Quantitative Risk Management
Industry: Book by Alexander J. McNeil, Paul Embrechts, and Rüdiger Frey
DescriptionThe implementation of sound quantitative risk models is a vital concern for all financial institutions, and this trend has accelerated in recent years with regulatory processes such as Basel II. ... Google Books Originally published: September 26, 2005 Authors: Paul Embrechts, Alexander J. McNeil, Rüdiger FreyGet BookGoogle Play Books$38.00 · ebookGet book
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Quantitative Risk Management Employees
Mayflower Advisors, LLC October 2014 - Present
Goldman Sachs August 2011 - July 2014
Goldman Sachs Asset Management April 2010 - August 2011
Quantitative Risk Management January 2006 - April 2010
Bobtail Soda Fountain April 2004 - December 2005
Skills
Marketing, Sales, Selling, Editing, Marketing Strategy, Public Speaking, Sales Operations, Customer Service, Public Relations, Mutual Funds
Education
Northwestern University 2003 — 2005
MA, Literature
Northwestern University 1996 — 2000
BA, English
Noble and Greenough School 1992 — 1996
Quantitative Risk Management December 2010 - September 2013
EBSCO Publishing June 2007 - September 2009
EBSCO Publishing July 2005 - August 2005
EBSCO Publishing June 2004 - August 2004
Education
Northwestern University 2006 — 2010
Bachelor of Arts
Wells Fargo January 2015 - Present
Pacific Gas and Electric Company August 2014 - January 2015
Pacific Gas and Electric Company December 2012 - August 2014
Pacific Gas and Electric Company October 2011 - December 2012
Pacific Gas and Electric Company May 2008 - September 2011
Quantitative Risk Management May 2006 - August 2006
OOCL May 2004 - August 2004
Skills
Quantitative Analytics, Risk Management, Derivatives, Financial Modeling, Analysis, Commodity Markets, Operations Research, Valuation, Optimization, Energy Markets, Natural Gas, Monte Carlo Simulation, Options, Portfolio Management, Statistics, Energy, Data Science
Education
Georgia Institute of Technology 2002 — 2008
Ph.D., Industrial Engineering
Georgia Institute of Technology 2002 — 2005
M.S., Quantitative & Computational Finance
Penn State University 2000 — 2002
M.S., Engineering Mechanics
Shanghai Jiao Tong University
B.E., Engineering Mechanics
Quantitative Risk Management June 2012 - Present
Queen's University September 2011 - May 2012
The University of British Columbia April 2010 - October 2010
Skills
Economics, Stata, Quantitative Analytics, Econometrics, Statistics, Time Series Analysis
Education
Queen's University
Masters of Economics, Econometrics and Quantitative Economics, A+ (4.3/4.3)
The University of British Columbia
BA Honours, Economics
California Capital Real Estate Advisors August 2014 - Present
Strategic Holdings March 2014 - August 2014
Bank of America January 2007 - November 2013
Countrywide January 2005 - January 2007
Countrywide August 2003 - January 2005
Washington Mutual, Inc. April 2003 - August 2003
Lynx Capital Partners, LLC September 2002 - April 2003
TradeLink, LLC September 2001 - March 2002
Quantitative Risk Management November 1995 - September 2001
First Interstate Bank 1987 - 1995
Skills
Fixed Income, Portfolio Management, Derivatives, Capital Markets, Financial Risk, Finance, Investments, Market Risk, Bonds, Banking, Asset Allocation, Options, Project Management, Financial Markets, Equities, Financial Modeling, Change Management, Trading, ALM, VBA, Hedging, Valuation, Credit, Structured Finance, Mortgage Banking, Securitization, MBS, Credit Risk, Microsoft Excel, Software Design, Hedge Funds, Bloomberg, Quantitative Analytics, Investment Banking, Quantitative Finance, Financial Reporting, Analytical Skills, Pierce Eislen, Commercial Real Estate..., Real Estate Economics, Multi-family Investment..., Real Estate Acquisitions, Real Estate Private..., Real Estate Financing, CoStar, Yardi
Education
Illinois Institute of Technology 1998 — 2001
Master's of Science, Finance, 3.5 / 4
Loyola University Chicago 1997 — 1998
Master of Business Administration (MBA), Finance, 3.67/4
California State University-Los Angeles 1985 — 1989
Bachelor's degree, Finance
Lippincott September 2015 - Present
Lippincott May 2015 - August 2015
Doblin Monitor Deloitte May 2014 - July 2014
Quantitative Risk Management June 2013 - July 2013
Vanderbilt University Early Development Lab January 2012 - December 2012
ACE Design Team January 2012 - November 2012
Inventables May 2012 - August 2012
Quantitative Risk Management June 2010 - August 2010
Skills
InDesign, Illustrator, Photoshop, Microsoft Excel, Public Speaking, PowerPoint, Social Media, Adobe Creative Suite, Creative Problem Solving, Microsoft Word, Adobe Premiere, Expression Workflow, Design Research, Design Strategy, Digital Fabrication
Education
School of Visual Arts 2013 — 2015
Master of Fine Arts (MFA), Products of Design
Vanderbilt University 2009 — 2013
Bachelor of Arts, Psychology and Interdisciplinary Studies: Art, Design, & Innovation
Danish Institute for Study Abroad 2011 — 2011
Information Design and Scandinavian Design & Architecture
New Trier Township High School 2005 — 2009
LinkedIn December 2014 - Present
Groupon Getaways May 2014 - November 2014
Groupon Getaways September 2013 - April 2014
Groupon Getaways April 2012 - September 2013
Groupon September 2010 - March 2012
Quantitative Risk Management March 2010 - September 2010
Chili's June 2008 - March 2010
Skills
Online Advertising, Cold Calling, Account Management, Social Media Marketing, Salesforce.com, Team Building, Online Travel, PowerPoint, Zendesk, Public Speaking, Customer Service, Multitasking Skills, Sales, Facebook, Online Marketing, Social Media, Email Marketing, Project Management, Management, New Business Development, Employee Training, Escalation Resolution, Start-ups, Time Management, Team Leadership, Customer Satisfaction, Lead Generation, E-commerce, CRM, Digital Marketing, Advertising, B2B
Education
University of Central Oklahoma 2005 — 2008
Bachelor of Fine Arts (BFA), Theater Performance
University of Science and Arts of Oklahoma 2004 — 2005
Theater Education
The Claro Group July 2012 - Present
Ernst & Young LLP July 2011 - July 2012
Huron Consulting Group Inc. June 2005 - May 2011
KMR Group January 2004 - June 2005
Quantitative Risk Management October 2003 - January 2004
Skills
Business Process..., Business Strategy, Business Transformation, Change Management, Corporate Finance, Data Analysis, Data Modeling, Enterprise Risk..., Financial Analysis, Financial Modeling, Financial Reporting, Health Care Reform, Healthcare Consulting, ICD-10, Management Consulting, Performance Improvement, Pricing Analysis, Pricing Strategy, Program Management, Project Management, Revenue Cycle, Service Consolidation, Shared Services, System Deployment, System Design, System Testing, Vendor Management, Consulting, Healthcare, Hospitals, Process Improvement, Leadership, Analysis, Analytics, Healthcare Information...
Education
Northwestern University 1999 — 2003
Bachelor of Science
Rochester High School 1995 — 1999
High School Diploma
The Cambridge Group August 2014 - Present
Deloitte June 2013 - August 2013
Quantitative Risk Management April 2011 - July 2012
Quantitative Risk Management November 2007 - April 2011
Gambit Trading September 2006 - November 2007
Skills
Hedging, Fixed Income, Trading, Proprietary Trading, Financial Modeling, Electronic Trading, Trading Strategies, Capital Markets, Trading Systems, Derivatives, Financial Risk, Risk Management, Financial Analysis, Bloomberg, Quantitative Analytics, Financial Markets, Quantitative Finance, Economics
Education
The University of Chicago - Booth School of Business
Master of Business Administration (MBA)
Northwestern University 2002 — 2006
Bachelor's degree, Mathematics and Economics
CFA Institute
CFA Charter
Quantitative Risk Management July 2011 - Present
PNC June 2010 - August 2010
Skills
Financial Modeling, Capital Markets, Risk Management
Education
University of Notre Dame - Mendoza College of Business 2007 — 2011
B.B.A., Finance and Economics
Chicago Commercial Collective May 2014 - Present
Quantitative Risk Management January 2012 - June 2013
Indiana Public Radio May 2010 - May 2011
Indiana Public Radio May 2010 - May 2011
Indiana Public Radio July 2009 - May 2011
Vector Marketing May 2008 - June 2008
Skills
Microsoft Office, Photoshop, Customer Service, Microsoft Word, Facebook, PowerPoint, Outlook, Broadcast, Creative Writing, Acting
Education
Ball State University 2007 — 2011
B.S., Theatrical Studies, Creative Writing
Optiver February 2009 - Present
Quantitative Risk Management January 2004 - February 2009
Avanade June 2000 - January 2004
Accenture September 1999 - June 2000
Skills
Automated Trading, Derivatives, Trading Systems, Options, Trading, Fixed Income, SQL, Electronic Trading, Capital Markets, Financial Modeling, Equities, Risk Management, Software Development, C#, Agile Methodologies, Business Analysis, Financial Markets, Portfolio Management, Enterprise Architecture, Strategy, Program Management, Project Management, Quantitative Finance, Unix, Business Case, Linux, Product Development, Low Latency, Market Risk, Equity Derivatives
Education
Northwestern University - Kellogg School of Management 2012 — 2015
Master of Business Administration (MBA), Finance
University of Wisconsin-Madison 1995 — 1999
BS, Electrical and Computer Engineering, Mathematics
UBS Investment Bank June 2015 - August 2015
Quantitative Risk Management October 2006 - June 2014
Skills
Fixed Income, Risk Management, Financial Modeling, ALM, Enterprise Risk..., Interest Rate Risk..., Credit Risk, Corporate Finance
Education
The University of Chicago Booth School of Business 2014 — 2016
Master of Business Administration (M.B.A.)
