Sales Manager

Valentine Moroz

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

(***) *54 - 1205

*** ****** ******, ***. **, New York, NY 10002

WORK EXPERIENCE

K2 Advisors - Fund of Hedge Funds

May 2007 – Present

Associate Vice President

-Performing HF due diligence and monitoring high risk investments for daily headline, VaR, P&L and other risk causing stress

events

-Analyzing the macro economic and industry specific environments in context with manager forecasts on the market

-Stress-testing investments by using transparency data, alpha/beta separation and beta-adjusted shock proxying

-Creating risk and investment presentations used for attracting and educating potential institutional investors

-Managing and developing a liquidity tracking system critical to intra-firm capital allocation decisions

-Developing an Excel based market analysis tool used for due diligence, interfacing with internal and external data sources

State Street - Global Bank

FX Trading Strategist / Global Macro Researcher Sept 2006 - May 2007

-Analyzed daily FX-rates, bond spreads and major global economic indicators to predict short term and long term currency trends

-Created robust P&L models in Excel used by FX traders for compiling trading statistics

-Developed Matlab driven models used in forecasting foreign exchange rates by regressing interest rate differentials and bond

spreads

Tripoint Asset Management - Global Macro Hedge Fund

Quantitative Analytics Intern June 2006-August 2006

-Developed, coded and back-tested alpha factors in order to build risk models and optimize possible portfolios

-Tested and simulated the effect of fundamental factors as on overlay for potential production run por tfolios

-Produced and coded standalone buy/sell indicators which aid ed the traders in making real-time investment decisions

EDUCATION

Babson College, Wellesley, MA. Focus GPA: 3.42

Bachelor of Science in Business Management – Class of 2007

Focus in Computational Finance & Quantitative Analysis

Academic Project - Investment Portfolio Competition

-Analyzed the economic environment and identified industry sectors that were in flux and positively positioned for globalization

-Researched companies in chosen sectors, which were undervalued by a selected margin of safety and positioned for industry

changes

-Identified potential portfolio investments based on investor requirements for volatility, return, leverage and asset class exposure

- Optimized the portfolio and sized the investments based on their return profiles, diversification benefits and strength of conviction

Relevant Coursework

Applied Quantitative Modeling, Corporate Finance, Data Structures, Financial & Managerial Accounting, Futures and Derivatives,

Investments Options, Macro and Micro Economics, Probability for Risk Management, Problem Solving and Software Design

SKILLS

Microsoft Office – Excel, Power Point, Access Reporting

Data Analysis Tools – Bloomberg, Capital IQ, FactSet, Mesurisk, PerTrac

Programming – C++, Java, MatLab, SQL, VBA

Finance – Capital Structure Analysis, DCF Valuations, Portfolio Optimization, Volatility/Risk Assessment

Languages – Fluent in Russian; Basic Knowledge of French; Basic Knowledge of Spanish

AWARDS AND ACCOMPLISHMENTS

Management – Most profitable T-mobile / Nextel store, T-mobile North America (New England) 2005

Sales – Top sales associate by dollar volume for Aldo North America (New England) 2003

Scholarships – Harvard / MIT Math competition award 2002

Tennis – Top 30 in USTA ranking (New England) for 18 and under 2002

Scholarships – John Hopkins Talented 1% youth award 1998

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