Financial Data Analyst Resume

SUMMARY

Good econometrics and statistical model specification skills.
Worked on Monte-Carlo simulation models for pricing derivatives.
Good Understanding of Fixed Income Derivatives including MBS and Bond Pricing.
Solid understanding of financial theory like Discounted Cash flow models, IRR, VaR etc.
Sound understanding of Risk management concepts like credit spread, yield curve
Good knowledge of Macroeconomics and Microeconomics concepts.
2+ years experience of developing econometric models on SAS.
Proficient with MS Access, Excel, SQL
Excellent written and oral communication skills.

SKILLS:

Programming Tools: SAS 9.2, SQL, R, Stata, C++,UNIX
Expert in Word, Excel, Access, PowerPoint
Programming experience in SAS: data steps (merge, sub setting data sets, arraying, date format, etc), statistical analysis (proc arima, means, freq, reg) and report manipulation (proc report, plot, tabulate)

WORK EXPERIENCE:

Financial Data Analyst, Confidential (03/14/11-08/10/2011)

Worked with Data Management team to analyze Reinsurance Data using tools like SQL, Access, Excel (Lookups, Pivot tables) and predicting any future impacts on business.
Prepared financial analysis reports with Data Management team to assist senior management.
Worked in collaboration with Actuary team to improve predictive models.
Worked on internal projects to improve the standards of routine data processing.

Teaching Assistant, Confidential (08/23/2009-12/25/2010)

Impact of Public debt on GDP growth of a country - Currently working on a research project to design an econometric experiment to analyze the impact of Sovereign debt on growth of an economy by extracting macroeconomic data for OECD countries and preparing forecasting models in SAS.
Investments in Fixed Income security- Worked on a SAS project for pricing Mortgage-backed Security (MBS) using Monte-Carlo simulated refinancing rate model.
Sales Forecasting Models- Prepared sales forecasting models for retail companies using historical sales data and analyzing the impact of interest rate and economic activity by designing and testing econometric models like ARIMA, GARCH etc. on SAS software.
Worked on a research project funded by Duke Energy to design forecasting model for energy consumption pattern using consumer data under different pricing mechanism using SAS.
Worked as Teaching Assistant for Dr. Peter Schwarz, where I helped undergraduate students with Microeconomics for Public policy.

Research Assistant Confidential (05/20/2009-08/22/2009)

Worked on a Project funded by BB&T to analyze different models of Land aggregation and holdout problem during land acquisition.

ACADEMIC PROJECTS:

Hedging Strategies for Commodity – Devised hedging strategies for Oil Producing Companies to limit the risk involved with price fluctuations of crude oil, particularly for long term Oil Delivery contracts using rolling over futures contracts available in the market by calculating future cash flows.

SCHOLARSHIPS:

Receiving a Fellowship Grant from University of North Carolina, Charlotte.
Receiving a scholarship from Belk College of Business, UNC Charlotte.

EDUCATION:
M.S. in Economics with Quantitative Finance
Courses: Business and Economic Forecasting, Financial Elements of Derivatives, Risk Management & Fixed Income Derivatives, Financial Econometrics.

B.S. in Electrical Engineering

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