I have wide set of skills which cover many of the tools used in financial modeling, portfolio analytics and data analysis. These skills include statistical regression methods, simulations, software development, databases, supervised and unsupervised machine learning methods, Natural Language Programming, parallel programming and cluster computing. I have worked on and have also supported front office trading desks. I have modeled fixed income, futures and foreign exchange products to calculate pricing and risk of the asset. I am seeking a position to work with a team of like minded peers to advance and successfully implement the business goals.My PhD dissertation examined problems in text analytics to include topic modeling, applications of Natural Language Programming methods, sentiment analysis of financial news using machine learning and document clustering. My PhD course work spanned a mix of skills in computational statistics, algorithm development and parallel computing. In my Masters program I studied numerous statistical/mathematical models and methods with applications to finance, such as calculating Value-at-Risk to measure risk exposure, dynamic hedging to reduce portfolio risk, derivatives pricing using Black-Scholes, price prediction using linear regression, probability of loss given default (LGD) models, time series modeling using ARMA and GARCH, Principle Component Analysis (PCA) to identify the largest source of variance and simulations using Monte Carlo methods. Specialties: Financial modeling, Data analysis, Portfolio analytics, Programming, Databases, Parallel computing, Statistics, NLP