Danny Ferdman Email & Phone Number

New York, New York, United States

- Working to develop a new bond futures skew model with traders and quants- Developing proprietary algorithms to decorrelate options portfolio from the market- Developing production grade python code and unit tests, filling the gap between tech and quant strategies- Constructing data extracts and computing parameter risks for exotic product pricing

Greater New York City Area

• Developed, back-tested and improved stock selection models for US LC, SC and Smid portfolios• Researched and augmented portfolio factors with LASSO constraints, and convex optimization techniques• Developed and implemented hierarchical factor clustering overlayed with principal components analysis • Created quantitative tools and infrastructure used to construct portfolios, conduct empirical research, monitor exposure to custom and Factset factors along with respective… Show more • Developed, back-tested and improved stock selection models for US LC, SC and Smid portfolios• Researched and augmented portfolio factors with LASSO constraints, and convex optimization techniques• Developed and implemented hierarchical factor clustering overlayed with principal components analysis • Created quantitative tools and infrastructure used to construct portfolios, conduct empirical research, monitor exposure to custom and Factset factors along with respective visualizations through R and Excel• Presented analysis, performance attribution, and research ideas to portfolio managers based on academic, industry and team developed white papers• Conducted deep methodology reviews on outliers in back-tests and thus improved proprietary linear and random forest models• Updated Bayesian equity and volatility models based on global macroeconomics in order to realize downside protection in volatile markets• Refined historical portfolios with alternative constraints to lunch sponsored new products• Composed Compustat data pulls via SQL queries, stored procedures and views (with corresponding R invocations)• Developed and reviewed code that was styling guides compliant (Google R Style/ Python PEP-8)• Improved modular operations from batch processing to in-memory processing• Improved risk operations by simplifying code and making it accessible by the quant team instead of one person Show less

GitHub.com/QuantStreetCoursework:Statistical Arbitrage • Machine Learning • Credit Markets • Stochastic Calculus • Computational Methods in Finance • Risk Management • Fixed Income • Empirical Methods in Finance • Quantitative Asset Management • Derivatives • Investments • Accounting • Econometrics • Corporate Finance All classes include extensive coding components.

Sunnyvale, Ca

• Developed Value at Risk metrics for cash flow funding needs using R• Predicted cash flows using autoregressive models and factor analysis• Designed and developed R scripts to extract cash based financial statements from enhanced bank statements

Sherman Oaks, Ca

• Assisted in MBS duration and convexity hedging with retail mortgage locks (warrants)• Supervised and maintained VBA scripts for the creation of loan rates for various products• Integrated private investor pricing spreadsheets into the firms pricing, Fannie and Freddie ($10 billion annual pipeline)• Automated and optimized operations through the use of macros for Excel and Outlook• Developed unit tests and consistency measures for pricing algorithms and margin… Show more • Assisted in MBS duration and convexity hedging with retail mortgage locks (warrants)• Supervised and maintained VBA scripts for the creation of loan rates for various products• Integrated private investor pricing spreadsheets into the firms pricing, Fannie and Freddie ($10 billion annual pipeline)• Automated and optimized operations through the use of macros for Excel and Outlook• Developed unit tests and consistency measures for pricing algorithms and margin analysis• Produced reports in Excel using SQL Server code to extract data Show less

Los Angeles, Ca

• Completed tax returns for various legal entities with less than 5% spent on administrative functions. • Worked on cash and payroll sections of yearly audits. • Key contact person for technical and research questions as well as presentation topics.• Provided solutions to clients’ complex accounting issues through analytical research supported by tax law and regulations.• Researched and reconciled discrepancies in equity and fixed income settlements.• Updated company… Show more • Completed tax returns for various legal entities with less than 5% spent on administrative functions. • Worked on cash and payroll sections of yearly audits. • Key contact person for technical and research questions as well as presentation topics.• Provided solutions to clients’ complex accounting issues through analytical research supported by tax law and regulations.• Researched and reconciled discrepancies in equity and fixed income settlements.• Updated company estimate excel workbooks for yearly changes and updates in tax law.• Effectively balance work schedule under pressure and long hours (70 hour work weeks) during • peak tax season.• Reason for leaving: decided to further pursue a career in finance. Show less

Master'S Degree, Financial Engineering, 3.85

Masters in Financial Engineering also known as Financial Mathematics is a blend of data analytics and valuation of complex financial.

Bachelor Of Science - Bs, Mathematic And Economics, 3.7/ 4.0