutgers University Graduate School Masters program in
Statistics, January 2007-Present.
Graduated Rutgers University-New Brunswick with Honors and a
declared major in Statistics,Minor in Biology, September 2003-
December 2006. Rutgers College Deans List (2003-2006) Cumulative
GPA 3.7 Member of Rutgers College Honors Program Rutgers
Outstanding Scholar Award full tuition scholarship Robert C. Byrd
Honors Scholarship Edward J. Blaustein Distinguished Scholar Award
Rutgers Hillel Outstanding Leadership Award
SAT - Math 760; Verbal 710
GRE - Quantitative 800; Verbal 650
Proficient in SAS, SPSS, Minitab, and S-Plus; Microsoft Access,
Excel, and the rest of the Officesuite.
Employment:
Business Analytics Intern, Johnson & Johnson Services, Inc.
New Brunswick, NJ. May2007 Present.
Responsible for gathering and cleaning up data from a variety of
sources and then merginginto one dataset; creating, maintaining,
and tracking meaningful workforce metrics to measurethe
effectiveness of recruiting efforts and predict future employment
trends.
Quality Control Technician, General Electric Health Care, South
Plainfield, NJ. May 2006 December 2006.
Perform daily checks to test equipment calibration; statistical
data analysis, study design, androot cause analysis; quality
testing on Rubidium generators.
Statistical Research Associate / Study Design Analyst, Rutgers
University Center for theStudy of Health Behavior and Beliefs, New
Brunswick, NJ. February 2005 March 2006.
Assist in analysis of psychological study research projects
involving human subjects. Specificresponsibilities include the
analysis, coding and formatting of data and variable names. Workis
compliant with Rutgers University Human Subjects Compliance Program
with respect toprocedures and ethical practices pertaining to
research involving human subjects.
SAT Coach, Peak Performance Tutoring, Newtown, PA. September
2004 Present.
Prepare students for the college entrance exam using various
proven aptitude and motivationtechniques along with my own insights
and approaches to the test.
-
ARMEN BAGHDASARYAN1630 B Leona Street, Atlanta, GA, 30318
1(404) 483 9733; [email protected]
OBJECTIVE Career in Financial Engineering and Quantitative
Finance
EDUCATION
Georgia Institute of Technology, Atlanta, GA Expected graduation
Dec 2007
MS student, Quantitative and Computational Finance Jan 2006 -
PresentPhD student, Aerospace Engineering Aug 2003 - Present
QCF Coursework: Finance and Investments, Derivative Securities,
Stochastic Processes in Finance, Financial Optimization, QCF
Practice, Fixed Income Securities, Numerical Methods in Finance,
Computational Finance, Financial Data Analysis, Options Trading
Strategies, International Economics,International Finance, etc
Yerevan State University, Armenia 1994-1999
PhD, MathematicsSchool of Public Administration, Yerevan,
Armenia 1995-1997
MA, Public Administration and FinanceYerevan State University,
Armenia 1989-1994
BS, Mechanical Engineering
PROFESSIONAL EXPERIENCE
Ministry of Finance and Economy of the Republic of Armenia
Chief Expert, Department of Financial Programming of Foreign
Loans 2000-2003
Worked on financial programming of projects funded by the World
Bank and IMFProgrammed state budget expenditures financed by the
World Bank, IMF, etcMonitored, researched and analyzed statistical
data on external debt of Armenia
Head of Division, Regional Economic Policy Division
1999-2000
Designed structural reforms and macroeconomic adjustments for
the Regions of ArmeniaSupervised statistical data collection from
the Regions of ArmeniaAnalyzed the macroeconomic data from the
Regions and reported to the Minister of Finance
Chief Specialist, Macroeconomic Policy Department 1997-1999
Forecasted main macroeconomic indicators and constructing
econometric models
RESEARCH AND TEACHING EXPERIENCE
Georgia Institute of Technology, Atlanta, GA 2003- Present
Graduate Research/Teaching AssistantYerevan State University,
Armenia 1999-2005
Senior Research Fellow
TRAININGS AND SEMINARSCentral European University, Junior
Faculty Fellow Hungary, June 2004IMF & Joint Vienna Institute,
Macroeconomic and Financial Management Seminar Austria, June
2001IMF & Joint Vienna Institute, Applied Economic Policy
Comprehensive Course Austria, Aug - Dec 1999The World Bank
Institute, Financial Analysis and Market Economy Course Ukraine,
Sep - Nov 1998France Institute of Public Administration, Public
Administration Training France, Sep 1997
LANGUAGE SKILLS English, Russian, Armenian
COMPUTER SKILLS MS Office, MATLAB, Java, SAS, Mathematica,
LATEX, Simulink, GAMS etc.