Northwestern University 2002 — 2006
Bachelor of Science (BS), Economics
BMO Financial Group June 2015 - Present
Northern Trust Corporation September 2011 - June 2015
Quantitative Risk Management October 2004 - August 2011
Skills
Interest Rate Risk..., Market Risk, Funds Transfer Pricing, VAR, Financial Risk, QRM, Stochastic Modeling, Economic Capital, Intex, Fixed Income, Bancware, CCAR
Education
University of Notre Dame
Bachelor's degree, Computer Engineering
University of Notre Dame - Mendoza College of Business
Master of Business Administration (MBA), Finance
Seyfarth Shaw LLP May 2015 - Present
Dentons April 2007 - May 2015
Calyon Financial November 2006 - March 2007
Quantitative Risk Management September 2005 - October 2006
Cargill Investor Services February 1999 - October 2005
Clausen Miller P.C. January 1998 - February 1999
Skills
Data Center, Active Directory, SCOM, Windows Server, Servers, DNS, Disaster Recovery, DHCP, Group Policy, Windows, Troubleshooting, VMware, SharePoint, Cisco Technologies, Virtualization, IIS, Network Security, Cisco UCS, Cisco IOS, Hyper-V, System Administration, Operating Systems, TCP/IP, Server Administration, DoubleTake, Hardware, Visio, Firewalls, Networking, C# 4.0, Visual Basic 5.0/6.0, Powershell, Compuware Vantage, VMware ESX, Scripting, Microsoft SQL Server, Business Continuity, Business Resilience, iPhone Application..., Unity3D, Blender, Network Architecture
Education
Capella University 2002 — 2004
BS, Information Technology
University of Central Florida 1993 — 1995
Associates, Computer Science
Fenwick High School 1989 — 1993
BRAINFUSE February 2013 - Present
Deutsche Bank/ Capital Staffing Solutions January 2015 - July 2015
USAA IMCO/ Kforce July 2013 - October 2014
Davis Vision March 2012 - January 2013
Summit Energy Services September 2011 - December 2011
Asset Allocation Management September 2007 - September 2009
Quantitative Risk Management October 2006 - September 2007
US Navy 1998 - 2000
Skills
SQL, Quantitative Analytics, Bloomberg, Fixed Income, Data Analysis, Equities, Credit Derivatives, Corporate Finance, SAS, Economics, Business Analysis, Access, Microsoft Excel, Financial Analysis, Derivatives, Analysis
Education
University of Chicago 2009 — 2010
MS, Financial Mathematics
University of Illinois at Urbana-Champaign - College of Business 2005 — 2006
MS, Finance
University of Wisconsin-Madison - School of Business 2001 — 2005
BBA, Actuarial Science and Risk Management Insurance
North Branch Senior High School 1995 — 1999
HS Diploma
Quantitative Risk Management December 2005 - Present
Skills
Market Risk, Risk Management, Financial Risk, Enterprise Risk..., Quantitative Analytics, Mortgage Banking, Agile Methodologies, Valuation, Business Analysis, Quantitative Finance
Education
Northwestern University 2003 — 2005
Master of Science (MS), Industrial Engineering
Texas A&M University 2000 — 2003
Bachelor of Science (BS), Industrial Engineering
RBS Citizens Financial Group August 2014 - Present
KPMG September 2013 - July 2014
Quantitative Risk Management June 2010 - September 2013
Quantitative Risk Management July 2007 - October 2010
Fannie Mae August 2006 - July 2007
Federal Reserve Bank of Chicago March 2006 - August 2006
Protiviti October 2004 - March 2006
Federal Reserve Bank of Chicago April 2003 - October 2004
GE Rail August 2002 - April 2003
GE Aircraft Engines April 2001 - August 2002
Skills
Credit Risk, Economic Capital, Risk, Credit, Enterprise Risk..., Operational Risk, Risk Management, Basel II, Banking, Operational Risk..., CCAR, Stress Testing, Financial Risk, ALM, Market Risk, Liquidity Risk
Education
The University of Chicago Booth School of Business 2005 — 2009
MBA, Econometrics and Statistics
University of Toledo 1989 — 1994
BBA, Finance
Flatiron Health September 2015 - Present
Flatiron Health January 2015 - September 2015
Nomi May 2014 - December 2014
Nomi September 2013 - May 2014
Group Commerce January 2013 - May 2013
Group Commerce July 2012 - January 2013
Rose-Hulman Institute of Technology August 2011 - May 2012
Quantitative Risk Management October 2005 - March 2011
Northrop Grumman August 2003 - April 2005
Expedia June 2002 - August 2002
Skills
C#, Software Development, Visual Studio, Software Engineering, ASP.NET MVC, Scrum, Agile Methodologies, SQL, Web Development, Test Driven Development, Scrum Master, Testing, killingit, Eclipse, Teaching, HTML 5, MongoDB, Amazon Web Services..., Automated Software..., Requirements Analysis, Software Project..., Python, Tornado, Redis, Travis-CI, Disaster Recovery
Education
Rose-Hulman Institute of Technology 1999 — 2003
BS, Computer Science
St Ignatius 1995 — 1999
Quantitative Risk Management April 2008 - Present
BAE Systems April 2005 - April 2008
Raytheon August 2004 - April 2005
Northrop Grumman June 2002 - August 2004
Skills
Software Engineering, Software Development, Java, Object Oriented Design, Agile Methodologies, C++, OOP, Software Design, XML, C#, Subversion, Eclipse, JavaScript, UML, HTML, C, Objective-C, Groovy, Grails
Education
The George Washington University 2004 — 2007
MS, Computer Science
Princeton University 1998 — 2002
BSE, Computer Science
Juniper Networks June 2015 - Present
Quantitative Risk Management March 2011 - September 2014
Transamerica May 2008 - March 2011
Skills
Derivatives, Fixed Income, Microsoft Excel, Portfolio Management, Economic Capital, Financial Modeling, Enterprise Risk..., Financial Risk, Finance, Investments, Market Risk, Insurance, Solvency II, Term Life Insurance, Financial Analysis, Universal Life, Fixed Annuities, Variable Universal Life, VAR, Accounting, QRM, Valuation, Actuarial Science, Risk Management, Equity Indexed..., Excel, MoSes, TAS
Education
The University of Chicago Booth School of Business 2014 — 2016
Master of Business Administration (MBA), Finance, Accounting
University of Central Florida 2004 — 2008
Bachelor of Science (BS), Actuarial Science
Adaptly February 2011 - Present
Milberg LLP September 2009 - January 2011
Soldiers' Mothers of St. Petersburg November 2008 - December 2008
Kuczmarski & Associates June 2008 - August 2008
ReadOz April 2008 - June 2008
Center for International Human Rights, Bluhm Legal Clinic at Northwestern University School of Law June 2007 - September 2007
Quantitative Risk Management June 2006 - August 2006
Skills
Excel, Word, Google Apps, Facebook API, Relativity, LexisNexis, PowerPoint, Keynote, Basecamp, Online Advertising, OmniGraffle, StumbleUpon, Tumblr, LinkedIn, Facebook, Ableton Live, Logic Studio, Writing, Customer Relations, Social Media, Problem Solving, Microsoft Word, Microsoft Excel, Microsoft Office, Salesforce.com..., Ad Exchanges, Data Analysis, Customer Service, Salesforce.com, Analytics, Social Media Marketing, Recruiting
Education
Northwestern University 2005 — 2009
Bachelor of Arts, Psychology and Political Science
New Trier Township High School 2001 — 2005
TD March 2014 - Present
TD July 2011 - March 2014
Quantitative Risk Management August 2007 - June 2011
IBM May 2007 - August 2007
IBM August 2005 - May 2007
Unum June 2004 - August 2004
Advest, Inc. June 2002 - August 2002
Skills
Risk Management, Valuation, Financial Risk, Financial Modeling, Credit Risk, ALM, Stress Testing, Financial Forecasting, Project Management, QRM, Banking, Finance, Corporate Finance, Analysis, Forecasting, Credit, Analytics
Education
Colby College 2001 — 2005
BA, Mathematics
Rye High School 1997 — 2001
Quantitative Risk Management June 2012 - Present
Freddie Mac June 2011 - June 2012
Raymond James Financial Inc. June 2010 - August 2010
Education
Carnegie Mellon University - Tepper School of Business 2007 — 2011
BS, Economics
Quantitative Risk Management 2006 - Present
Purdue University 2003 - 2006
Skills
QRM, Predictive Analytics, Report Writing, Quantitative Analytics, ALM, Market Risk, Basel II, Quantitative Finance, Liquidity Risk, SQL, VBA, Financial Risk, Economic Capital
Education
Purdue University 2003 — 2006
Master of Science, Mathematics
Saint Mary's College 1999 — 2003
Bachelor of Science, Mathematics, Computer Science, Business
Quantitative Risk Management February 2008 - Present
Heitman August 1998 - February 2008
IKON Technology Services August 1997 - August 1998
Skills
Active Directory, SQL, System Administration, Windows Server, VBScript, MCSE 2003, VMware, Powershell, Hyper-V, Windows 7, Microsoft SQL Server, SCOM, Virtualization, Disaster Recovery, Integration, IT Operations, Cloud Computing, SCCM, TCP/IP, DNS, Portfolio Management, Asset Managment
