Manager Management

A shish Dasaur, CAIA

***** ***** ***, ***** ****, CA 90620 • 714-***-**** • *******@*****.***

E xperience

Pacific Alternative Asset Management Co. Irvine, CA

*/**** – Present

S enior Analyst

Promoted to Senior Analyst in 2009 after receiving high marks on annual review for two years.

Created in-house equity correlation, dispersion and volatility monitors to help reveal sources of

returns using daily market data in S-Plus. Developed pricing models for derivatives (vanilla

options, barrier options, variance swaps) in S-Plus.

Researched new trade ideas and evaluated new trading theses across various strategies including

Credit, Convertible Arbitrage, Volatility, Long/Short Equity and Short Bias.

Wrote weekly updates on the volatility, commodities, credit and equity markets and the

portfolio’s positioning in those markets.

Wrote monthly strategy risk reports in the Long/Short Equity, Convertible Arbitrage, Volatility,

Distressed Debt and Event Driven Equity strategies using position-based and returns-based risk

measures and current market data/analysis.

Researched initiatives including the development of new analytic tools and methodologies using

position-level data to incorporate into the risk management and manager selection processes.

Deloitte Consulting Costa Mesa, CA

7/2006 – 9/2007

A nalyst

Developed complex reports and forms using Crystal Reports and Adobe Output Designer while

following SQL reporting fundamentals.

Provided support to develop client's business case and presentation to executive management,

leading to the sale of an additional project.

E ducation

University Of California, Irvine Irvine, CA

2003 – 2006

B .S., Information and Computer Science with Honors

Cumulative GPA of 3.6 while completing the program in only 3 years.

Fixed Income Markets course at the Paul Merage School of Management at UC Irvine. (2009)

Campuswide Honors Program, ICS Honors Program, and Tau Beta Pi, an Engineering Honors

Society.

Senior thesis in IT Strategy with the Paul Merage School of Management at UC Irvine.

Honors courses in Mathematics, ICS, Political Science, Economics, Philosophy, and Humanities.

Chancellor’s Achievement Scholarship, Robert Byrd Scholarship for academic excellence.

Valedictorian at Cypress High School with a GPA of 4.4 and SAT score of 1400, Math SAT II

score of 750.

Chartered Alternative Investment Analyst– Completed both levels in March 2009.

Financial Risk Manager- Expected November 2009.

O ther Skills

Strong foundation in mathematics, including calculus, linear algebra and statistics.

Experience using Bloomberg, Bloomberg API and RiskMetrics.

Proficient in SQL, S-PLUS, VBA, Java, C++, Python and MS Office Suite.

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