• Conducting a comprehensive literature review of mathematical models for capacity allocation in continuing care retirement communities.• Developing simulation and predictive models to determine capacity allocation among various service in continuing care facilities.

SELECTED QUANT PROJECTS:• Portfolio Optimization: Utilized “Factor Models” and “Regularization” for efficient portfolio construction, achieving 1.05 times more diversification with a 25% variance reduction.• Risk Analysis: Applied “Quantile Regression” to estimate the tail of a specific stock returns using daily returns from major stock market indices.• Market Relationship Analysis: Examined how cryptocurrencies relate to equity markets using “Drawdown Beta”, revealing their hedging potential during equity market declines.• CAPM Analysis: Employed CAPM to analyze a 30-stock Market Index, comparing theoretical and actual portfolio allocations.• Implied Volatility Analysis: Conducted exploratory analysis of options' Implied Volatility using real market data, revealing trends related to option pricing.• Yield Curve Analysis: Collaborated on a class project to analyze Treasury yield curves and compute corresponding spot rates using Mathematica and Excel.• Bond’s Credit Spread and Probability of Default Analysis: Computed the credit spread for a given bond, calculated the probability of default for the bond, and evaluated the bond's value under various conditions. This included scenarios with no recovery on default, partial recovery, and no possibility of default.• Predictive Modeling in Mortgage Risk Assessment: Spearheaded predictive modeling initiatives in Python and R, utilizing a range of Machine Learning techniques, including random forest classification, penalized regression, Neural Networks, Support Vector Machines, and Decision Trees. Applied these models on diverse datasets, encompassing Boston housing prices and borrowers' financial information, to forecast specific indices like property values and assess default risk in mortgage scenarios.

• Collaborated with a group of 3 Senior Directors, evaluated and improved the firm's investing strategies, which convinced them to shift from a "buy-and-hold" to an "active" strategy, resulting in approximately an extra 15% net gain compared to the old strategy.• Conducted in-depth credit analysis and evaluated the creditworthiness of bond issuers to assess default risk and determine appropriate fixed income instrument to invest.• Supervised a group of 4 junior analysts to create market reports consisting of 100+ updated and adjustable models (using models such as Dividend Discount, Free Cash Flow, CAPM, relative or compared) for important listed companies, which informed the effect of the updated data on firms' stock price, to make the proper decision on a timely manner.• Provided superiors with thorough market research necessary to target new businesses, which led to diversifying the investing category from 5 to 12 and raising the firm's profit by 5-unit percent relative to the former portfolio combination.• Conducted duration and convexity calculations for fixed income securities, analyzing interest rate risk and providing recommendations for portfolio adjustments.• Developed financial models and utilized quantitative tools to assess bond valuations, yield curves, and interest rate risk.

• Designed and presented stock valuation models (such as DDM, FCF, NAV, Relative, and Compared) to the direct manager to predict listed companies’ stock prices and find a promising investment opportunity that resulted in 25% profit just from capital gain.• Collected, processed, cleaned, and analyzed global market quantitative data from different sources such as IMF, World Bank, Metal Bulletin, and Plats and used regression model and T-test to create meaningful reports and forecast future trends.• Conducted comprehensive analysis of fixed income markets, including government and corporate bonds and money market instruments.• Maintained and monitored the fund and equity investment, including inflows, outflows, valuations, performance analysis, and record maintenance which showed the investment layout briefly.