SEEKING WORK | Greater NYC | Remote OK
I work with fintechs and hedge funds to implement solutions for wealth management, derivatives pricing and trade execution
Background: PhD Mathematics
My expertise includes:
    • Macroeconomic and fundamental data
    • forecasting returns
    • Scenario analysis
    • Portfolio optimization approaches
    • Derivatives pricing models
    • Monte Carlo simulations
    • VaR (Value-at-Risk, historical and parametric VaR) and other risk calculations
    • Asset class performance attribution
    • Automatic rebalancing of portfolios
    • Scenario based back testing
    • R programming

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