Engineer Manager

**** ********** **. ** ******** DeGange **** Surrey Ln.

Washington, DC 20016 **********@*****.*** Rock Hill, SC 29732

Mobile: 803-***-**** Home: 803-***-****

WORK EXPERIENCE

United States Nuclear Regulatory Commission

Office of New Reactors-Advanced Reactor Division

Nuclear Engineer

Rockville, MD

03/10-present

. Integrated using risk insights from probabilistic risk assessment

(PRA)in advanced light water reactor reviews performed by USNRC

technical staff

. Served as part of a team for developing inspections for mixed oxide

(MOX) fuel fabrication facility in Aiken, SC

. Helped prepare review process for DOE high temperature gas cooled

reactor application-Next Generation Nuclear Plant

. Core areas-probabilistic risk assessment, risk analysis

DeGange Financial (self-employed)

Equity and Options Trader, Risk Manager

Rockville, MD

11/09-present

. Successfully employed probabilistic spread trading system on a small

set of commodities futures options, index, and ETF options

. Utilized volatility estimation and forecasting models standard to

financial risk industry including GARCH and ARCH methods, Heston, and

Parkinson, as well as volatility surface modeling

. Developed extensive information database in R, Rapid Miner for

monitoring and adjusting positions

. Calculated daily P/L for positions, options Greeks, and other risk

metrics such as conditional value at risk for aggregate portfolio

EDUCATION

University of South Carolina

Master of Science

in Nuclear Engineering

o GPA: 4.0

o Full scholarship partially funded by Department of Energy

grant

SKILLS

. Proficient with multiple computer codes ( Java, C++, Python, Fortran,

Excel, VBA, R)

. Solid understanding of financial markets across major asset classes

. Very proficient in vanilla options pricing theory, trading, strategic

position selection

. Probabilistic Risk Assessment and Frequency-Consequence Analysis

. Knowledge of basic principles of risk management and sensitivity

calculations (VaR, CVar/ETL, option Greeks and market perturbations.)

. Previous experience with Bloomberg and Markit

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