SAM WHITEHILL
*** **** **** ****** *** York, NY *0128
Phone: 434-***-**** Email: ************@*****.***
EDUCATION
University of Virginia, McIntire School of Commerce
Bachelor of Science in Commerce with Distinction, 1997
Double Concentration in Finance and Management Information
Systems
Cumulative GPA: 3.602
EXPERIENCE
Keystone Trading Group
March 2009-February 2010
Equity Trader
. Published an article in the June 2010 issue of
Technical Analysis of Stocks and Commodities
magazine. Article is titled "Trading With Volume
Profile".
. Proprietary trading of stocks using intraday trading
strategies
. Ongoing mentoring and trade review from senior
traders and trading videos
. Firm uses strict risk management via daily risk
limits and restricted stock lists
Credit Suisse
October 2004-December 2008
Assistant Vice President, Risk Measurement & Management
. Published a paper in The Journal of Credit Risk,
Volume 5/Number 1, Spring 2009 titled "An
introduction to pricing correlation products using a
pair-wise correlation matrix"
. Built Synthetic CDO pricing model using Quasi Monte
Carlo methodology. Model uses a low discrepancy
sequence as well as a correlation matrix
. Built an Equity Default Swap pricing model using
Monte Carlo.
. Built Nth to Default Basket pricing model using a one
factor, Gaussian Copula approach
. Built a single name CDS pricing model. Model uses
the reduced form method incorporating hazard rate and
recovery to calculate premium, spread and hazard rate
sensitivity, etc...
. All pricing models implemented using Excel to call a
C# .NET COM DLL.
. Created Value at Risk and Economic Risk Capital
reports for the Cash and Synthetic CDO trading desks.
. Products covered include ABS, RMBS, CDOs, Credit
Indices, and Single Names
. Automated and streamlined reporting processes by
programming macros in Excel and VBA modules in MS
Access
. Explained weekly VaR, ERC and sensitivity (e.g. CS01,
DV01) moves to senior management
. Forecasted Cash and Synthetic CDO daily PnL by using
the desks' spread sensitivities against market index
(e.g., ABX, CDX, TABX) prices and single name CDS
spreads
. Calculated CDO prices and sensitivities using
Multibond and Intex software
. Significant knowledge of Synthetic CDO risk/return
analysis (e.g., delta hedging, VOD, correlation risk,
CS01, positive carry trades, etc
CFA Institute
Software Developer
September 2001-October 2004
. Built n-tier enterprise systems using tools such as Visual
Basic, VBA, SQL Server and Crystal Reports
. Created an online tickets application using ASP.NET, XML
and XSL. Created user interfaces, wizards, and COM
business components using Visual Basic
. Created statistical reports (e.g., mean and standard
deviation) for senior management using VB, ADO, and stored
procedures
Prime Meridian Software, Inc.
Software Developer
April 1998-August 2001
. Created reports and graphic exhibits for hospital
management using complex SQL queries, Excel spreadsheets,
and Crystal Reports
. Built sophisticated Active Server Pages using Vbscript and
Javascript
. Built a wide variety n-tier applications consisting of user
interfaces, COM objects, and stored procedures using Visual
Basic and SQL Server
PaineWebber Incorporated
Sales Assistant Summer 1996-April 1998
. Worked for a Senior Portfolio Manager on various short and
long term projects
. Wrote numerous Excel macros using VBA to perform tasks such
as formatting and printing a spreadsheet, allocating an
equity trade across many client accounts, searching a
spreadsheet for ticker symbols, communicating with charting
software etc...
. Constructed Excel sheets to analyze companies and industry
groups according to R Squared statistics, growth rates, PSR
and P/E ratios, etc...
. Built databases in Access to record client's records,
trading positions, quarterly portfolio performance and
company profiles
. Created complex reports and queries (via Access) to show
client trades, account performance, etc...
. Created client presentations in Excel (e.g., charts and
graphs) to attract new money and display account
performance
Darden Graduate School of Business Administration
Systems Consultant Summer 1997-April 1998
. Built MS Access databases to record company data
. Created analytical reports and queries in Access and Excel
to evaluate company sales performance (e.g. sales by
product, by region, by quarter, etc
Dimon International, Incorporated
Systems Consultant
August 1997
. Created a spreadsheet program in Excel using VBA to
automatically import sales data into a corporate
database built in Access
Prudential Securities Incorporated
Summer Intern Summer 1996
. Worked for the Assistant Branch Manager who managed a
portfolio of mostly large cap. equities
. Performed a mass mailing of the Prudential Financial
Architect to selected clients
. Developed financial planner reports for high net
worth clients using Prudential analytical software
. Assisted in producing mutual fund profile reports for
selected funds
TECHNICAL SKILLS
VB6/VB.NET, VBA, COM, ASP/ASP.NET, ADO/ADO.NET, SQL,
Enterprise Manager, Query Analyzer, HTML, XML, XSLT, CSS,
SQL Server, Crystal Reports, Access, Excel, Word.
HONORS
Recipient of Intermediate Honors. Graduated with
Distinction (awarded to top 20%).
Dean's List: Fall 1993-Spring 1994, Spring 1995, Fall
1996, Spring 1997.