PUBLICATIONS Eight published journal papers on optimization and
control of systems
-
Waqar Baig 339 86th St, Apt 11C Brooklyn NY 11209 - (614)
323-2865 [email protected]
___________________________________________________________________________________________________________
EDUCATION_______________________________________________________________________________________________
Polytechnic University of New York Department of Management Jan
2007 May 2008 Master of Science in Financial Engineering - Capital
Markets The Ohio State University College of Arts and Sciences Sept
2000 Aug 2005 Bachelor of Science in Applied Mathematics &
Economics
___________________________________________________________________________________________________________
COMPUTER
SKILLS_______________________________________________________________________________________
Windows 95/98/ME/NT/2000/XP Unix/Solaris, MS-DOS, Borland Caliber
Microsoft Office 97/2000/XP PeopleSoft Version. 7.5 8.9
Cad Key, Mat Lab, AutoCAD, MathCAD, Ansys Programming in Java,
C++, SQL and Toad Advance Spreadsheet Management through
MS-Excel,
Mini Tab, Quattro Pro and Mathematica
____________________________________________________________________________________________________________
EMPLOYMENT
EXPERIENCE_______________________________________________________________________________
TIAA-CREF, New York, NY - Asset Management Intern Sept 2007 Present
Perform Data analysis under the direction of project lead using
standard database query tools and Microsoft Office products Setup
new fixed income securities in internal database and Compile data
like Alpha, Beta and other regression analysis statistics Run
reports on Fact Set, Bloomberg and respond to ad hoc data requests
from Portfolio Management Documentation of existing business
workflow, procedures, roles and responsibilities and also setting
up core static data Creation of functional specs used to build core
functionality and created testing plans for Integration & User
acceptance testing St. Elizabeth Medical Center, Covington, KY -
PeopleSoft Functional/QA Consultant Mar 2006 Aug 2006 Performed
Fit/Gap Analysis and Data Mapping for the Upgrade of PeopleSoft
Version 8.3 to 8.9 Worked closely with the technical team and DBA
regarding any issues with the application Developed Test plans and
wrote test scripts for the testing team to help them perform UAT
(User Acceptance Testing). Dealt with functional and some technical
issues during the Parallel Testing phase. Memon Securities (PVT)
LTD, Karachi Pakistan - Business Intern Dec 2003 Mar 2004 Assisted
in daily operations of the brokerage house; including buying
,selling, confirming and executing client orders Researched the
market in order to provide qualified information to business and
client queries Dealt with banks and assisted the settlements
department. The Ohio State University, Columbus OH Eisenhower
National Clearing House Help Desk Support Dec 2000-May 2005
Answered phone calls regarding any problems in the different
department and systems Installed different operating systems and
upgrade hardware. Worked with system managers regarding any
problems with the system. Office of International Education Student
Associate June 2002 May 2003 Checked-in new International Students
and assisted advisors and supervisors in orientation Served as
liaison between students and relevant school authorities and
organizing events like Taste f OSU Coordinated inter departmental
business and social activities and facilitated student orientation
events Mathematical and Statistical Learning Centre Tutor Dec 2000
Nov 2001 Supervised students utilization of computers and
maintained record of lab operations Assisted students with problems
pertaining to appropriate software, hardware and peripherals
utilization Tutored students needing help in Algebra, Calculus and
Mathematica.
____________________________________________________________________________________________________________
LEADERSHIP
EXPERIENCE_________________________________________________________________________________
United Nations International Project, Ohio State University,
Columbus OH PR Coordinator Sept 2002 June 2004 Assisted in
developing and managing an annual budget for association funds
Initiated revenue generating projects to raise sponsorships
Pakistani Student Association, Ohio State University, Columbus OH
PR Officer Sept 2001 June 2003 Increased membership by promoting
association activities throughout campus Organized professional and
social events to facilitate member development and integration
Initiated partnerships and collaborated with other associations to
co-sponsor events
____________________________________________________________________________________________________________
ACTIVITIES, ACHIEVEMENTS &
VOLUNTEERING___________________________________________________________
Languages, Fluent in English, Urdu, Hindi and Punjabi. Student
Employee of the Month Award, Office of International Education and
Science and Engineering Library Habitat For Humanity, Volunteer and
member of community commitment, organizing relief efforts for Asian
Tsunami victims Clubs and Organizations, Active member of the Math
club and Undergraduate Economic Society at Ohio State
University
References Available Upon Request
-
SHRIRAM BALASUBRAMANIAN 522, W 136th street, Apt. #2A, New York,
NY 10031
Mobile: (901) 581-5305 Email: [email protected]
EDUCATION
Columbia University New York, NY Master of Science in Operations
Research GPA: 3.63 / 4.00 Expected, December 2007 Coursework:
Security Pricing (Models and Computation), Credit Derivatives,
Introduction to Implied Volatility Smile, Stochastic Calculus,
Applications Programming for Financial Engineering, Simulation,
Corporate Finance, Stochastic Models, Deterministic Models Indian
Institute of Technology (IIT) New Delhi, India Bachelor of
Technology in Mechanical Engineering GPA: 7.5/10.0 May 2006
Coursework: Financial Derivatives, Optimization Methods, Data
Structures, Macro-economics, Micro-economics, Probability and
Statistics PROJECTS AND INTERNSHIPS
Goldman Sachs, Investment Banking Strategies Division New York,
USA Summer Analyst May 2006 Aug 2006 Charting Application Developed
Total Return, Price Volatility and Contribution charts on a web
portal Coordinated with QA team to ensure proper results and
optimal performance of the application Contributed towards the
achievement of a quarterly target of more than 900 users in a
period of one month Capital Structure Optimization Established a
working connection between the proprietary software platform and an
external web service
distributor providing credit rating Developed an application
that interfaces between Excel and the proprietary software platform
and returns
credit rating given the credit metrics
Indian Institute of Technology New Delhi, India Course Project
July 2005 May 2006 Production & Distribution Planning
Formulated a linear programming model of an integrated production,
distribution and inventory planning
system Implemented the model in MATLAB and solved it using
genetic algorithms Compared the results obtained with other
evolutionary algorithms such as ant colony optimization and
verified the efficacy of the method Hyundai Motors India Limited
Chennai, India Summer Intern May 2005 July 2005 Layout Planning
Developed a layout for the assembly line storage area of an
expanded capacity plant Calculated the optimal value of layout
parameters such as lane depth and aisle width Improved packing
efficiency of the storage area by 6% OTHER
Computer Skills: C++, MATLAB, Visual Basic, Microsoft Office
(Excel, Word, PowerPoint, Access) Teaching assistant for graduate
courses on Simulation, Quality Control in 2007 Won the Board of
Recreational and Cultural Activities award as the lead guitarist in
junior year Chess Champion in the freshman year Among the top 0.3%
of 150,000 candidates to gain admission into IIT through the Joint
Entrance Exam
-
Rajeev Bikram Bamra 101-11, 78th street, 2nd Floor, Ozone Park,
New York 11416
(347) - 605 - 4617 [email protected] OBJECTIVE: To obtain a
job in a leading financial services firm which would help me gain
immense valuable experience & which will
also help me in sharpening & enhancing my skill-set.