Education
University of Kansas 1990 — 1994
BA, English
Red Lobster March 2015 - Present
Discover Financial Services October 2011 - March 2015
Tribune Company September 2010 - November 2011
Quantitative Risk Management November 2007 - December 2008
Discover Financial Services January 2002 - November 2007
Skills
Windows 7, SCCM, Citrix, Disaster Recovery, Active Directory, Data Center, Windows Server, Operating Systems, Business Analysis, System Deployment, IIS, VMware, SharePoint, Virtualization, Security, Hardware, System Administration, SDLC, Servers
Education
Northeastern Illinois University 2012 — 2015
Master of Business Administration (M.B.A.), Business Administration and Management, General
Illinois State University 1998 — 2002
B.S., Telecommunications Management
Quantitative Risk Management February 2014 - Present
Quantitative Risk Management February 2012 - Present
KPMG July 2010 - February 2012
KPMG September 2008 - July 2010
KPMG June 2007 - August 2007
College Football Hall of Fame June 2006 - August 2006
Skills
Management Consulting, Auditing, Financial Reporting, Internal Controls, Financial Modeling
Education
University of Notre Dame 2004 — 2008
Bachelor of Business Arts, Accountancy
Tudor, Pickering, Holt & Co. February 2012 - Present
Quantitative Risk Management May 2008 - February 2012
Bank of America January 2007 - May 2008
Accenture August 2005 - December 2006
Education
The University of Chicago 2007 — 2009
Master of Science, Financial Mathematics
Southern Methodist University 2001 — 2005
Bachelor of Science, Mechanical Engineering & Mathematics
Quantitative Risk Management December 2009 - Present
Tympanic Theatre Company June 2007 - Present
Skills
Performing Arts, Derivatives, ALM, Marketing, Social Networking, Social Media, Event Management, Theatre, Acting, Nonprofits, Data Analysis, Marketing Strategy, Arts Administration, Marketing Communications, Social Media Marketing, Public Relations, Team Building, Improvisation, Creative Writing
Education
Florida State University 2002 — 2006
BA, Theatre
Quantitative Risk Management September 2014 - Present
Coordes Home April 2014 - September 2014
Discover Financial Services March 2011 - April 2014
Ernst & Young August 2010 - March 2011
Quantitative Risk Management June 2005 - August 2010
Skills
ALM, Market Risk, Interest Rate Risk..., Interest Rate..., Fixed Income, Liquidity Risk, Presentation Development, Basel II, Funds Transfer Pricing, Options Strategies, Quantitative Finance, Financial Risk, Risk Management, Equities, Treasury
Education
The University of Chicago - Booth School of Business 2009 — 2011
Master of Business Administration (M.B.A.), Finance, Accounting, and General Management
University of Chicago 2001 — 2005
Bachelor of Arts (B.A.), Mathematics, Economics
PNC Bank January 2010 - Present
OCC June 2009 - August 2009
Quantitative Risk Management June 2005 - July 2008
QRM 2005 - July 2008
Skills
Data Analysis, Derivatives, Options, Financial Risk, Statistics, Risk Management, Financial Analysis, Valuation
Education
Carnegie Mellon University - Tepper School of Business 2008 — 2009
Master's, Computational Finance
DePaul University 2001 — 2005
Bachelor of Science, Finance
Quantitative Risk Management June 2010 - Present
The PrivateBank June 2005 - June 2010
Alliant Credit Union October 2003 - June 2005
Industrial Bank of Korea February 1997 - November 2001
Skills
Risk Management, Liquidity Management, Forecasting, ALM, Accounting, Balance Sheet, Banking, Credit Risk, Market Risk, Treasury
Education
University of Illinois at Urbana-Champaign 2002 — 2003
Master of Science, Finance
Sogang University 1993 — 1997
bachelor's degree, Business Administration
Quantitative Risk Management 2007 - Present
Quantitative Risk Management 2002 - 2007
The Arbitrage Group 1998 - 2000
Strategic Media Research 1995 - 1998
Skills
Virtualization, Data Center, Active Directory, Database Administration, SQL Server, ITIL, SQL, Agile, Security, Risk Management, Cloud Computing, IT Service Management, Windows, Agile Methodologies, ASP.NET, JavaScript, SharePoint, XML, High Availability, Project Management, Visual Studio, IIS, Citrix, System Administration, Microsoft SQL Server, .NET, Integration, Hyper-V, VPN, Business Analysis, Scrum, Architecture, SCCM, Software Project..., Cluster, SCOM, Software Development, Windows Server, Cisco Technologies, UML, Database Design, Web Services
Education
DePaul University 1993 — 1997
BS, Computer Science
Colliers International August 2013 - Present
Quantitative Risk Management December 2012 - July 2013
Jimmy John's January 2011 - September 2012
Jimmy John's July 2004 - September 2012
J.Crew May 2010 - January 2011
Skills
Public Speaking, Performing Arts, Operations Management, Event Management, Project Management, Character Actor, Singing, Organization, Customer Service, Teamwork, Time Management
Education
Iowa State University 2008 — 2012
Bachelor of Music, Vocal Music Performance
Ankeny High School 2004 — 2008
High School Diploma
McKinsey & Company September 2015 - Present
McKinsey & Company July 2013 - September 2015
McKinsey & Company May 2012 - August 2012
Quantitative Risk Management September 2008 - July 2011
Education
USC Marshall School of Business 2011 — 2013
Master of Business Administration (MBA)
University of California, Santa Barbara 2007 — 2008
M.A., Physics
University of Chicago 2003 — 2007
B.A., Physics & Mathematics
EDF Trading February 2011 - Present
Jump Trading October 2007 - September 2010
Quantitative Risk Management May 2005 - September 2007
Skills
Quantitative Finance, High Frequency Trading, Trading Systems, Quantitative Analytics, Derivatives, Electronic Trading, Trading, Trading Strategies, R, Stochastic Calculus, Proprietary Trading, Hedging
Education
The University of Chicago 2007 — 2010
MS, Financial Mathematics
Purdue University 2003 — 2005
MS, Computer Science
Quantitative Risk Management September 2006 - Present
Life Expectancy Project June 2006 - Present
Society of Actuaries 1993 - Present
Hinsdale Central Foundation 1999 - May 2013
Hinsdale District 86 May 2007 - May 2011
Allstate Life Insurance Company March 1999 - May 2006
District 181 Foundation 1999 - 2005
Ernst & Young July 1998 - February 1999
Principal Financial Group September 1991 - July 1998
Drake University 1989 - 1993
Skills
Financial Modeling, Insurance, Credit Risk, Forecasting, Structured Settlements, Enterprise Risk..., Economic Capital, Risk Management, ALM, Actuarial, Financial Analysis
Education
Drake University 1989 — 1993
BSBA, Actuarial Science
Hinsdale Central
Quantitative Risk Management October 2012 - Present
Quantitative Risk Management April 2011 - October 2012
Thornton Tomasetti January 2006 - May 2011
The Art Institute of Chicago January 2006 - May 2010
Leif Hansen Rådgivende Ingeniører June 2008 - December 2008
Terracon June 2001 - September 2001
Skills
Structural Engineering, Enterprise Risk..., Asset Liability..., Risk Management, Project Management, Research, Analysis, Microsoft Office, Matlab, SQL, Microsoft Excel, MDX, Management
Education
University of Illinois at Urbana-Champaign 2004 — 2005
MS, Civil Engineering
Northwestern University 2000 — 2004
BS cum laude, Civil Engineering, Psychology
Quantitative Risk Management April 2003 - Present
Per-Se August 1996 - April 2003
Per-Se Technologies 1996 - 2002
Institute of the Erths's Crust January 1983 - January 1993
Education
Irkutsk State University 1976 — 1981
PhD, Geology
Betterment October 2014 - Present
Betterment June 2013 - October 2014
Group Commerce August 2012 - May 2013
Group Commerce September 2011 - August 2012
Group Commerce December 2010 - September 2011
ZocDoc August 2010 - November 2010
Quantitative Risk Management July 2008 - August 2010
Homework Hotline September 2004 - May 2008
GE Infrastructure June 2007 - August 2007
eTapestry May 2006 - December 2006
Skills
REST, C#, ASP.NET MVC, JavaScript, jQuery, Agile Methodologies, .NET, MySQL, Git, SQL, Scrum, Test Driven Development, Web Applications, LINQ, OOP, CSS, Visual Studio, Amazon Web Services..., Database Design, RDS, RabbitMQ, Memcached, Performance Tuning, Unit Testing, Software Engineering, AJAX, Ruby, Ruby on Rails, Java, Linux, Management
Education
Rose-Hulman Institute of Technology 2004 — 2008
BS, Software Engineering, Economics
Ernst & Young November 2013 - Present
Quantitative Risk Management June 2011 - Present
Education
