Assistant Accounting

MICHAEL KRZYSZTOPIK

*** ****** ***** ****

Oxford, CT 06478

203-***-****

******@*****.***

Education

University of North Carolina - Charlotte

Masters of Science in Mathematical Finance (January 2009-May 2010)

• Mathematics: Brownian motion, Ito’s calculus, stochastic calculus, PDE’s, martingales, time-series analysis,

exotic options, game theory.

• Finance: Option pricing theory, binomial trees, Black-Scholes, mean-variance optimization, derivatives

pricing and hedging, the Greeks.

• Computing: Numerical Methods (C Monte Carlo simulation (R), financial econometrics in (R/SAS).mov

University of Connecticut

• Bachelors of Science in Finance - Honors Program (September 2003-May 2007)

Computing Projects

Developed Monte Carlo algorithms to price exotic options

Modeled a mortgage default program in C++ to mitigate lender’s losses based on the paper “Embedded

Options in the Mortgage Contract”.

Experience

NewAlliance Bank - Credit Analytics Programmer (March 2010-Present)

• Designed our new SAS database system for portfolio analytics..

• Built statistical models for econometrics, delinquency and loss forecasts, and other behavioral and predictive

models.

• Produced monthly & quarterly credit MIS for presentation to credit management and the Loan Review

Committee.

• Used SAS to automate production of credit MIS, quantitative analysis, and for the interface with other

databases internal to the bank.

• Programmed an automated process that analyzes business performance that validates quantitative models and

credit scores.

24HourAnswers.com - Assignment Specialist (May 2010-Present)

• Programmed solutions for graduate courses in mathematics, statistics, and finance.

Federman, Lally, & Remis - Accounting Assistant (February 2010-March 2010)

UNC-Charlotte – Teaching Assistant (January 2009-December 2009)

• Assisted Weidong Tian in research for derivative pricing in incomplete markets.

Citigroup – Business Analyst (June 2007-December 2008)

.

R & K Home Improvement - Carpenter (June 2001-July 2008)

Computer Skills/Other

Programming Languages: C++, SAS, R, HTML

Other Software Experience: MS Office, JMP, PeopleSoft, Monarch, KnowledgeShare, Cleartouch, Synergy,

Fiserv

Foreign Languages: Polish

Contact this candidate