Julia Simonsen Email and Phone Number
Julia Simonsen work email
- Valid
Julia Simonsen personal email
- Valid
Julia Simonsen, PhD, earned a doctorate in Applied Mathematics, a master's in Mathematical Finance and a bachelor's in Computer Science. She is a Senior Quant at U.S. Bank working on commodity derivatives models. Before joining U.S. Bank, Julia has spent over a decade working at Bank of America started in Market Risk Management and later transitioned into Model Risk Management. Possessing a strong sense of urgency and results orientation, with outstanding ability to motivate teams and mobilize the resources to set high goals and accomplish them. Specific areas of focus include: • 10+ years of experience in C/C++ and C# • 10+ years of experience with large data sets, database design and SQL • 6+ years in Market Risk • 6+ years in Counterparty Credit Risk • 5+ years of experience in Java, Python, VBA, R and Matlab • Research interest in probability theory in applications of finance
U.S. Bank
View- Website:
- usbank.com/index.html
- Employees:
- 79904
-
Quantitative Modeler Manager, Counterparty Credit RiskU.S. BankCharlotte, Nc, Us
-
Senior Quantitative Analyst, Counterparty Credit RiskU.S. Bank Aug 2020 - PresentMinneapolis, Mn, UsEnergy Derivative Models. Underlying assets include futures and options for crude oil, natural gas and heating oil. The models are used for estimating the counterparty exposures (PFE/EE) in support of the Counterparty Credit Risk Management.
-
Doctoral ResearcherUniversity Of North Carolina At Charlotte Aug 2017 - Dec 2020Charlotte, Nc, UsDiffusion processes on solvable groups of upper triangular 3x3 matrices.Advisor: Dr. Stanislav Molchanov -
Database Architect, Liquidity Risk ManagementWells Fargo Mar 2017 - Aug 2017San Francisco, California, UsSignificantly improved performance of ETL processes in SQL Server while working with large datasets and complex calculations. -
Vp, Quantitative Analysist, Model Risk ManagementBank Of America Oct 2013 - Mar 2017Charlotte, Nc, Us• Independently validated quantitative tools used for capital and liquidity planning, stress-testing (CCAR), Internal Capital Adequacy Assessment Process (ICAAP), financial and regulatory reports• Validated option valuation tools written in Python; loss forecasting tools written in VBA• Worked and closed an MRIA related to the critical use spreadsheet reviews• Trained & Managed quantitative risk (QMAP) associates. -
Lead Software Engineer, Counterparty Credit Risk TechnologyBank Of America Oct 2008 - Oct 2013Charlotte, Nc, Us• Led the front-end development of the Issuer Risk limit management system (C# and Java) using Agile methods to optimize the development process. • Assessed legacy Merrill Lynch platforms and integrated them into Bank of America Issuer Risk system and ensure an integrated view of market risk measures across the combined entity. • Worked on modeling and development of the Implied Volatility Surface Calculator model in C/C++ with prototype in MATLAB. • Working with large datasets and the ETL automation processes in MS SQL Server and Teradata.
-
Software Developer, Cmbs TechnologyBank Of America Dec 2005 - Oct 2008Charlotte, Nc, UsImplemented Defeasance Calculator model using C++/C#; automatically suggested the best bonds sufficient to service the borrower’s debt
-
Software DeveloperInterdyn - Artis May 2003 - Nov 2006Charlotte, Nc, Us• Led development and design of Microsoft certified product that provides integrations services with MS Great Plains. • Worked on the Nucor and Fidelity Payroll Integration in C# and SQL Server.
Julia Simonsen Skills
Julia Simonsen Education Details
-
University Of North Carolina At CharlotteApplied Mathematics -
Unc Charlotte Belk College Of BusinessMathematical Finance
-
South Ural State University (Susu)Computer Science
-
Școala Profesională Nr 7; Chișinău, MoldovaHigh School Diploma
Frequently Asked Questions about Julia Simonsen
What company does Julia Simonsen work for?
Julia Simonsen works for U.s. Bank
What is Julia Simonsen's role at the current company?
Julia Simonsen's current role is Quantitative Modeler Manager, Counterparty Credit Risk.
What is Julia Simonsen's email address?
Julia Simonsen's email address is ju****@****ail.com
What schools did Julia Simonsen attend?
Julia Simonsen attended University Of North Carolina At Charlotte, Unc Charlotte Belk College Of Business, South Ural State University (Susu), Școala Profesională Nr 7; Chișinău, Moldova.
What are some of Julia Simonsen's interests?
Julia Simonsen has interest in New Technology, Children, Investing, Risk Management, Education, Science And Technology, Health.
What skills is Julia Simonsen known for?
Julia Simonsen has skills like Sas, Sql, R, Risk Management, Investment Banking, Business Analysis, Credit Risk, Quantitative Finance, C#, Financial Modeling, Matlab, Vba.
Free Chrome Extension
Find emails, phones & company data instantly
Aero Online
Your AI prospecting assistant
Select data to include:
0 records × $0.02 per record
Download 750 million emails and 100 million phone numbers
Access emails and phone numbers of over 750 million business users. Instantly download verified profiles using 20+ filters, including location, job title, company, function, and industry.
Start your free trial