Sr. Manager Resume

SUMMARY:

Accomplished professional leader with international experience in finance, energy, telecommunications and entrepreneurship.
Hands - on model risk governance, model validation and improvements of advanced financial, marketing and business models.
Led transformational effort to automate underwriting process at a merchant credit company: from data aggregation, data mining, credit scoring model design, risk prediction, pricing and term offers to portfolio optimization.
Vast modeling, testing, validation experience with trading strategies on different instruments and trading horizons for hedge funds, CTA’s and wealthy individuals.
Led data decision and interpretation projects in conceptualizing models & delivering software for oilfield and financial services. US and international patents.
Led team of modelers and traders in running $150M quantitative equity strategy in US and Europe.
Experience with Enterprise Risk Management and design of in house analytics for a complex derivatives portfolio for a large hedge fund.
Knowledge of financial instruments and products, FRM designation.
Persuasive, enjoys educating and listening, superb negotiation, people & soft skills.

TECHNICAL SKILLS:

PROFESSIONAL EXPERIENCE:

Confidential

Sr. Manager

Responsibilities:

Responsible for validation of financial, business and marketing models in Schwab. Initiated automation via machine learning, Software used: SAS Enterprise Miner, R.
Responsible for major market trading strategy models, Matlab & R used. Improvements of models through simplification.
Gap analysis, Model Risk Governance, SR11-7.
Initiated automation in stress testing.

Confidential

Consultant/Financial Risk & Business Analytics

Responsibilities:

On consult as a Lead Decision Scientist in delivering credit scoring models, risk analysis, automation and management advisory for a Merchant Cash Advance company in Miami. SAS Enterprise Miner & R Studio with external data sources.
Responsible for developing business analytics using machine learning and R Studio for Credit Risk Prediction.
Responsible for developing quantitative methods for risk and strategy on value based equity models on S&P500 constituents under socially responsible restrictions.
Algorithmic Approach to Efficient XVA Management: Computation, Hedging, and Attribution.

Confidential

Trading Strategy/Risk Developer

Responsibilities / Deliverables:

Hands on R&D of quant trading strategies utilizing Matlab/SQL for worldwide futures and forex markets for a $1B CTA. Machine Learning & Pattern Recognition techniques.
Developed long term computerized trend following strategy on 52 futures markets that was put into production.
Portfolio management of a set of strategies. Refinements of trading Risk Model overlay (position sizing, market sensitivity, leverage, regime switching) within the firm.

Confidential

Principal

Responsibilities:

Consulting services in Financial Risk area for a derivatives startup brokerage in Dubai, UAE: risk model and presentation to board and investors.
Model-driven quantitative trading system development in Matlab/Portfolio123, presented to clients worldwide.
Consulting for a hedge fund in Minneapolis, MN on short only strategy idea.

Confidential

Quantitative/Risk Analyst

Responsibilities:

Quantitative Proprietary Trading: R&D and trading of medium-term quantitative strategies for US and European equity markets. Initialized quant trading and run 2:1 leveraged portfolio of $ MM with profits of $6.5MM for 2 years. Highly complex models developed with Matlab & SQL using technical indicators and fundamental factors.
Systematic Strategy and Infrastructure Development: R&D and back testing of baskets utilizing multifactor models and intraday strategies on platforms Compustat Point-In-Time, Clarifi Model Station and Axioma portfolio optimizer. Evaluation of external trading systems and strategies.
Risk Analytics and Management: Developed intranet risk analytics for portfolios (performance statistics, VaR, risk attribution, factor sensitivities) HTML and VB. Work on platform RiskMetrics on risk valuations of $800M convertible bonds and derivatives portfolio. Monthly delivery of risk reports to institutional investors.

Confidential

Market Research Analyst

Responsibilities:

Intraday Futures Strategies and Trading: R&D of technical intraday strategies for futures markets (SP500 NASDAQ, DAX, Forex, US Bonds): from strategy conception in C++/Java/Fortran, modeling, and validation to implementation.
Strategies developed on 5 min bars using technical and statistical analysis.
Trading performed on US and European futures exchanges.
Tradable Pattern Recognition: Discovery and classification of tradable patterns on futures data time series.

Confidential

R & D Engineer 9

Responsibilities:

Well Log Measurement Interpretation at High Dip Angles: Mathematical modeling and maximum entropy inversion of log data for interpretation of resistivity reading. Led the project that involved 3 PhD’s, 1 MS and 2 programmers. US patent granted. Matlab/Java/SQL coded and implemented in Schlumberger software on field.
Signal Estimation and Noise Cancellation: Developed algorithm for signal extraction from measurements involving boreholes with corkscrew characteristics. US patent granted. Java/Matlab implementation on company-wide interpretation software.
Fuzzy logic system for log quality control: Designed a system that accounts for environmental characteristics of borehole measurements and provide adjustments to measured parameters. Fuzzy logic inference engine utilized.