EDUCATION: 1.) Polytechnic University, Brooklyn, New York
Master of Science Degree in Finance & Risk Engineering;
Anticipated Graduation Date: December 2007 GPA: 3.5 2.) Mumbai
University (Rajiv Gandhi Institute of Technology), Mumbai, India
Bachelor of Science Degree in Computer Engineering; Graduation
Date: June 2005 GPA: 3.5
COMPUTER Languages: - C++, C#, Java, HTML, UML SKILLS:
Databases: - SQL, MS Access Other Tools: - MS Office, AJAX, Matlab
Operating System: - Windows 95/98/2000/NT/XP, MS DOS, UNIX Hands on
experience: - e-CRM, PeopleSoft, R-software EXPERIENCE: 1) Company:
Alliance Bernstein L.P - New York (Internship) (May 2007 - Current)
Job Title: Junior Business Analyst (Intern)
Role: Participate in development and support of web applications
for the Retail Business Unit. Develop financial models using UML
& help the team in resolving important problems in derivatives
finance, in pricing assets & complex financial products of
various sorts. Work on Microsoft Development platform including
C++, AJAX & SQL Server.
2) Math Department -- Polytechnic University, Brooklyn
(September 2006 January 2007)
Job Title: Graduate Assistant Role: Helping the undergraduate
students with their math homework, grading their exam papers,
entering the grades in the database, solving the undergraduate
students queries, etc. 3) Company: 3 Global Services Pvt. Ltd.
which is a part of The Hutchison Whampoa Group. (October 2005
August 2006) Job Title: Customer Relations Advisor Job Profile:
Provide customer service to Corporate British Customers &
managing reports, to correspond with company Sales Managers &
Sales Team in UK. Worked on e-CRM software designed by PeopleSoft.
Role: Technical Support, Troubleshooting, Providing solutions to
their issues with respect to the product 4) Company: Hi-Fi
Induction Heat Treaters (January 2006 April 2006) Job Title:
Software Developer (Part-time) Role: Developed software for the
company to help them calculate the payroll of their employees
calculating the provident fund, hra, etc.
PROJECTS: Spreadsheet Modeling in Corporate Finance: Worked on a
spreadsheet model to develop an excel sheet which would
contain all the required formulae (calculations) in Corporate
Finance (Based on Principles of Corporate Finance by Brealey and
Meyers). E-Admin of Education: - Lead a group of three &
successfully completed final year project under the guidance of
TATA CONSULTANCY SERVICES (TCS). Created software for the
automation of school related activities using Java & MS Access.
Online Banking: - Created a module which would provide online
status checking & registration facilities for the clients of a
bank under the guidance of Prof. Khachane. Online Video Library: -
Created a simple e-mail simulation for ordering CDs, DVDs, etc. in
the 7th Semester of Computer Engineering using C++ as a part of the
curriculum.
COURSES: Financial Accounting, Financial Theory with Corporate
Application, Quantitative Methods in Finance Economics for Business
Decision, Microeconomic Foundation, Dynamic Asset Pricing Theory
Options & Derivatives, Fixed Income Securities, Portfolio
Theory HONORS: Awarded the Graduate Assistantship (GA) by
Polytechnic University, Aug 2006 Awarded the Teachers Assistantship
(TA) by Polytechnic University, Jan 2007 Awarded the Graduate
Scholarship (GS) by Polytechnic University, Aug 2007 ACTIVITIES:
Event Organizer (LAN-Gaming) for the college festival DIGITANTRA
(2003/2004).
Awarded a certificate for organizing a Takshila Musical Nite in
1998, for Bhadra Co-Op Housing Society & Takshila Residents
Association. A certificate of appreciation was awarded to me by
Alert - India in recognition to my contribution towards their Urban
Leprosy Control Program in 1995.
