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
