I am a highly knowledgeable and educated engineer with strong academic background. I am currently seeking an entry level job in a professional business environment to relate my academic studies and previous internship experiences into practical work solutions.I have a solid education in the field of mathematical finance with strong problem-solving and analytical skills. I am highly proficient in MATLAB, R, SAS, VBA, MS Excel and C++. My internship experiences have provided me exposure to the global financial markets to a greater depth. During my internships, I learned a lot about the valuation processes of financial derivatives across several asset classes. In addition to this, I have used SAS and Matlab statistical analytics packages extensively to implement various option pricing models in my graduate level projects.An entrepreneurial work ethic, curiosity, an insatiable appetite for learning, a strong sense of personal responsibility, the courage to communicate openly and honestly, a passion for innovation, and the commitment to treating others with dignity and respect makes me an excellent team player.Selected Professional Knowledge:1. Fixed Income Instruments, Vanilla Options, Exotic Options, Futures, Interest Rate Derivatives, and Credit Derivatives2. Stochastic Calculus, Black-Scholes, and Black Formula3. Greeks, VaR, and CVA4. Basic Probability and Statistics5. Linear Models and Regression6. Portfolio OptimizationSpecialties: 1.Valuation of Financial Products Including Forward, Future, and Other Derivatives2.Market/Credit Risk Evaluation, VaR/Credit VaR analysis3.Hedging Strategies and Portfolio Management
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Quantitative Analyst InternNumerix Apr 2012 - Sep 2012Greater New York City Area• Advised customers on the full valuation process, including market data setup, instrument construction, and model selection• Assisted customers to model financial derivatives across Interest Rate, Equity, and Foreign Exchange and validate their prices using Numerix analytics• Generated and validated the market risk reports related to various financial contracts for customers• Coordinated with financial engineers and software developers in troubleshooting customers’ issues -
Sales And Trading Summer AnalystJ.P. Morgan Jul 2011 - Aug 2011Hong Kong• Executed fundamental market analysis, researched and developed an algorithm trading model to capture alpha in Excel• Selected and streamlined daily news and major cross currency rates to help customers develop investment strategies and wrote customized market reports
E Y Education Details
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E Y's current role is Numerix Quantitative Analyst Intern.
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E Y attended Purdue University, Rutgers, The State University Of New Jersey-New Brunswick.
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F a r e s _ A l o m a r y
Ceo , M.Sc. Enterprise System Engineer , Strategic Manager And Project ManagerGreater Sacramento1ccnplus.com -
John E Boyd
Board Member: National Association Of Corporate Directors Nj And Epidemic Answers. Ceo, AdvisorNew York City Metropolitan Area2gmail.com, nacdonline.org1 +121292XXXXX
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