-
NITIN BARATH 1877 Lake Lila Lane. Apt B3. Ann Arbor. MI
48105
Tel: 630-450-4729. Email: [email protected]
EDUCATION UNIVERSITY OF MICHIGAN Ann Arbor, MI 2006-Present
College of Engineering
Master of Financial Engineering, December 2007 Emphasis in
Capital Markets Project Work: International Portfolio Creation,
Quantitative Stock Selection Fundamental Equity Analysis,
2001-2005 MANIPAL UNIVERSITY Manipal, India Manipal Institute of
Technology
Bachelor of Mechanical Engineering, June 2005 G.P.A 3.1/4.0
Board member, College Yearbook Editorial Committee Secretary,
Literary and Debate Club
EXPERIENCE KOTAK MAHINDRA CAPITAL COMPANY Mumbai, India
June-August, 2007 Management Trainee Financial Sponsors Group
Assisted syndication team of Indias premier Investment Bank
Networked with prospective and existing clients at different stages
of investment process Prepared project feasibility for Lavasa, a $
6 Billion township building venture with a 15 year
gestation period split into different investment horizons for
Private Equity Investors Authored handbook on Private Equity
outlining Global and Indian landscape
March-July, 2006 ROYAL SUNDARAM ALLIANCE INSURANCE CO. LTD
Chennai, India Consultant Trainee, Motor Claims Department
Analyzed internal administrative processes of $100MM insurance
company Examined individual steps of claim handling procedures to
determine correlation between claim
variables and overhead expenditures, resulting in efficient
resource allocation Utilized Activity Based Costing model to
calculate frequency and amount of variable dependent
claims handling costs, resulting in optimization of insurance
premiums in post-regulatory environment of Indian insurance
business
January-May, 2005 TVS MOTOR COMPANY Hosur, India Business
Development Analyst, Marketing Division
Participated in new product launch project at $750MM motorcycle
manufacturer Conducted random sampling and interactive research to
identify target demographics Studied consumer buying habits to aid
product design team Analyzed resources and capabilities of
engineering department and production line to address target
market trends and ensure feasibility of design ideas Developed
product positioning strategy for TVS Apache, sporty light
motorcycle, to target young
adults, resulting in $19MM monthly sales and contributing to 28%
sales increase
January, 2004 LUCAS-TVS LIMITED Chennai, India Operations
Management Intern
Analyzed office and production line layout of $233MM automotive
electrical systems manufacturer to provide recommendations on
manufacturing efficiency improvements to senior management
Organized historical data and institutional knowledge to prepare
report highlighting shift to JIT and TQM methodologies and advance
business unit towards six-sigma certification
2003-2004 MANIPAL UNIVERSITY Manipal, India Event
Coordinator
Handled event scheduling and logistics for Revels, college
annual festival, to ensure increased student participation and
safety
Organized fundraisers managed by Rotaract Club of Udupi-Manipal,
resulting in obtaining $5,000 for charity causes, including
children hospital, orphanage, and retirement home
ADDITIONAL Proficient in Hindi, intermediate knowledge of Tamil,
basic French Avid tennis player and swimmer, enjoy rock music
Traveled through India, Europe and United States Experienced user
of MS Office (Excel, Word, PowerPoint), basic C programming
-
ANDRIY BASHLYK
1511 Brightwater Ave Apt 3C Phone: (718) 839-4909 Brooklyn, NY
11235 Email: [email protected] OBJECTIVE: Dynamic with great
experience, results-driven finance professional seeks progressive,
highly challenging position with finance and capital management
institution. EDUCATION POLYTECHNIC UNIVERSITY New York, NY.
09/2006-present (expected graduation date-12/2007) Master of
Science in Financial and Risk Engineering (GPA~3.9) Completing
education in Financial Accounting and Accounting for Derivatives
and Hedging; Quantitative Methods in Finance; Selected Coursework:
Optimization and allocation Portfolio; Pricing Model of Mortgage
Backed Securities; Valuation of selected stock of growth company
and analysis of financial statements (Income Statement, Balance
Sheet, Cash Flow and Ratios); NEW YORK UNIVERSITY School of
Continuing and Professional Studies-New York, NY 09/2005-12/2005
GMAT preparation course (Algebra and calculus review courses) KIEV
BUSINESS SCHOOL Kiev, Ukraine. 10/1996-03/1997 International
Business Certificate International Investment EASTUKRAINIAN
UNIVERSITY Lugansk, Ukraine. 1987-1992 Master of Science in
Electrical Engineering- Automation Production Processes (Diploma
with honor) EXPERIENCE DURING EDUCATION 06/07-08/07 Global Credit
Services New York, NY Intern Received top-notch training; assumed
significant responsibility and was exposed to many of same
assignments as senior analysts Provided analytical support to
senior managers with analyzing financial information in order to
develop the methodology for determining corporate risk Assisted in
the preparation of the credit scoring application 08/04 - present
Zales Corporation New York, NY Department/ Inventory Manager
Supervise staff of 10 salespeople and provide administrative
support to the manager Manage various daily operations functions,
such as inventory and quality control, loss prevention Expertise in
products sold, i.e. precious stones, precious metals, both raw and
final jewelry product, etc. BUSINESS EXPIRIENCE 03/96 06/04
Industrial Union - Ukrainian-German Joint Venture Lugansk, Ukraine
(Trade-industrial company) Financial Manager/ Head of Financial
Department Oversaw budget of company and staff of 25 (internal
audit, financial analyses, tax preparation groups) Analyzed and
prepared interim and year-end financial statements for investors
and management Defined and implemented strategies for black coal
and metallurgy industry financial projects Approved investment
projects (redistribution of cash flows); developed strategy for
reinvestment in a local
industry market Negotiated business deals between Ukrainian and
various international companies 07/92 - 02/96 PrivatBank Lugansk,
Ukraine Head of Credit Department/ Risk Management Managed credit
department/risk management group (11 people) one of the largest
commercial banks in Ukraine,
with roughly $20mln in credit portfolio Reviewed and analyzed
all pertinent credit and financial information Assessed the clients
credit risk exposure and prepared annual credit reviews Developed
financial projections, proposed debt levels and financial covenants
based on expected cash available
for debt servicing; assessed credit risk based on balance sheet,
income statement, cash-flow trend and ratio analysis.
