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

E: rprogconsult@gmail.com