University of Chicago 2010 — 2011
Master of Science (MSc), Financial Mathematics
London School of Economics and Political Science 2006 — 2009
Bachelor of Science (BSc), Business Mathematics and Statistics
Quantitative Risk Management October 2012 - Present
Citadel Investment Group February 2010 - August 2012
Citadel Investment Group December 2007 - September 2008
LaSalle Bank (ABN AMRO) October 2005 - December 2007
Skills
Python, Matlab, VBA, Linux, SQL, C# 4.0, WPF, R, Quantitative Finance
Education
The University of Chicago 2008 — 2009
MS, Statistics
The University of Chicago 2004 — 2005
MS, FInancial Mathematics
University of Science and Technology of China 2000 — 2004
Bachelor of Science (BS), Applied Mathematics
Turner Construction Company Accounts Payable SpecialistFirst Merchants CorporationMay 2010 - November 2010
Quantitative Risk Management June 2009 - May 2010
Skills
Project Accounting, Invoicing, Job Costing, Construction Accounting
Education
Ball State University 2005 — 2009
Bachelor of Arts (B.A.), Accounting
Prospect Mortgage, LLC 2015 - Present
SchoolsFirst Federal Credit Union March 2011 - 2014
Strategic Technology Consulting 2008 - 2011
IndyMac Bank 1993 - 2008
Quantitative Risk Management 1990 - 1993
Citicorp Overseas Software Limited [COSL] 1988 - 1990
Skills
Business Process..., Business Process..., Business Analysis, Enterprise Architecture, Business Intelligence, Competitive Analysis, SOA, Business Performance..., Vendor Management
Education
Indian Institute of Management, Bangalore 1986 — 1988
MBA, Finance and Systems
Thapar Institute of Engineering and Technology 1981 — 1985
BTech, Electronics Engineering
Quantitative Risk Management January 2012 - Present
Education
The University of Chicago Booth School of Business 2015 — 2017
University of Chicago 2008 — 2012
Economics
Quantitative Risk Management September 2012 - Present
Blaige & Company June 2012 - August 2012
China Galaxy Financial Holdings Limited Company July 2011 - September 2011
University of Illinois at Urbana-Champaign January 2010 - July 2010
Skills
Python, SQL, Matlab, Mathematical Modeling, Stata, Econometrics, Forecasting, Microsoft Excel, Portfolio Optimization, Financial Statement..., Problem Solving, QRM, Excel, Highly Analytical, LaTeX, Organizational..., Mandarin, German, Mathematical Analysis, Economic Modeling
Education
University of Chicago 2010 — 2012
Bachelor of Science (B.S.), Mathematics with specialization in economics, with general honors
University of Illinois at Urbana-Champaign 2008 — 2010
Bachelor of Engineering (B.Eng.), Civil Engineering
The Middle School Affiliated with Yunnan Normal University
Microsoft Treasury February 2012 - Present
Microsoft Treasury September 2008 - February 2012
Quantitative Risk Management May 2006 - August 2008
General Electric November 2002 - May 2006
SEEC (Asera) June 2000 - November 2002
Informative LLC 1999 - 2000
Skills
Risk Management, Portfolio Management, Derivatives, Fixed Income, Valuation, Strategy, Project Management, Product Management, Financial Risk, Capital Markets, Software Implementation, Financial Systems
Education
The University of Chicago - Booth School of Business 2003 — 2006
MBA, Finance, Accounting, Entrepreneurship
University of California, Berkeley 2001 — 2001
Certificate, Advanced Management Program
University of Houston 1998 — 1999
M.S., Computer Science
University of Missouri-Columbia 1995 — 1997
M.S., Meteorology
Yunnan University 1987 — 1991
Bachelor's Degree, Meteorology
Quantitative Risk Management June 2013 - Present
Quantitative Risk Management February 2011 - June 2013
Accenture September 2008 - February 2011
Skills
Level III CFA Candidate
Education
University of Notre Dame - Mendoza College of Business 2004 — 2008
Finance
QRM November 2013 - Present
Kellstadt Graduate School of Business, DePaul University August 2010 - Present
BMO Financial Group September 2013 - November 2013
Quantitative Risk Management February 2011 - August 2013
Quantitative Risk Management February 2011 - August 2013
Quantitative Risk Management February 2009 - February 2011
Quantitative Risk Management June 2007 - February 2009
Skills
Market Risk, Fixed Income, Derivatives, Risk Management, Financial Risk, Quantitative Finance, Credit Derivatives, Financial Modeling, Valuation, Financial Markets, Monte Carlo Simulation, Options, Capital Markets, Financial Engineering, Portfolio Management, Hedging, Credit Risk, Stress Testing, Finance, Economics, Quantitative Analytics
Education
Chicago-Kent College of Law, Illinois Institute of Technology 2012 — 2015
JD, Business Certificate Program
The University of Chicago 2006 — 2007
MS, Financial Mathematics
Santa Clara University 2001 — 2005
BS, Physics and Mathematics
DeSmet Jesuit High School 1997 — 2001
PawnGuru.com March 2014 - March 2015
Incisent Labs January 2013 - March 2014
Quantitative Risk Management June 2011 - December 2012
PayPrior.com December 2011 - June 2012
Rose-Hulman Institute of Technology September 2007 - May 2011
Lexmark September 2010 - April 2011
Rose-Hulman Institute of Technology September 2010 - April 2011
Garmin International June 2010 - August 2010
Rose-Hulman Ventures June 2009 - August 2009
World Wrestling Entertainment June 2008 - August 2008
Skills
C#, Software Engineering, Java, SQL, Test Driven Development, Web Development, Python, Programming, Software Development, ASP.NET, C, Eclipse, Subversion, Visual Basic, jQuery, Django, Visual Studio, Scheme, CSS3, TDD, Photoshop, Dreamweaver, PyCharm, Trac, Solr, Chef, Vagrant, Linux, Agile Methodologies
Education
Rose-Hulman Institute of Technology 2007 — 2011
Bachelor of Science, Software Engineering, 3.61
Columbia University in the City of New York
BebopBee, Inc. March 2014 - Present
TinyCo March 2011 - March 2014
Digital Chocolate October 2010 - March 2011
Zynga January 2010 - September 2010
Quantitative Risk Management 2007 - 2009
JP Morgan Chase 2006 - 2007
Allstate Insurance Co. 2004 - 2006
Skills
Product Management, Positioning, Mobile Devices, Analytics, Viral Marketing, Mobile Applications, Social Networking, Facebook, Online Gaming, Social Media, Video Games, Digital Marketing, Agile Methodologies, Strategy, Digital Media, Mobile Marketing, E-commerce, Social Games, Entrepreneurship, Go-to-market Strategy, Product Marketing, User Interface Design, Leadership, 3D, Mobile Games
Education
The University of Chicago - Booth School of Business
MBA, Analytical Management, Strategy and Finance
Arizona State University
Masters, Computer Science
National Institute of Technology Tiruchirappalli
B Tech, Chemical Engineering
Quantitative Risk Management May 2008 - Present
ABN AMRO June 2000 - April 2008
LaSalle Bank 2000 - 2007
Skills
Banking, Credit Risk, Financial Risk, Risk Management, Financial Analysis, Credit, Derivatives, Portfolio Management, Finance, Program Management, Project Management, Credit Analysis, Basel II, Process Improvement, Management Consulting, Accounting, Business Analysis, Consulting, Commercial Banking, Economic Capital
Education
Michigan State University 1998 — 2000
MBA, Finance and MIS
Michigan State University - The Eli Broad Graduate School of Management 1998 — 2000
Master of Business Administration (MBA), Finance and MIS
The Howard School December 2014 - Present
Marist School February 2012 - Present
Spivey Hall October 2012 - November 2014
LivingSocial May 2012 - July 2013
J.Crew March 2012 - September 2012
Quantitative Risk Management December 2010 - February 2012
Namaste Charter School July 2011 - October 2011
Right To Play USA June 2010 - September 2010
Skills
Fundraising, Event Planning, Nonprofits, Community Outreach, Research, Training, Customer Service, Sales, Higher Education, Contract Negotiation, Direct Mail Marketing, Donor Research, Donor Relations, Stewardship, Contract Management, Direct Mail Campaigns, Microsoft Word, Individual & Major Gift..., Alumni Relations, Website Administration
Education
Mount Holyoke College 2006 — 2010
BA, Politics, History
Starcom MediaVest Group April 2013 - Present
The Walt Disney Company March 2011 - April 2013
The Walt Disney Company February 2009 - March 2011
Los Angeles Kings July 2008 - February 2009
Goose Island Beer Company June 2007 - September 2007
QRM October 2003 - June 2006
Quantitative Risk Management 2003 - 2006
Bear Stearns July 1998 - September 2003
Chicago Academy for the Arts 1997 - 1998
Punahou School 1996 - 1997
Skills
