Michael Maroun

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Michael Maroun's Location
Greater Boston, United States
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About Michael Maroun

As a mathematical physicist, I am an expert at modelling real life systems through the use of mathematical analysis. My strength lies in my ability to find, and express exact solutions to unsolved problems in myriad of fields. I have worked in as diverse areas as economic traffic, systems optimization, quantum theory, bank model validation (financial mathematics and analysis), and quantitative risk analysis.Closely related to my ability to analyze quantum systems is the mathematical finance of stochastic systems, which include Wiener measure, Brownian motion, Ito / Stratonovich / Malliavin Stochastic Calculus, and the Feynman-Kac formula. The Feynman-Kac formula solves a vast variety of generalized diffusion equations, among which is the famous Black-Scholes-Merton partial differential equation for option and derivative pricing.I am well trained at implementing and producing concrete numerical methods for the purpose of applying my expertise mentioned above. To this end, I have over a decade of experience using Maple, Matlab, Mathematica, and R, in order to concretely implement my mathematical analysis.I was the recipient of the American Physical Society's 2012 Kennedy J. Reed prize for "...best theoretical physics...", while working in the field of mathematical physics. While working in the field of economics, I solved the optimization of a dynamical system comprised of a fluid flow with Robin type constraints (that is dynamic boundary conditions), which had been an unsolved problem for more than 40 years.

Michael Maroun's Current Company Details

Michael Maroun Work Experience Details
  • State Street
    Model Risk Auditor, Assistant Vice President
    State Street Aug 2016 - Oct 2016
    Greater Boston Area
    Risk based auditing of internal bank models: input assumptions, overlays, output sensitivity, regulatory compliance, and overall business soundness. Specialized areas include CCAR, PPNR, Wholesale, BCBS 248, CLAR, BCBS 239, SR 11-7, PD, LGD, VaR.
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  • University Of California, Riverside
    Assistant Professional Researcher
    University Of California, Riverside Jul 2015 - Sep 2016
    United States
    Seminar research staff and research group scientist
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  • University Of California, Riverside
    Visiting Assistant Researcher
    University Of California, Riverside Aug 2013 - Jun 2015
    Riverside, California
    Visiting Assistant Researcher in the Department of Mathematics
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  • Citizens Bank
    Quantitative Analyst, Intern
    Citizens Bank Feb 2016 - May 2016
    Boston, Ma
    My major responsibility was to conduct model validation of a large variety of bank-wide models. This includes understanding of software such as Calypso by Calypso Technology Inc, RiskFrontier by Moody's, and Bloomberg by Bloomberg L. P. The models focused on economic capital, and interest rate derivatives.
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  • New Mexico Institute Of Mining And Technology
    Visiting Assistant Professor
    New Mexico Institute Of Mining And Technology Aug 2014 - May 2015
    Socorro, New Mexico
    Visiting Assistant Professor of Mathematics: full-time temporary one (academic) year position
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  • University Of California, Riverside
    Graduate Research Fellow
    University Of California, Riverside Sep 2012 - Jun 2013
    Riverside, California
    Graduate Research Fellow
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  • Center For Sustainable Suburban Development
    Economic Analyst
    Center For Sustainable Suburban Development Jul 2010 - Jun 2013
    Riverside, Ca
    Part of a team of graduate analysts from varied disciplines assembled to solve open problems in civil economics ranging from traffic flow-toll optimization to determination of the notion of a central business district in a diffuse Urban sprawl.
  • University Of California, Riverside
    Graduate Teaching Assistant
    University Of California, Riverside Sep 2006 - Jun 2012
    Riverside, California
    Graduate Teaching Assistant in both the Department of Physics and Astronomy and the Department of Mathematics
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  • University Of Florida
    Graduate Teaching Assistant
    University Of Florida Aug 2000 - May 2002
    Gainesville, Florida
    Graduate Teaching Assistant in the Department of Physics
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Michael Maroun Skills

Mathematical Physics Quantum Mechanics R Quantum Field Theory Functional Analysis Theoretical Physics High Energy Physics Optimization Partial Differential Equations Traffic Analysis Statistics Higher Education Physics Matlab Science Mathematical Modeling Research Mathematica Maple Spss Option Pricing Models Feedback Control Systems Latex Latex Beamer Html Web Design Time Series Analysis Data Analysis University Teaching Teaching Predictive Analytics Predictive Modeling Data Science Stochastic Calculus Stochastic Modeling Stochastic Processes Forecasting Stochastic Differential Equations Risk Analysis Markov Models Markov Chain Monte Carlo Fourier Analysis Wavelets Mathematical Analysis Dynamical Systems Spectral Analysis Black Scholes Numerical Analysis Mathematics Microsoft Office

Michael Maroun Education Details

Frequently Asked Questions about Michael Maroun

What is Michael Maroun's email address?

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What schools did Michael Maroun attend?

Michael Maroun attended University Of California, Riverside, University Of Florida, The University Of Texas At Austin.

What skills is Michael Maroun known for?

Michael Maroun has skills like Mathematical Physics, Quantum Mechanics, R, Quantum Field Theory, Functional Analysis, Theoretical Physics, High Energy Physics, Optimization, Partial Differential Equations, Traffic Analysis, Statistics, Higher Education.

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