Manager Assistant
Resume:
AYAL CUSNER
St. Louis, MO 63130
******.****@*****.***
EDUCATION
WASHINGTON UNIVERSITY
Olin Business School
St. Louis, MO
2008-2009
Master of Science in Finance (MSF), December 2009
Grade Point Average:
Relevant Coursework:
Clubs and Activities:
3.8 / 4.0
Financial Optimization, Mortgage-Backed Securities, Advanced Fixed Income & Credit Risk Modeling, Advanced Derivative Securities, Econometrics in R, C++ Programming Workshop
Teaching Assistant, Options and Futures – Dr. H. Farnsworth; Member, Olin Finance Club
WASHINGTON UNIIVERSITY
School of Engineering and Applied Science
Bachelor of Science in Biomedical Engineering, May 2008
Bachelor of Science (Applied Science) in Chemical Engineering, May 2008
St. Louis, MO
2004-2008
Grade Point Average:
Relevant Coursework:
Clubs and Activities:
3.1 / 4.0
Programming in Java, Numerical Methods, Engineering Mathematics, Computational Chemistry
Assembly Representative, CS40 Student Government (2005-2006); Disk Jockey, KWUR 90.3 FM
EXPERIENCE
HAMMOND ASSOCIATES
St. Louis, MO
Consultant Intern
9/2009 – 12/2009
1. Analyzed multiple style-based index allocation strategies in a three-person team using Morningstar fund data
2. Sourced historical active manager returns via regression analysis and quadratic programming techniques
3. Provided senior advisors with a quantitative basis for marketing index consulting services to the firm’s clients
4. Presented results to C-suite and offered corresponding recommendations for future investment initiatives
PIPER JAFFRAY & CO: FIDUCIARY ASSET MANAGEMENT
St. Louis, MO
Research Intern – Quantitative Equity Division (“Alpha” Generation)
6/2009 – 10/2009
1. Led a research team of five in examining trading implications of the ‘accrual anomaly’ and related M&A effects
2. Conducted time-series and cross-sectional studies of mispricings in SAS using CRSP and Compustat databases
3. Provided factor forecasts and long-short portfolio analyses that persuaded the group to update its return models
4. Composed an academic paper for publication that documents the role of the team’s analysis in expanding on prior research related to accrual portfolio construction and accounting-based trading anomalies
5. Presented the paper as a guest speaker to Washington University’s Center for Finance and Accounting Research (CFAR) External Advisory Board
WASHINGTON UNIVERSITY: OLIN BUSINESS SCHOOL
St. Louis, MO
Research Assistant – Dr. A. Charoenrook
4/2009 – 6/2009
1. Analyzed equity returns using Fama-MacBeth regression techniques in SAS and MATLAB environments
1. Confirmed the statistical significance of consumer sentiment in asset prices via factor analysis of CRSP return data and Fama-French portfolios
INTERACTIVE BROKERS 2009 COLLEGIATE TRADING OLYMPIAD
St. Louis, MO
2009 Olympiad Participant
11/2008 – 3/2009
1. Developed a market timing strategy that incorporates proprietary alignment scores to predict market trends, and submitted a trading plan for enrollment in the Olympiad
2. Coded methods for messaging and data analysis in MATLAB and linked MATLAB environment to Interactive Brokers’ “Trader Workstation” API using ActiveX control
3. Performed daily automated trading of selected treasuries and iShares ETFs with the objective of gaining profits, net of trading fees, for a mock fund account over an eight-week period
OTHER DATA
Certifications:
Computing/Data Skills:
Platforms:
Environments:
Data Sources:
Test Scores:
Bloomberg Fixed Income (FI) and Equity (EQ) Product Certificates
Windows NT/XP/2000, Mac OS X, Unix/Linux
SAS, SQL, MATLAB, R, VBA, C++, Java, Microsoft Office (Excel, Powerpoint, etc.)
CRSP, Compustat, Morningstar Direct, Bloomberg, I/B/E/S, SDC Platinum, F-F Data Library
GMAT: 740/800
ACT: 34/36 (ENG: 32/36, MA: 35/36, SCI: 35/36, SS: 35/36)
SATII Exams – Biology: 800/800, Chemistry: 800/800, Writing: 770/800, Math IIC: 790/800
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