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Manager Sales

Location:
New York, NY, 10128
Posted:
August 20, 2010

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Resume:

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.



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