Sports Marketing, Entertainment Industry, Marketing Strategy, Brand Development, Brand Communication, Marketing Communications, Consumer Insights, Segmentation, Direct Marketing, Marketing Research, Market Research, Product Management, Product Life Cycle..., Promotions, Special Events, Digital Marketing, Online Marketing, Integrated Marketing, Social Media Marketing, Analytics, Analysis, Event Management, Online Advertising, Marketing, Creative Direction, Customer Insight
Education
University of California, Irvine - The Paul Merage School of Business 2006 — 2008
MBA, Marketing
ESSEC Business School 2007 — 2007
Marketing
Massachusetts Institute of Technology 1992 — 1996
Bachelor of Science, Mathematics
McGraw Hill Financial February 2010 - Present
CME Group June 2012 - December 2012
CME Group March 2007 - February 2010
Quantitative Risk Management June 2005 - March 2007
Oracle (Siebel Systems) 2004 - 2005
Quaero 2002 - 2004
Informatica 2001 - 2002
Skills
Capital Markets, Fixed Income Research, Clearing, Interest Rate..., Credit Derivatives, Futures, Options Pricing, Market Structure, C++, R, F#, Matlab, GPGPU, MPI, OpenMP, LINQ, Real Time, Multithreading, Parallel Computing, Distributed Systems, Event Driven Programming, Financial Modeling, Options, Fixed Income, Derivatives, Investments, Quantitative Finance, Valuation, CDS, Portfolio Management, Market Risk, Financial Markets, Risk Management, Equity Derivatives, Market Data, Commodity, Financial Services, Fixed Income Analysis, Hedge Funds
Education
The University of Chicago Booth School of Business 2006 — 2008
MBA, Finance, Economics and Econometrics
Columbia University in the City of New York 2004 — 2005
MS, Operations Research
Georgia Institute of Technology 1998 — 2000
BS, Computer Science
Quantitative Risk Management April 2003 - Present
Skills
Fixed Income, Capital Markets, Financial Modeling, Risk Management, Mortgage Banking, Valuation, Derivatives, Credit Risk, Financial Risk
Education
The University of Chicago Booth School of Business 2007 — 2009
MBA with Honors
Northwestern University 1999 — 2003
BA
Quantitative Risk Management June 2006 - Present
Skills
QRM Mortgage Banking..., Microsoft PowerPoint, MS Word, SQL, Quickbooks, Excel, QuickBooks, Microsoft Excel, Financial Risk, Financial Modeling, Data Analysis, Mortgage Lending, Business Development, Financial Services, PowerPoint, Management, Economics, Derivatives
Education
DePaul University - Charles H. Kellstadt Graduate School of Business 2002 — 2005
MBA
DePaul University 1992 — 1996
B.S.
Bluenose Analytics April 2014 - Present
Facebook January 2011 - March 2014
iSyndica May 2009 - June 2010
Arrowstream 2006 - 2008
Quantitative Risk Management June 2005 - August 2005
StratX 2003 - 2004
Skills
Product Management, Online Advertising, Product Marketing, SaaS, Online Marketing, Facebook, Direct Mail, SQL, Hadoop, Digital Marketing, Modeling, Email Marketing, SEM, Tableau, Co-marketing, Marketing, Business Development, Mobile Marketing, Leadership, Web Analytics, E-commerce, Strategic Partnerships, Multi-channel Marketing, Mobile Applications, Strategy, Analytics, Competitive Analysis, Start-ups
Education
INSEAD
MBA
Northwestern University
MS
Northwestern University
BS
Citigroup April 2010 - Present
Baladi Consulting July 2009 - March 2010
Quantitative Risk Management October 2007 - June 2009
PepsiCo August 2004 - October 2007
Christensen & Associates May 1988 - July 2004
University of Wisconsin-Madison 1988 - 2004
Skills
Statistical Modeling, Statistics, Time Series Analysis, Forecasting, Segmentation, Econometrics, SAS, Analysis, R, Quantitative Analytics, Economics, Predictive Modeling, Data Analysis, Predictive Analytics, Analytics, Financial Modeling, Data Mining, Finance, Risk Management, Portfolio Management, Quantitative Finance, Credit Risk, Financial Risk, Market Risk, SAS programming
Education
London School of Economics and Political Science
Master of Science (M.S.), Economics/Economterics
London School of Economics and Political Science
Bachelor of Science (B.S.), Economics
University of Wisconsin-Madison
Doctor of Philosophy (Ph.D.), Economics/Major Economterics
Quantitative Risk Management March 2007 - Present
Allstate 2005 - 2007
Allstate November 1999 - April 2005
Price Waterhouse 1985 - 1989
Education
The University of Chicago - Booth School of Business 1982 — 1985
MBA, Finance and Accounting
University of Chicago 1977 — 1982
AB, Physics and Mathematics
Apervita, Inc. April 2013 - Present
DRW Trading Group January 2008 - March 2013
DRW Holdings 2008 - March 2011
QRM June 2006 - January 2008
Quantitative Risk Management 2006 - 2008
Bank of America 2002 - 2006
Cysive 1990 - 2000
Education
Northwestern University
General Motors April 2014 - Present
General Motors April 2013 - April 2014
Quantitative Risk Management May 2008 - April 2013
Citrix Systems, Inc July 2005 - May 2008
Skills
Windows, SQL Server, Active Directory, Integration, Windows Server, VMware, Hyper-V, Powershell, Citrix, System Administration, Microsoft Technologies, Microsoft SQL Server, Data Center, Disaster Recovery, System Deployment, Virtualization, Citrix Metaframe
Education
University of Michigan 2001 — 2005
BSE, Electrical Engineering
Rocketmiles August 2015 - Present
Civis Analytics December 2014 - August 2015
Peak6/OptionsHouse May 2013 - December 2014
Rotella Capital Management August 2009 - May 2013
Depaul Unversity, Real Estate Center, Institute for Housing Studies February 2009 - July 2009
Quantitative Risk Management August 2007 - January 2009
Perficient Inc. 2002 - August 2007
Excelon 1999 - 2002
Lotus/IBM 1996 - 1999
Skills
C#, JavaScript, Java, HTML, SQL, Software Development, Web Services, XAML, WPF Development, Trading Systems, Java Enterprise Edition, NoSQL, RabbitMQ, Bloomberg API, Websockets, MongoDB, Vertx.io, Real-Time Web..., Backbone.js, WCF, Web Applications, Agile Methodologies
Education
DePaul University - Charles H. Kellstadt Graduate School of Business 2007 — 2013
Masters, Computational Finance
Boston University - College of Engineering 1991 — 1996
Bachelors, Computer Engineering
Google July 2014 - Present
Third Stone Partners May 2014 - May 2014
Chicago Trading Company May 2006 - April 2014
Quantitative Risk Management November 2004 - May 2006
DRW Trading September 2002 - October 2004
CSS April 2000 - August 2002
Sourcelight Technologies (formerly Entertainment Decisions) September 1999 - December 1999
University of Munich, Department of Economics January 1998 - June 1998
Max Planck Institute for Psychological Research September 1995 - August 1997
Max Planck Institute for Biophysical Chemistry June 1994 - August 1994
Skills
Java, python, SQL, JavaScript
Education
University of Chicago 1994 — 1998
MA
New College of Florida 1991 — 1994
BA
Rice University 1990 — 1991
Loyalty Lab June 2010 - Present
Red Ivy November 2005 - Present
Avanade 2012 - 2013
Echo Global Logistics October 2009 - May 2010
PensonGHCO October 2006 - 2009
Goldenberg, Hehmeyer & Co 2006 - 2009
Quantitative Risk Management 2001 - 2006
Bond Technologies 1998 - 2001
Skills
Application Architecture, SaaS, Objective-C
Education
Eastern Illinois University 1993 — 1997
Quantitative Risk Management June 2006 - Present
Skills
Fixed Income, Market Risk, Derivatives, ALM, Quantitative Finance, Options
Education
The University of Chicago Booth School of Business 2003 — 2006
MBA
Purdue University 1994 — 1996
MSEE
Wabash College 1990 — 1994
BA
Nuveen Investments April 2011 - Present
Invesco 2013 - 2014
Quantitative Risk Management 2006 - March 2010
Georgia Central Credit Union 2002 - 2006
Skills
Market Risk, Risk Management, Fixed Income, Financial Modeling, Derivatives, Capital Markets, Finance, Equities, Bloomberg, Investments, Valuation
Education
The University of Georgia 1997 — 2001
Finance, Finance
University of Georgia - Terry College of Business 1997 — 2001
KCG Holdings, Inc. December 2014 - Present
Jump Trading, LLC June 2014 - November 2014
Jump Trading, LLC August 2012 - May 2014
Getco LLC January 2010 - June 2012
Getco LLC February 2008 - January 2010
Quantitative Risk Management December 2005 - February 2008
Chartwell Integrated Technologies August 2001 - December 2005
Wolverine Trading, LLC January 2001 - August 2001
Packard Bioscience October 1992 - January 2001
ABB Impell February 1990 - October 1992
Skills
OOP, Electronic Trading, High Frequency Trading, Trading Systems, Python, Market Data, Java, C++, SQL, Market Making, Software Development, Trading, XML, Distributed Systems, Corporate Actions, Series 7, Series 55, MongoDB, Reference Data, Equities, Object Oriented Design, Equity Trading, Pandas