COMPUTER SKILLS AND LANGUAGES: Proficient in Microsoft Office
XP; Excel VBA; Yield Book; C++; Fluent in Russian, Ukrainian.
-
RYAN M. BELGRAM Room X40, International House, 2299 Piedmont
Ave
Berkeley, CA 94720 Phone: (714) 277-7926
Email: [email protected]
Education:
University of California, Berkeley, CA Haas School of
Business...............Mar 07 Mar 08 Master of Financial
Engineering Candidate, 2008
University of California, Irvine, CA Henry Samueli School of
EngineeringSept 02 Mar 06 Bachelor of Science in Electrical
Engineering
Minor in Management Deans Honor List for Sp 03, Sp 04, Fall 04,
and Fall 05
Professional Experience:
Mellon Capital Management, San Francisco, CA..Oct 07 Jan 08
ACTIVE EQUITY RESEARCH INTERN
Orthodyne Electronics , Irvine, CA................Apr 04 Feb 07
APPLICATIONS
ENGINEER..........................................................................(May
06 Feb 07)
Compiled nearly 100 technical reports encompassing current
customer application issues, evaluating new applications to
determine the feasibility of ultrasonic wirebonding in new markets,
and performing testing to aid in the research and development of
alternative wirebonding technologies. Typical duties included
programming machines, troubleshooting bonding failures, utilizing a
scanning electron microscope, and writing formal reports.
In charge of all research for long term ribbon bonding
reliability testing, including thermal cycling, pull & shear
testing, and SEM imaging. Composed a report that was the
culmination of three years of research in this area.
Developed a C++ model for predicting ribbon bonding process
parameters based upon ribbon dimensions & tensile strength, and
bonding tool design & dimensions, which was later implemented
as a standard procedure for evaluating applications of potential
customers.
Responsible for technical development of ultrasonic power ribbon
bonding on thin films projects that included five customers of
potentially large orders of machines. Duties consisted mainly of
carrying out research on these substrates and reporting back to my
team, sales engineers, the director of strategic development, and
the executive team regarding the feasibility of the application and
potential improvements to the process or the customers
substrate.
APPLICATIONS ENGINEERING TECHNICIAN..(Jun 05 May 06)
Researched the causes and effects of side scooting, a phenomenon
that greatly affected production yield and reliability. This led to
the implementation of a new procedure for building more consistent
transducers.
APPLICATIONS ENGINEERING INTERN.....(Apr 04 Jun 05)
Skills/Achievements:
Computer Skills: C/C++, MATLAB, Minitab, Excel, Word,
Powerpoint, Outlook Management Skills: Responsible for overseeing
the activities of an intern at previous employer Graduate Record
Examination: Quantitative Score: 800/800 Memberships: IAFE member
since March 2007
-
EMMANUEL BELLITY
66 West 9th Street Apt 76
New York, NY 10011
Tel : (646) 510-1585
Email : [email protected]
Education
2007-2008 Columbia University - New York
Master of Arts in Mathematics of Finance. Courseworks include
electives such as
Quantitative Methods in Investment Management and Investment
Strategies in De-
veloping Countries.
2004-2007 ENSAE - Paris
Statistics - Economics - Finance (Stochastic Calculus, Risk
Theory...)
Reports :
Applied Econometrics to marketing in car industry
Economic study of the consequences of inheritance on
entrepreneuship
History of Markov Chains
2002-2004 Ipesup - Paris
Mathematics and Economics preparatory classes for French
"Grandes Ecoles"
Work Experience
Summer 2007 Fortis Investments - Paris Summer Intern in European
Fixed Income. Designed
a forecasting model on the schatz (2-years German future bond)
using time series,
econometrics and macroeconomic variables. Worked on ECB monetary
policy analysis
and forecasting.
Spring 2007 Universit Paris I - La Sorbonne Teaching assistant
in Statistics and Probability
Fall 2005 UADE - Buenos Aires Research assistant in social
science, worked on several
subjects in economics, wrote a report on the argentine identity
over the dierent
communities of immigrants
Summer 2005 Murex - New York Financial Software company. In the
reporting team, designed
templates for Swift Messages of trade conrmations. 3 weeks
training session for
newcomers over nancial related subjects.
Languages & Computing skills
French Mother tongue.
English Fluent. Member of the ENSAE team in Debating tournament.
Elected best speaker
twice.
Spanish Very good level.
Hebrew Basic
Computing skills Windows, MS Oce, Python, SAS, R, C++,
Matlab
Miscellaneous
Extra-curricular Leader in summer camps.
