In my current position as a Senior Quantitative Analyst I support the research department by creating screens, studies, scorecards and models to assist in equity and option valuation. Additionally, every week I devise a market study and write commentary about it for the website. Several times, the articles have been published at Forbes.com. My research has been quoted by CNBC, The Wall Street Journal, Bloomberg TV and others. Before gaining employment at Schaeffer’s, I earned a Master’s of Science in Financial Engineering where I became well-versed in financial mathematics, derivative valuation and risk management. Professional Highlights:●Lead development of a scoring system ranking stocks according to sentiment, fundamentals & price action.●Created a scoring system ranking stocks on whether their options were "cheap" or "expensive." ●Contribute market studies with commentary on a weekly basis to the company website. Several of these research articles have been published on Forbes.com. ●Conduct market research which has been quoted on Bloomberg TV, CNBC, The Wall Street Journal and Fox Business News.●Offer investment ideas and discussion topics to research and QA department.Skills:●Sound understanding of financial mathematics including stochastic processes, arbitrage theory and derivative pricing.●Ability to use financial engineering techniques to solve such problems as derivative securities valuation, risk management, dynamic investment strategies and portfolio optimization techniques.●Extremely proficient in Microsoft Excel/VBA. In fact, using Excel/VBA I created a Monte Carlo Simulation for NBA basketball games capable of simulating 10,000 full games in less than five minutes.●Proficient with Microsoft Office (Word, Outlook, PowerPoint and Access).●Familiar with SQL and MATLAB.●In the process of learning Python.
Listed skills include Options, Derivatives, Trading, Bloomberg, and 21 others.