Education
DePaul University 1994 — 1996
Master's Degree, Computer Science
Purdue University 1985 — 1989
Bachelor's Degree, Computer Science
Quantitative Risk Management August 1999 - Present
Universal American Mortgage Company November 1996 - July 1999
Standard Federal Bank InterFirst Division August 1995 - November 1996
Old Kent Mortgage Company October 1991 - November 1996
Skills
Risk Management, Contract Negotiations, Risk, Interest Rate Risk..., Financial Analysis, Capital Markets, Financial Risk, Portfolio Management, Contract Negotiation, Fixed Income, Loans, Finance, Analysis, Investments, Mortgage Lending, Hedging, Due Diligence, Financial Modeling, Market Risk, Credit Risk, Valuation, Enterprise Risk..., Derivatives, Banking, ALM, Trading, Credit, Bloomberg, Basel II, Options, Asset Management, Financial Markets, Loan Origination, Corporate Finance, Quantitative Analytics, Equities, Quantitative Finance, Interest Rate..., Treasury, Stress Testing, Investor Relations, MBS, Risk Analysis, Mortgage Banking, Structured Finance, VBA
Education
North Central College 1985 — 1989
BA, Accounting
Quantitative Risk Management November 2008 - Present
Washington Mutual Bank June 1995 - October 2008
Skills
Fixed Income, Capital Markets, Financial Risk, Hedging, Risk Management, Interest Rate Risk..., Portfolio Management, Derivatives, Credit Risk, Financial Modeling, Mortgage Lending, Valuation, Banking, Market Risk, Mortgage Banking
Education
Global Association of Risk Professionals (GARP)
FRM
Central Washington University
BS, Business Administration - Finance
Quantitative Risk Management December 2002 - Present
Focal Communications 1999 - 2002
Chicago Board of Trade Bond Futures and Options May 1997 - June 1999
Richard Connor Riley and Associates June 1996 - May 1997
Education
DePaul University - Charles H. Kellstadt Graduate School of Business 2000 — 2003
MBA, Finance
University of Wyoming 1993 — 1996
BS, Business Administration
Quantitative Risk Management January 2015 - Present
Aon Hewitt September 2012 - December 2014
Hewitt Associates October 2008 - October 2012
Hewitt Associates 2006 - 2007
Skills
SDLC, Requirements Analysis, Requirements Gathering, Vendor Management, Business Analysis, Service Delivery, BPO, Process Improvement, SQL, User Acceptance Testing, Software Documentation, Lotus Notes, Outsourcing, PeopleSoft, Benefits Administration, Change Management, Testing, Quality Assurance, Systems Analysis, Microsoft SQL Server, Business Process, Software Project...
Education
Milwaukee School of Engineering 1999 — 2004
Bachelor of Science (BS), Business and Computer Systems
Milwaukee School of Engineering 1999 — 2004
Bachelor of Science (BS), Business and Computer Systems
KCG Holdings, Inc. May 2014 - Present
Novus Partners, Inc. August 2013 - May 2014
Credit Suisse April 2012 - April 2013
Rotella Capital Management April 2011 - April 2012
Quantitative Risk Management February 2008 - April 2011
Acquity Group June 2006 - February 2008
Skills
C++11, Scala, Java, C#, Concurrent Programming, High Performance..., Multithreaded..., Shared Memory, ZeroMQ, LMAX Disruptor, SQL Server 2000-2008, SQL Tuning, Performance Tuning, Linux
Education
University of Chicago 2009 — 2010
MS, Financial Mathematics
University of Illinois at Urbana-Champaign 2000 — 2005
BS, Mathematics
Quantitative Risk Management June 2008 - Present
Hewitt Associates 2005 - 2006
Pre-Emptive Systems February 2003 - October 2004
Acuity Infotech February 2001 - January 2003
Skills
Agile Methodologies, Java, JavaScript, Eclipse, XML, Design Patterns, Web Services, C#, Subversion, TDD, XSLT, AJAX, Spring, Microsoft SQL Server, OOAD, .NET, Refactoring, Scala, Play Framework, Web Applications, Test Driven Development, SQL, Web Development, MySQL, Distributed Systems, ASP.NET, Spring Framework
Education
Carnegie Mellon University 2006 — 2008
MS, Software Engineering
Delhi University 1999 — 2003
BIT, Computer Science
PwC July 2014 - Present
Stroz Friedberg, LLC September 2013 - July 2014
Ernst & Young April 2010 - September 2013
Beacon Trust Company (formerly Clear Asset Management) September 2008 - June 2009
Quantitative Risk Management June 2007 - August 2008
Hyatt June 2006 - September 2006
University of Chicago Graduate School of Business June 2005 - August 2005
Skills
Fraud, Enterprise Risk..., Risk Management, Financial Risk, Analysis, Due Diligence, Data Analysis, Finance, FCPA, Forensic Analysis, Auditing, Risk Assessment, Quantitative Analytics, Analytics, Internal Controls, Internal Audit, Valuation, Investments, Economics, Financial Services, Litigation Support, Data Analytics, Computer Forensics, Corporate Finance, Sarbanes-Oxley Act, Credit Risk, Portfolio Management, Data Mining, Business Valuation, Fraud Investigations, E-Discovery, Crisis Management, Forensic Accounting, Certified Fraud Examiner, Text Analytics, Hedge Funds, Equities, Bloomberg, Tableau, SQL Server Management..., Oracle SQL Developer, Dodd-Frank, Volcker Rule, Credit Bureau Reporting
Education
New York University 2008 — 2010
MS, Management and Systems with Concentration in Enterprise Risk Management
University of Chicago 2003 — 2007
BA, Economics
American Robert College of Istanbul 1996 — 2003
High School Degree, Hard Sciences
Bank of America May 2014 - Present
Citi July 2012 - April 2014
Imagine Software April 2011 - July 2012
Komico LLC March 2010 - April 2011
Quantitative Risk Management June 2007 - March 2010
Skills
C++, C#, Python, SQL, Linux, Algorithms, Commodity, Derivatives, Distributed Systems, Equities, High Frequency Trading, Market Data, Multithreading, Options, Options Strategies, Matlab, Trading
Education
The University of Chicago 2008 — 2011
MS, Financial Mathematics
University of Illinois at Urbana-Champaign 2001 — 2007
PhD, Mechanical Engineering
University of Illinois at Urbana-Champaign 2005 — 2006
MS, Applied Mathematics
Tsinghua University 1993 — 2001
MS+BS, thermal engineering
Tsinghua Middle school 1990 — 1993
Quantitative Risk Management April 2011 - Present
BNY Mellon March 2010 - April 2011
BNY Mellon June 2008 - March 2010
Tata Consultancy Services 2005 - 2006
Education
Carnegie Mellon University 2006 — 2008
Masters in IT, Software Engineering
Anna University 2002 — 2005
MCA
Mumbai University 1999 — 2002
BS, Computer Science
PNC February 2015 - Present
Aon September 2011 - January 2015
Quantitative Risk Management February 2008 - September 2011
Institutional Derivatives Consultants May 2007 - January 2008
The Northern Trust Corporation 2006 - 2007
Citadel Investment Group March 2006 - April 2006
Lerner Trading Group May 2005 - October 2005
Governemnt Engineering College August 2000 - May 2002
Skills
Market Risk, Derivatives, Fixed Income, Risk, Liquidity Risk, Portfolio Optimization, Counterparty Risk, Trading, Hedging, Matlab, VBA, Credit Risk, Operational Risk..., Mathematical Modeling, Financial Risk, Valuation, Equities
Education
Illinois Institute of Technology 2004 — 2007
M.S, Financial Markets and Risk Management
Shivaji University 2002 — 2004
MBA, Finance
University of Pune 1996 — 2000
B.E, Mechanical
Quantitative Risk Management July 2004 - July 2009
Accenture February 2001 - June 2004
Education
The University of Chicago 2003 — 2004
Master of Science, Financial Mathematics
Purdue University 1996 — 2000
Bachelor of Science, Electrical Engineering
Quantitative Risk Management January 2007 - Present
Skills
Interest Rate Risk..., Market Risk, Derivatives, Fixed Income, Capital Markets, Portfolio Optimization, SQL
Education
Lake Forest College 1999 — 2004
BA, Physics, Philosophy
RBC Royal Bank November 2008 - Present
Quantitative Risk Management January 2005 - October 2008
RBC Royal Bank September 2001 - December 2005
Citibank 1999 - 2001
Skills
ALM, Funds Transfer Pricing, QRM, Interest Rate Risk..., Liquidity Risk, Balance Sheet Management, Financial Forecasting, Basel II, Market Risk, Treasury Management, Liquidity Management, Interest Rate..., Stress Testing, Balance Sheet, Basel III, Derivatives, Capital Markets, Financial Analysis, Banking, Analysis, Portfolio Management, Financial Modeling, Risk Management, Fixed Income, Financial Risk, Finance, Credit Risk, Management, Corporate Finance
Education
McGill University 1995 — 1997
MBA, Finance, International Business
University of the Punjab, Lahore
Bachelor Science (Engg), Metallurgy and Materials Sciences