Treasurer of ENSAE Forum (management of links between school and
companies for
campus recruiting event) in 2005
Sports and Leisure Squash, running and soccer. Music, travels,
literature.
-
YASMINA BENBAKHTI 420 West 119th St apt 52A,
New York NY 10027
646 573 29 47
[email protected]
EDUCATION
Columbia University New York
MS in Financial Engineering, Expected July 2008 Stochastic
Models in Financial Engineering, Statistical Inference for
Financial Engineering, Foundations of
Finance GPA: 3.3
ENSAE, National School of Statistics and Economics Paris
BS and MS in Applied Mathematics and Economics, Major: Finance
2005- 2008
Econometrics, Statistics, Linear Time Series, Simulation, Risk
Theory
Group Research Paper on The Effect of Oil Slicks on Financial
Markets C++: Developed a Pricer of European Options in Great
Dimension with Four Variance Reduction
Methods
HONORS
Viros Fellowship from Columbia University (2007)
PROFESSIONAL EXPERIENCE
AXA France Supports, Paris. Aug. 2006 Internship in the
Department of Funds Cashing;
Managed day to day responsibilities (from insurance portfolios
updating to correspondence with subscribers).
Earmarked funds to premiums, collected cash.
Participated in biweekly meetings.
Ministry of Finance, Morocco July 2006 Internship in the
Department of Financial Incentives;
Collaborated on the treatment of the CIH case and the procedures
for granting advances to social housing.
Tutor for High School students in mathematics and physics
2004-2006
LEADERSHIP
President of ENSAE Junior Etudes Paris 2006-2007 Junior
Enterprise (non profit Student Association), one of the ten best in
France, which provides a link between
students and companies in order to find them temporary
remunerated surveys;
Participated in table of negotiations with clients, drew up
contracts with clients and partners.
Coordinated internal consulting sessions.
Organized and led weekly meetings.
Managed two diverse teams of up to twenty people.
SKILLS
Languages: Fluent in Arabic, English and French. Conversational
in Spanish
Computer: SAS (Statistical Analysis, Analysis of Linear Time
Series, Data Analysis), C++, Python, Matlab (Implemented games in
C++ and Python, an option Pricer in C++ and a program to inverse
Laplace transform in
Matlab) MS Office (Word, Excel, Power Point), Latex, Basic
knowledge in: R, VBA
INTERESTS
Travels (Morocco, Canada, Switzerland, Spain, England, and
Ireland)
Cinema, Tennis, Roller Blades
-
!"#$%&'(#)*!!+!*
+&, -. /
01
2$&/!
%33$ 4.5 67378 13 .19.33.3% .73/ !"
"#$%2$&/*#3%.3 33. '3 ,: $.. / ) 33. 63... .33.3: 3;
..36%:.3. 3%3./
&"
''
()&"'
$3..+,35 3 .$41
0
-
Marcos Leonardo Benvenuto 1647 Beal Ave. Apt 01 Ann Arbor, MI
48105
Cell Phone: (781) 405-0733 [email protected]
CERTIFICATION Chartered Financial Analyst Candidate (Level I
Candidate Dec/07) EDUCATION
UNIVERSITY OF MICHIGAN Ann Arbor Ann Arbor, MI Dec 2007 Masters
of Science in Financial Engineering Expected RELATED COURSEWORK
Capital Market & Investment Strategies Advance Equity
Research Fixed Income Securities and Markets Valuation and Advance
Valuation Applied Statistics Financial Engineering I and II
BENTLEY COLLEGE Waltham, MA
May 2006 Bachelor of Science in Economics and Finance Minor in
Mathematical Science
G.P.A: 3.3/4.0 Deans List: Fall 2002, Spring 2003, Fall 2003,
Fall 2004 RELATED COURSEWORK Financial Markets I and II Continuous
Probability for Risk Management Advanced Managerial Finance
Financial Calculus and Derivative Pricing
EXPERIENCE Bloomberg L.P. New York City, NY 06/07 08/07
Internship Core Product
Worked directly with the product development management team and
visited clients/prospects Modeled the probability of default of
drug families in the pharmaceutical industry Regressed an algorithm
to forecast the possible path of a hurricane, and how its path
might affect the price of commodities Participated in the creation
of an arbitrage price matrix of commodities trading in different
exchanges and different maturities
Santa Barbara Financial Trust Sao Paulo, Brazil
09/05 09/06 Internship/Part-time 06/04 08/04 Assisted research
group in Excel manipulation using advance functions
Analyzed various Treasury and Corporate bills, notes, and bonds
Analyzed equity using fundamentals Traded securities, equities and
bonds, for the $100m fund Prepared key weekly reports for
clients
Banco Sofisa Sao Paulo, Brazil
06/05 08/05 Internship Performed equity research in the Private
Banking department Analyzed financial statements working directly
with senior management Aided accounting department consolidating
the Second Quarter Financial Statements
Bentley College Center for Language Waltham, MA
09/04 05/05 Language Tutor (Spanish and Portuguese) Tutored
students in Portuguese and Spanish for language classes at Bentley
Assisted professors by correcting student homework Translated
Portuguese-English and Spanish-English documents for official
purposes Provided assistance to students interested in the language
centers resources
ADDITIONAL PROFICIENCY Environments: Windows Applications:
Microsoft Excel, PowerPoint, Word Other skills: Knowledgeable in
Bloomberg, FactSet, and Lotus Notes Basic knowledge in MATBLAB and
R LANGUAGES Fluent in English, Spanish and Portuguese ACTIVITIES
Traveled extensively through United States, Western Europe, Greece,
Israel, and Egypt
Helped, with aid from high school, underprivileged children in
Sao Paulo, Brazil Permanent work authorization in Brazil,
Argentina, and Uruguay Bentley College and University of
Michigan-Ann Arbor Trading Room experience Hobbies and interests:
Golf, investments, skiing, surfing, traveling
-
SEAN BERGER 7536 McLaren Ave
West Hills, CA 91307 (818) 635-5563
[email protected]
EDUCATION University of Southern California, Los Angeles, CA
Expected: May 2008
Master of Science, Mathematical Finance, GPA 3.6 Mathematics:
Interpolation, quadrature, and ODE. (Current coursework)
Martingales, Markov Chains, Ito calculus, birth and death process,
and Brownian motion. Finance: (Current coursework) Commodity,
futures, and options contracts, speculation and hedging strategies,
and market efficiency. General Equilibrium Model, CAPM, complete
and incomplete markets. Computing: Binomial method for option
pricing, Monte Carlo method for option pricing, variance reduction,
exotic option pricing, and MBS pricing.
