Jesse Freitag Email & Phone Number

Charlotte, NC, US

Chicago, Illinois, United States

• Coordinated with the Development team to create a Django web application which calculates correlation haircut for different equities and energy derivatives based on a regulatory Principal Component Analysis-based model
• Derived a hedge-model for trading strategy returns to inform the Risk team on how to improve current hedging techniques through the use of PCA, GARCH, and detecting non-linear underlying risk exposures
• Assisted research team in formulating time series models to explain trades by aggregating academic research

Chicago, Illinois, United States

• "Mutual Fund Flow Drivers"
• Identified the relationship between Morningstar rating change and change in fund flow for over 80 BlackRock ETFs using time series regression, event studies for each major asset class, and a fixed-effects model
• Evaluated the asymmetric effects that fund-rating upgrades and downgrades have on asset returns and net fund flow

Chicago, Illinois, United States

• "Predicting EMD 12m Forward Returns Using Machine Learning Techniques"
• Enhanced prediction accuracy of existing emerging market sovereign and corporate credit spread models to be used in asset allocation decisions between regions using XG Boost, Vector Autoregession, and ARIMA model
• Produced 1-3-6-12 month forecast of JPM’s Emerging Market Debt and JPM’s Emerging Corporate Debt Indices

Melville, New York, United States

• Acqd. by Wealthspire Advisors in 2023
• Conducted financial machine research using Hudson & Thames’ MLFinLab and the work of Dr. Marcos Lopez de Prado to properly identify false investment strategies and gained insight on how to improve the firm’s strategies.
• Designed logistic and linear regression models to forecast Consumer Price Index, Unemployment, and Industrial Production in Python while recognizing statistical properties and limitations of time series data including.
• Utilized Bloomberg Query Language in Jupyter and Excel to analyze market indicators and market conditions.
• Occasionally served as a second pair of eyes for trading and portfolio rebalancing, ensuring the correct amount of orders are filled through RedBlack trading software.
• Conducted due diligence on cryptocurrencies and decentralized-finance focused hedge funds to ensure a fiduciary approach to clients’ investment strategies.

Stony Brook, New York, United States

• Assisted approximately 160 students in a statistics course by conducting review session and holding weekly office hours.
• Course content included probability distributions, multi-variable regression techniques, and statistical theory through a pharmaceutical and medical research-based lens.

Melville, New York, United States

• Collaborated with the global investment team, managerial team, sales team, financial operations, and administrative and claims divisions on projects to bring new ideas to the company.
• Orchestrated a philanthropic event by raising over $1,000 given to Stony Brook University Hospital during the pandemic.
• Obtained a certification for a Series 17-52 New York State Accident and Health Insurance License.

Long Island

I enjoyed tutoring students who were struggling in high school/ college math topics ranging all the way from high school algebra to Calculus III. I also spent time working with students preparing for the SAT, SAT II Subject Tests, and ACT.

Education record

FinMath Alpha Scholar Stochastic Calculus, Option Theory, Fixed Income, Python, Time Series- GARCH and others, ECM, ARMA, Monte Carlo.

Bachelor Of Science - Bs And Bachelor Of Arts - Ba, Applied Mathematics & Statistics And Economics, 3.93 Gpa

Activities and Societies: Deans List: 2019,2020,2021,2022 Organization of Actuarial Students (OAS), Stony Brook Marching Band, Math Club.

Certification License, Health Insurance

Course that certifies proficient knowledge in Health and Accident Insurance in the State of New York.

High School Diploma, 4.1 Gpa, Ranked Top 7% Of 600+ Students

Activities and Societies: Pipe Major of the Celtic Friar Bagpipe Band, Saint Anthony's Track and Field