Quantitative Risk Management October 2005 - Present
Ritchie Capital Management June 2002 - September 2005
Bank of America November 1992 - June 2002
Siemens Healthcare June 1987 - November 1992
MCC Powers July 1982 - June 1987
Skills
Software Development, C, OOP, C#, .NET, WinForms, WCF, Web Services, SQL, Java, Trading Systems, Java Enterprise Edition, Architecture, Architectures, Agile Methodologies, Test Driven Development
Education
University of Illinois at Chicago 1978 — 1982
BS, Computer Engineering
QRM June 2009 - Present
Quantitative Risk Management 2008 - Present
FSU August 2004 - May 2009
University of Michigan August 2003 - July 2004
Skills
Quantitative Finance, Quantitative Analytics, Derivatives, Financial Modeling, Fixed Income, Statistics, Market Risk, Statistical Modeling, Monte Carlo Simulation, Valuation, Mathematical Modeling, Matlab, Data Analysis, Portfolio Management, Risk Management, Time Series Analysis
Education
University of Illinois at Chicago 1998 — 2003
Ph.D., Mathematics
Efficient Market, LLC June 2013 - Present
JPMorgan Chase April 2009 - June 2013
Lehman Brothers 2007 - 2009
Quantitative Risk Management 2001 - 2007
Skills
Capital Markets, Risk Management, Banking, Investment Banking, Treasury, Financial Markets, Strategy, Interest Rate Risk..., Financial Institutions, Commercial Banking, Analytics, Liquidity Risk, Insurance, Financial Advisory, Liquidity, Financial Modeling, Fixed Income, Derivatives, Valuation, Financial Risk, Market Risk
Education
The University of Chicago - Booth School of Business
MBA, Finance, Accounting
Northwestern University 1997 — 2001
BS, Industrial Engineering
UBS Global Asset Management January 2011 - Present
Quantitative Risk Management September 2003 - January 2011
Fauske & Associates, LLC September 1991 - September 2003
Fauske & Associates, LLC September 1987 - September 1991
Skills
Derivatives, ALM, Risk Management, Fixed Income, Market Risk, Quantitative Finance, Financial Modeling, Financial Risk, Valuation
Education
Massachusetts Institute of Technology
Master of Science, Nuclear Engineering
University of Chicago
Master of Science, Financial Mathematics
University of Wisconsin-Madison
Bachelor of Science, Mechanical Engineering
Quantitative Risk Management February 2012 - Present
Jackson National Asset Management, LLC June 2009 - February 2012
Jackson Fund Services January 2006 - June 2009
Skills
C#, VBA, Test Driven Development, Agile Application...
Education
Northwestern University 2006 — 2009
Azusa Pacific University 2002 — 2005
BS, Finance
Wolverine Trading July 2015 - Present
Quantitative Risk Management July 2011 - June 2015
Wells Fargo August 2009 - June 2011
Skills
Valuation, Derivatives, Financial Modeling, Bloomberg, Equities, Capital Markets, Fixed Income, Investments, Data Analysis, Financial Risk, VBA
Education
The University of Chicago - Booth School of Business 2013 — 2016
Master of Business Administration (MBA)
Northwestern University 2005 — 2009
B.S., Engineering Sciences and Applied Mathematics, MMSS, Kellogg Certificate in Financial Economics
Quantitative Risk Management August 2006 - Present
Allstate Financial August 2004 - July 2006
Quantitative Risk Management July 1999 - July 2004
Allstate Insurance June 1997 - June 1999
Education
The University of Chicago 2003 — 2006
Master's, Financial Mathematics
Augustana College 1993 — 1997
BA, Math, Econ, Finance
Quantitative Risk Management August 2015 - Present
IntercontinentalExchange, Inc. February 2014 - July 2015
Quantitative Risk Management June 2012 - February 2014
Geneva Trading February 2012 - June 2012
IRON Financial June 2011 - December 2011
Skills
Quantitative Finance, Bloomberg, Derivatives, Trading, Financial Modeling, R, Python, VBA
Education
Illinois Institute of Technology
MS, Mathematical Finance
Claremont McKenna College
BA, Economics
Factset Research Systems July 2013 - Present
The Gelber Group May 2011 - June 2013
Ernst & Young LLC July 2010 - April 2011
Quantitative Risk Management February 2003 - November 2009
Towers Perrin 1995 - 2000
Mercer 1992 - 1995
Education
Booth School of Business, University of Chicago 2000 — 2002
MBA
Fordham University 1990 — 1992
MS
Quantitative Risk Management October 2011 - Present
Quantitative Risk Management 2011 - 2013
Allstate Financial October 2010 - July 2011
McDonald's Corporation December 2007 - May 2008
Skills
Risk Management, SQL, Portfolio Management, Fixed Income, Derivatives
Education
Illinois Institute of Technology 2008 — 2010
Masters, Finance, Financial Engineering, Investment Management
Shanghai University of International Business and Economics 2004 — 2008
Bachelors, Asset Appraisal
Quantitative Risk Management January 2012 - Present
Morgan Stanley November 2005 - January 2012
Nomura International September 1997 - May 2005
Skills
Quantitative Finance, Fixed Income, Derivatives, Interest Rate..., Credit Derivatives, Software Engineering, C#, C++, Market Risk, Options, CDS, Financial Engineering
Education
University of Cambridge 1993 — 1996
BA (Hons), Mathematics
Lancaster University 1996 — 1997
Masters, Finance
Quantitative Risk Management May 2012 - Present
Chicago Mercantile Exchange March 2008 - May 2012
TransUnion August 2005 - March 2008
IBM Global Business Services October 1999 - August 2005
Skills
Risk Management, Liquidity Risk, Stress Testing, Basel III, LCR, QRM, ALM, Financial Modeling, Valuation, Cash Flow Validation, Financial Analysis, Fixed Income, SQL, Python, Time Series Analysis, Java, R, Matlab, Enterprise Risk..., Derivatives, Banking
Education
The University of Chicago - Booth School of Business 2009 — 2012
Master of Business Administration (MBA), Analytic Finance, Econometrics and Statistics, and Accounting
DePaul University 2000 — 2002
MS, Computer Science
Northern Illinois University 1995 — 1998
BS, Computer Science
NAO Giftware, LLC OperationsMalia DesignsFebruary 2009 - Present
Gap Inc. Direct November 2006 - Present
Quantitative Risk Management December 2007 - August 2008
Education
University of Arizona 2001 — 2005
BA, Communication, Journalism
Splunk March 2011 - Present
Y Media Labs June 2009 - March 2011
Quantitative Risk Management June 2005 - July 2008
Skills
Product Management, Product Marketing, Product Development, Product Design, Product Requirements, Mobile Applications, Big Data, Agile Methodologies, Enterprise Software, Mobile Devices, C++, Analytics, Java, User Experience, Start-ups, Scalability, Partner Management, Go-to-market Strategy, Strategy, PaaS, Software Development, Software Project..., Usability Testing, Business Alliances, Web Applications
Education
Stanford University 2008 — 2010
MS, Management Science and Engineering
Purdue University 2001 — 2005
BS Bachelor of Science, Computer Science Honors
Google August 2014 - Present
Bosch May 2013 - August 2013
Quantitative Risk Management September 2010 - August 2012
Cardiomedix INC. June 2010 - August 2010
Curtin University Sustainability Policy Institute November 2009 - December 2009
The Jonquil Hotel September 2007 - June 2009
Ocean Road Advisors Inc June 2008 - August 2008
Skills
MySQL, VBA, Python, Java, SharePoint, Financial Analysis, Financial Modeling, Risk Management, Microsoft Excel, Numerical Analysis, Big Data, Numerical Simulation, Natural Language..., Natural Language..., Algorithms, Computational..., Computational..., Machine Learning, Unsupervised Learning, Cluster Analysis, Scala, Matlab, Statistical Modeling, Data Modeling, Pivot Tables, Word, Excel, Statistics, PowerPoint, Financial Management, Partial Differential..., Differential Equations, Applied Mathematics, Mathematical Analysis, NumPy, Crystal Reports, Cryptography, Lotus Notes, Project Management, Programming, JavaScript, Microsoft Word
Education
New York University 2012 — 2013
Master's degree, Scientific Computing / Big Data
Northwestern University 2006 — 2010
BABS, Mathematics, Philosophy
Victoria University of Wellington 2009 — 2009
Study Abroad, Coding and Cryptography, Social Policy
Harvard University 2007 — 2007
Language Program Summer Session
Group One Trading, LP November 2012 - Present
Nico Trading November 2009 - November 2012
Quantitative Risk Management July 2008 - November 2009
Bridgewater Associates August 2007 - July 2008
Skills