California Polytechnic State University, San Luis Obispo, CA
1998-2003 Bachelor of Science, Aerospace Engineering
PROFESSIONAL EXPERIENCE
Countrywide Capital Markets, Calabasas, CA Summer, 2007
Derivatives Intern Designed an infrastructure for a balance
guarantee swap pricing tool using Monte Carlo framework.
Created non-equally weighted scenarios from varying interest
rate shocks, HPA, and prepay and loss multiples.
Priced debt, cancellable debt, and swaps using Calypso and
FINCAD XL. Transferred Countrywide Bank transactions to Calyspo
using Java API.
Investigated bugs in date rolling procedure used in zero curve
bootstrapping method. Northrop Grumman Space Technology, Redondo
Beach, CA 2003-2007 Active clearance: SCI / DOD Secret Modeling and
Simulation Engineer Designed, developed, and validated computer
code in C#, VB, SQL, and Matlab. Specific topics
include GUI development, data compilation from Monte Carlo
simulations, sensor modeling, and scheduling algorithms.
Analyzed trade studies using in-house and off-the-shelf
software. Presented results to business development management on a
monthly basis.
Led a team of four in the design of a space surveillance
simulation from the requirements phase to the testing phase of
development. Completed the project within the desired schedule and
budget.
COMPUTER SKILLS Languages: C#, VBA, SQL, Matlab, XML Other
Software: STATA, Bloomberg, Calypso, Excel, Powerpoint
HONORS/AFFILIATIONS
University of Southern California, Los Angeles, CA Math Finance
Association, Founder and President 2006-Current
California Polytechnic State University, San Luis Obispo, CA
Sigma Gamma Tau, Aerospace Honor Society; Secretary 2000-2001
-
SCOTT BERNSTEIN
393 West End Avenue, #9G New York, New York 10024 516.375.8085
[email protected] EDUCATION and LICENSES
MS in Mathematical Finance (Financial Engineering) Expected
December 2007 New York University, The Courant Institute of
Mathematical Sciences New York, New York
Concentration includes: Finance Arbitrage; Black-Scholes formula
and applications; the Greeks (delta, vega, gamma); Credit
Derivatives using reduced form (intensity based) and Structural
Models; CDO Pricing; Interest Rate Term Structure Models;
Swaptions, VaR, Volatility Skew Term Structure Models, Variance
Swaps, Static and Dynamic Replication, Local and Stochastic
Volatility Models Mathematical Theory Ito Calculus, Markov Chains,
Brownian Motion, Monte Carlo and Finite Difference Methods
BS Chemical Engineering with Concentration in Economics, 1997
The Johns Hopkins University Baltimore, Maryland Engineering
Professors Emeritus Scholar Award Conducted diffusion research
using numerical mathematical modeling methods Lettered 4 years in
Varsity Football
Series 3,7,24,55,63; passed CMT level 1 exam
PROFESSIONAL EXPERIENCE
Lehman Brothers New York, New York June August 2007 Summer
Associate, Mortgaged Backed Strategies/Interest Rate Options
Created VBA functionality to analyze trade data and relationships,
utilizing Collateralized Mortgage Backed Data Researched and
analyzed public company exposure to Sub Prime ABS/MBS during BSAM
episode and presented
results to senior management for hedging purposes Created new
pricing spreadsheet using VBA for Treasury Future Options Updated
and improved functionality for CTD treasury options using yield
curve scenario analysis Created comparison functionality in VBA for
Swaption vs. Treasury Future Option Volatility Worked directly for
#1 ranked Institutional Investor Sub Prime Mortgage Strategist
PTR Capital Management, LLC Palm Beach, Florida 2004 2006
Partner / Head Trader Traded and executed equity and futures
positions, using manual and algorithmic trading methods
strategy
focused on Weighted Index Arbitrage Implemented risk management
plans and policies, including exposure management Created databases
for proprietary models, utilizing program trading research
Jefferies and Company New York, New York 2003 2004 Institutional
Sales Trader Traded for and maintained relationships with
institutional clients
Carlin Financial Group New York, New York 2000 2003 Branch
Manager/ Proprietary Trader Supervised up to 45 equity traders and
assured compliance with risk management policies Traded listed
equities in proprietary account, up to $50 million in capital,
utilizing technical strategies
TECHNOLOGY SKILLS
Matlab, VBA/Excel, C++, Bloomberg, Thomson One Developing
Object-Oriented Software, Use of Data Structures and Algorithms to
Test Trading Strategies, Variance Covariance, Monte Carlo Methods,
Stress Testing
