Ashek R. Ahmed
*** *. **** ******, ***. *W . New York, NY 10001
abl4uf@r.postjobfree.com . 517-***-****
EXPERIENCE
Oliver Wyman Group, NERA Economic Consulting, Securities and Finance
Practice New York, NY
Analyst (2010 - Present); Associate Analyst (2009 - 2010); Research
Associate (2007 - 2009)
Modeling
. Built residual valuation models for mortgage-backed securities to
demonstrate sensitivity to changes in discount, interest, loss,
overcollateralization, and prepayment rates
. Constructed option pricing models for European digital equity options
to establish hedging benefits to portfolios
. Developed cash flow valuation models for collateralized mortgage
obligations to determine damages from exercising margin calls in
portfolios
. Created Monte Carlo simulation models to assess the probability
distribution of returns for funds
Project Management
. Managed teams of up to seven researchers to compile and analyze fund
holdings and trade data
. Authored sections of expert reports and created supplementary exhibits
submitted to court as expert testimony in support of corporations,
governments, law firms, and regulatory agencies on business and legal
issues
. Selected by company President to conduct competitor analyses of public
and private companies to assess NERA's performance and potential
opportunities in the industry
. Chosen by Recruitment Team to represent the firm at the University of
Michigan and Princeton University events
Research
. Examined publicly available data, financial statements, analyst
reports, and industry publications to determine whether severe
underperformance of funds resulted from fund managers' asset
allocation decisions prior to and during the recent financial crisis
or economic factors beyond their control
. Researched fixed income asset classes to determine which instruments
had sufficient spreads and volumes to achieve target returns for
actively managed and enhanced index funds
. Expanded ERISA settlement database by 25% in order to better analyze
filings and settlement trends utilized by Senior Vice Presidents in
procuring potential business opportunities
. Conducted regression analysis to test market efficiency by analyzing
data from transactions and pricing sources
University of Michigan, Medical School, Department of Obstetrics and
Gynecology Ann Arbor, MI
Research Analyst (2003 - 2005)
. Analyzed the relationship between economic status and deprivation of
health care within the rural regions of Ghana
. Implemented criteria to measure the services provided and available
capacity of health care in hospitals
. Designed and prepared a summary of analyses and recommendations to
executive board of Ghanaian hospital
EDUCATION
University of Michigan, College of Literature, Science, and the Arts
Ann Arbor, MI
. Bachelors of Science in Economics; August 2006
. Cumulative GPA: 3.5; Concentration GPA: 3.6
. Independent Instructor, Social and Physical Sciences Tutor (September
2002 - April 2006)
. South Asian Awareness Network, Chairman of Publications Committee
(March 2004 - January 2005)
. Mott Children's Hospital, EKG Lab Technician (January 2002 - June
2002)
. Affiliations include Pi Kappa Alpha Greek Fraternity and Alpha Phi
Omega Service Fraternity
ADDITIONAL INFORMATION
. Proficient in Excel, PowerPoint, Word, Access, Bloomberg, Capital IQ,
FactSet, and Morningstar Principia
. Interests include international travel, racquet sports, mechanics of
financial markets, and South Asian culture