Architecture, Messaging, Configuration, Build Systems, Deployment, Source Control, Continuous Integration, Windows Services, C#, .NET, MSBuild, Microsoft SQL Server, Informatica Ultra..., ZeroMQ, log4net, NHibernate, Castle Windsor, FIX, Google Protocol Buffers, WPF, WinForms, NUnit, Data Analysis, Testing, SQL, Subversion, Java, WCF, Architectures, Electronic Trading, Trading Systems, Multithreading
Education
Princeton University 2003 — 2007
AB, Physics, Computer Science
Quantitative Risk Management June 2011 - Present
Ernst & Young - Financial Services Advisory May 2010 - June 2011
Allstate Financial August 2007 - May 2010
Allstate Financial April 2005 - August 2007
Skills
Financial Modeling, Economic Capital, ALM, Valuation, Financial Analysis, Risk Management, Corporate Finance, Process Improvement, Financial Reporting, Insurance, Asset Managment, Financial Services, Derivatives, Enterprise Risk..., Big Data, Financial Risk, Asset Management, Management
Education
The University of Chicago Booth School of Business 2013 — 2015
MBA, Analytic Finance, Economics & Strategic Management
University of Illinois at Urbana-Champaign 2000 — 2004
Bachelor of Arts (B.A.) in Finance, Bachelor of Sciences (B.S.) in Mathematics
Quantitative Risk Management March 2012 - Present
Quantitative Risk Management April 2004 - March 2012
Quantitative Risk Management December 2002 - April 2004
Quantitative Risk Management June 1999 - December 2002
Education
The University of Chicago 2001 — 2004
MS, Financial Mathematics
Bilkent Üniversitesi 1996 — 1998
MBA, Finance
Bilkent Üniversitesi 1992 — 1996
BS, Industrial Engineering
Quantitative Risk Management May 2003 - Present
Ernst & Young Corporate Finance 2001 - 2003
Ernst & Young 1999 - 2001
Financial and Economics Consulting March 1997 - May 1999
Istanbul Stock Exchange May 1994 - August 1995
Skills
Secondary Mortgage..., Enterprise Risk..., Interest Rate Hedging, Risk Management, Financial Modeling, Mortgage Banking, MSR Valuation, Banking, Mortgage Lending, Corporate Finance, Turnaround Strategy, Software Consulting, Management Consulting
Education
Loyola University Chicago 1997 — 1999
MBA, Finance and Derivatives Markets
Istanbul University 1992 — 1996
BA, Business Administration
Lycee Saint Benoit 1982 — 1990
Quantitative Risk Management May 2007 - Present
Skills
Financial Modeling, Risk Management, Derivatives, Fixed Income, Financial Risk, Capital Markets, Market Risk, Quantitative Finance, Credit Risk, Options, Bloomberg, Portfolio Management, VBA, Valuation, Data Analysis, SQL, Matlab, Analytics, Statistics, Quantitative Analytics, Statistical Modeling, Management, Business Analysis
Education
Georgia Institute of Technology 2002 — 2007
PhD, Operations Research/Industrial Engineering
Indian Institute of Technology, Delhi 1998 — 2002
B.Tech, Mechanical Engineering
Quantitative Risk Management January 2008 - Present
Education
University of Illinois at Urbana-Champaign 2001 — 2007
PhD, Mechanical Engineering
University of Illinois at Urbana-Champaign 2005 — 2006
M.S., Mathematics
Tsinghua University 1998 — 2001
Master, Automotive Engineering
Quantitative Risk Management March 2014 - Present
Morningstar August 2006 - March 2014
Webscalers, LLC October 2005 - August 2006
State University of New York at Binghamton August 2000 - September 2005
Skills
C#, Java, SQL, Ext JS, Microsoft SQL Server, JavaScript, Web Development, ASP.NET, ADO.NET, ASP, Software Design Patterns, Object Oriented Design, C++, Agile Methodologies, OO Software Development, Oracle, Financial Calculations, Software Architectural..., WCF Services, RESTful WebServices, Information Retrieval, Information Extraction, Data Integration, Data Mining
Education
State University of New York at Binghamton 2000 — 2006
Doctor of Philosophy (Ph.D.), Computer Science
Jewish Child & Family Services January 2006 - Present
Jewish Child & Family Services 2006 - 2014
Quantitative Risk Management 2003 - 2005
Skills
Non-profits, Data Analysis, Data Management, Databases, Fundraising, Direct Mail Fundraising, Marketing, Donor Management, Donor Solicitation, Donor Development
Education
Jacksonville University 1997 — 2001
B.S., Psychology
Quantitative Risk Management September 2012 - Present
Mercer February 2005 - September 2012
CNA Insurance July 2003 - August 2003
CNA Insurance June 2002 - August 2002
Skills
Actuarial Science, Actuarial, Risk Management, Microsoft Office, Pensions, Retiree Medical, Project Management, ERISA, Employee Benefits, ASA, MAAA, EA, Valuation, Pension Administration
Education
University of Illinois at Urbana-Champaign 2000 — 2004
Bachelor of Science (B.S.), Actuarial Science
Universität Wien 2002 — 2003
Illinois Mathematics and Science Academy 1997 — 2000
Quantitative Risk Management July 2013 - Present
UBS Financial Services April 2012 - Present
University of Michigan Transportation Research Institute April 2011 - Present
Galley Gourmet April 2010 - Present
Nubs Nob Winter Sports School December 2011 - January 2012
University of Michigan Transportation Research Institute June 2011 - September 2011
Nubs Nob Winter Sports School December 2010 - January 2011
Galley Gourmet June 2010 - August 2010
City Park Grill June 2009 - August 2009
City Park Grill January 2007 - January 2009
Education
Northwestern University 2009 — 2013
Northwestern University
Bachelor of Arts, Economics and Statistics
Northwestern University
Bachelor of Arts, Economics and Statistics
WorldQuant LLC April 2013 - Present
Quantitative Risk Management June 2011 - April 2013
Skills
C#, C++, JavaScript, Visual Studio, Eclipse, Vi, Matlab, VBA, SQL, HTML, Java, Quantitative Finance, Computer Science, Python, Derivatives, Programming, MySQL, Monte Carlo Simulation, Options, Perl, Risk Management, Fixed Income, Trading Systems, Bloomberg, R, Statistical Modeling, Multithreading, Data Analysis
Education
University of Chicago 2010 — 2011
Master, Financial Mathematics
Peking University 2007 — 2010
Master, Computer Science
Peking University 2003 — 2007
Bachelor, Computer Science
Quantitative Risk Management September 2014 - Present
EY October 2013 - September 2014
Ernst & Young April 2012 - October 2013
Quantitative Risk Management July 2006 - March 2011
Skills
Fixed Income, Financial Modeling, Statistics, Matlab, Interest Rate Risk..., Options, Financial Risk, Derivatives, Market Risk, Analytics, Finance, Valuation, Financial Services, Quantitative Finance, Quantitative Analytics
Education
The University of Chicago - Booth School of Business 2010 — 2012
MBA with Honors, Analytic Finance and Economics
University of Michigan 2002 — 2006
B.A., Economics
EY February 2015 - Present
Quantitative Risk Management October 2012 - February 2015
University of Illinois at Urbana-Champaign March 2012 - August 2012
Illinois Business Consulting August 2011 - August 2012
Arthur J. Gallagher & Co. June 2011 - August 2011
Skills
R, VBA, Risk Assessment, Statistical Reporting, Performance Management, Reporting & Analysis, Market Research, Management Consulting, SQL, Enterprise Risk..., Data Analysis
Education
University of Illinois at Urbana-Champaign 2008 — 2012
BA, Economics, Statistics, Business
Quantitative Risk Management March 2007 - Present
Loyola University, Chicago September 2011 - Present
SFI Systems June 2006 - February 2007
General Dynamics C4 Systems June 2003 - May 2006
Skills
C#, Distributed Systems, Agile Methodologies, Object Oriented Design, REST, Spring, OOP, Test Driven Development, Java, Subversion, .NET, Eclipse, Web Services, C++, MSIL, SQL, Microsoft SQL Server, MDX, RDL, OLAP, Continuous Integration, Mercurial, TFS, TCP/IP, CUDA, ETL, SSRS, SSAS 2008, Python
Education
Loyola University Chicago 2007 — 2010
Masters, Computer Science
Purdue University 2002 — 2006
Bachelors, Computer Science
Quantitative Risk Management April 1998 - Present
Skills
Market Risk, Derivatives, Risk Management, Fixed Income, Quantitative Finance, Credit Risk, Enterprise Risk..., Risk Analysis
Education
Peking University 1989 — 1992
MS, Mechanics
Peking University 1985 — 1989
BS, Mechanics
Motorola Solutions January 2005 - Present
Quantitative Risk Management February 2002 - January 2004
Goldman Sachs April 2001 - April 2002
Computer Voice Systems, Inc September 1995 - April 2001
Skills
C#, C++, Java, Software Development, Agile Methodologies, XML, ClearCase, Perl, Unix, C, Object Oriented Design, Linux, Web Services, Software Engineering, .NET, Software Design, Visual Studio, Design Patterns
Education
University of Illinois at Urbana-Champaign 1993 — 1995
Master, Computer Science
Chinese Academy of Science 1986 — 1989
Master's degree, Computational Mathematics