PROFESSIONAL and COMMUNITY AFFILIATIONS
Member, PRMIA
Founding Treasurer, Stanton Street Settlement after-school
program for immigrant children on Manhattans Lower East Side
-
BASTIEN BERTHON 162 W 80th St, Apt C New York, NY 10024
+1 646-238-1160 [email protected]
EDUCATION
Columbia University, MS in Financial Engineering (GPA: 3.7/4)
(expected in June 2008), NY 2007 - Present Courses: Stochastic
Models for Financial Engineering; Statistical Tools for FE;
Foundations of Finance Future Courses: Monte Carlo Simulation;
Optimization Models and Methods; Asset Pricing and Investment
Ecole Nationale Suprieure de Techniques Avances (ENSTA), Paris
2004 - 2006 Leading general engineering school in France
(www.ensta.fr) - founder of Paristech Major in Applied Mathematics
(Scientific Computing; Probabilistic Numerical Methods;
Differentiable Optimization; Systems Control; Introduction to
Corporate Finance, Corporate Law and Accounting; Geopolitics of the
post-Cold War world)
Intensive preparation for the national competitive exam for
leading engineering schools 2001 - 2004
EXPERIENCE
SOCIT GNRALE CIB, Equity Derivatives, Paris Sep. 2006 - Jun.
2007 Securities Lending Trader, Funding Team, in relation with the
DeltaOne activity
Negotiated and followed Financing trades with external
counterparties Followed portfolios positions (managed collateral
bonds portfolios, hedged cash positions and researched
interest rates opportunities) Produced reports (daily P&L,
stocks positions and balance sheet of the Equity Derivatives
entity, expected
dividends of the stocks in books) Coordinated with other desks
on short positions and settlements issues Interviewed candidates
for the department
EDF TRADING - Structured Derivatives and Options Trading Desk,
London May - Aug. 2006 Quantitative Analyst, Commodities (with VBA
and C++ programming)
Created a pricer for Energy based Swing Options based on
Valuation of Commodity-Based Swing Options by Patrick Jaillet
Studied the Greeks of Power Options and Call Spread Conducted
research on Local Volatility surface for European, American and
Asian options
PEUGEOT - CITRON ARGENTINA, Buenos Aires Jul. - Aug. 2005
Intern, Human Resources Department
Participated in the selection and the training of 600 new hires
Adapted a software to local needs, in order to be able to track the
production status in the plant
TECHNIQUES AVANCEES ETUDES ET PROJETS (TAEP) 2004 - 2006 Manager
and Treasurer of TAEP, ENSTAs service provider in scientific
fields
Prospected potential customers and negotiated contracts with
firms until February 2006 (Turnover: $ 220,000) Administrated and
audited accounting until December 2006
ENSTA: Founder of the Oenology Club and President of the Ski
Club 2004 - 2006
COMPUTER and LANGUAGE SKILLS
OS UNIX/Linux, Windows Languages C/C++, VBA, HTML, LaTex
Computation Matlab, Scilab, Maple Softwares MS Office, Reuters,
Bloomberg
French Mother tongue English Advanced (TOEFL: 280/300) German
Intermediate Spanish Intermediate
INTERESTS
Sports Tennis, Golf, Ski Culture Interested in Geopolitics,
Economy and Impressionist Art Travels North and South Americas,
Africa and South-East Asia
-
Sylvain Bertrand
251 W 92nd Street Apt 7B, New York NY 10025
Tel : (646) 675-5690, Email : [email protected]
Education
Columbia University, Graduate School of Arts and Science New
York, USA
M.S. in Mathematics of Finance expected May 2008
Courses :Mathematics of Finance, Numerical Methods in Finance,
Sto-
chastic Methods in Finance, Time Series Analysis, Statistics
Modeling,
Quant Methods in Investment
Instructors : M. Smnirnov, I. Karatzas, C. Heyde
Ecole Superieure d'Electricit Paris, France
M.S. in Applied Mathematics graduated in 2005
Courses :Numerical Methods and Optimization, Algorithmics,
Proba-
bility Theory, Signal Theory, Financial Markets, Protability and
Fi-
nancing of Investments, Economics and Financial Management
Experience
Senior Consultant at Accenture from 2005 to 2007
for a telecommunication operator in Australia Australia,
India
Team lead in charge of managing cross-department issues related
to
billing. Managed a team of on-shore and o-shore analysts.
feb 2007 - aug 2007
for a leading pan-european telecommunication operator Ireland,
Netherlands
Team lead in charge of re-engineering all business processes
following
a M/A. Managed a team of analysts from the client and 3rd
party
vendors. Reported directly to the bord of directors and CEO.
aug 2006 - jan 2007
for a leading pan-european telecommunication operator France,
Spain
Implemented transformations and optimizations in the c
