Real Estate Management

DERYA TURK

*** ****** ***. #*, ****** City, NJ **306, Mobile: 857-***-****, Email:

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

EDUCATION

Rutgers University, Piscataway, New Jersey

May 2010

. M. S. in Mathematics with Option in Mathematical Finance, GPA:

3.75/4.00

. Coursework: Mathematical Finance I&II, Numerical Analysis I&II,

Computational Finance, C++ Programming, Portfolio Management,

Regression Analysis, Applied Time Series, Multivariate Analysis

. Full scholarship awarded by the Turkish Government for Graduate Study

in USA

Inonu University, Malatya, Turkey

July 2005

. Master of Science in Mathematics, GPA: 3.68/4.00

. Coursework: Finite Difference Methods, Differential Geometry, and

Advance Linear Algebra

. Dissertation: A Semi-analytic Application for Solution of Burgers'

Equation

. Bachelor of Science in Mathematics, GPA: 3.17/4.00

June 2003

. Class Rank: 1st out of 80

EXPERIENCE

Further Lane Asset Management, Quantitative Analyst Intern, New York

August 2010 - Present

. Implemented a code in VBA that retrieves data from SQL to Excel

displaying certain criteria of fixed-income instruments. The

efficiency of this code was increased from a run time of 5 minutes to

30 seconds

. Developed a matcher system in Excel using information from Bloomberg

and MBS Source that helped portfolio managers identify trading

opportunities and identical bonds being offered by dealers

. Calculated various portfolio measurements using Excel, Access and

mathematical formulas. Prepared marketing materials for funds using

information derived from reports

. Updated and corrected outdated coding for a trading database in

Microsoft Access that was discontinued. Trading database is now up to

date and back online

Fogel-Neale Partners, Intern, New York

March-August 2010

. Designed VBA code that analyzes clients' asset allocations and checks

that they are meeting relevant investment policy statements

. Calculated individual stocks' betas and plotted efficient frontier

between risk and return to help partners compare their portfolios to

overall market

Rutgers University, Piscataway, New Jersey

. Master's Degree Essay

Spring 2009

. Calibrated Bates stochastic volatility jump diffusion model to

historical GOOG and DJX market data using a Levenberg-Marquardt

optimization algorithm in C++ and MATLAB

. Investigated the sensitivity of the fitted parameter values to the

initial conditions

. Black-Litterman Portfolio Allocation Project

Fall 2009

. Showed that efficient frontiers resulting from mean-variance

optimization are too dependent on assumed asset returns, and it is

best to use equilibrium market returns when there are no views

. Discussed how an investor can combine his views with the market

equilibrium using a Bayesian framework

. Concluded that Black-Litterman method gives intuitive portfolio

selection rules that are stable to small changes

. Regression Analysis of Real Estate Prices

Fall 2009

. Built a linear regression model for condominium sale prices in

Upper East Side Manhattan in 2009

Birey Dershanesi, Mathematics Tutor, Malatya, Turkey

2005-2007

SKILLS

. C++, MATLAB, R, VBA, ACCESS, SQL, FORTRAN, YIELDBOOK, BLOOMBERG

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