Construction Sales

KENT A. KONKOL

**** ********** ****** *********: 718-***-****

Riverdale, NY 10463 Cell: 646-***-****

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

Quantitative Specialist with 10 years' experience programming, modeling, validating, and implementing

quantitative investment solutions for the financial services industry. Combine expertise in statistical and

numerical techniques with strong computer programming skills to provide sound quantitative results.

Possess excellent communication skills, including oral, written and presentation. Master’s degree in

Physics.

Core Competencies:

• •

Computer Programming in C/C++/Perl/SQL Quantitative Methodologies & Solutions

• •

Strategy and Factor Back-testing and Simulation Alpha Construction and Modeling

• •

Transaction Cost Analysis Portfolio Management

• •

Benchmark Construction and Tracking Portfolio Risk and Return Attribution

• •

Portfolio Optimization Principles Numerical Algorithms

• •

Risk Model Construction Analytical & Critical Thinking

PROFESSIONAL EXPERIENCE

DEUTSCHE BANK, New York, NY 2008-2009

Leading international financial services company with over $40 billion in annual revenue

Quantitative Analyst, Asset Management

• Researched, back tested and programmed algorithmic equity trading strategy modifications in Perl

and ClariFI/ModelStation using new factors and industry neutralizations leading to a 20%

improvement in risk and return characteristics.

• Led an effort to overhaul development and production research software platform and batch jobs.

CLARIFI, A DIVISION OF STANDARD AND POORS CAPITAL IQ, New York, NY 2007-2008

Leading international financial services company with over $3 billion in annual revenue

Senior Account Consultant

• Led a team that assisted clients and potential clients in the use of the ClariFI software in the areas of

alpha construction and modeling, risk model construction, strategy and factor back-testing, portfolio

risk and return attribution, data interpretation and benchmark construction and tracking.

• Gave demonstrations, presentations and trainings to assist sales efforts and increase client retention.

EPOCH TIMES INTERNATIONAL, INC, New York, NY 2005-2006

Weekly newspaper published in the New York metropolitan area

Management Consultant

• Installed and configured vTiger open source CRM software to support sales force automation,

marketing automation, security management, calendaring, and E-mail integration.

BEAR STEARNS & COMPANY, INC, New York, NY 1999-2005

Leading international financial investment company with over $678 million in annual revenue

Portfolio Manager, Proprietary Trading (2002-2005)

• Managed, maintained and optimized a systematic multi-factor high frequency earnings momentum

equity trading strategy.

• Researched, back-tested and developed systematic price momentum and earnings quality equity

trading strategies using C++/Perl/Sybase.

KENT A. KONKOL Page 2

Residence: 718-***-**** ****.******@*****.***

PROFESSIONAL EXPERIENCE (Continued)

Quantitative Analyst, Proprietary Trading (1999-2002)

• Researched, back-tested and developed a systematic multi-factor high frequency earnings

momentum equity trading strategy using C++/Perl/Sybase that was put into production and

profitable. Risk was managed using the Barra USE3 risk model and a portfolio optimizer.

• Helped to back-test and develop a mean reversion alpha which was later incorporated as a factor into

other trading strategies.

• Implemented changes to trading systems to ensure department’s compliance with SECs mandatory

switch to decimalization in US stock markets in 2001.

• Created tick data library in Perl using NYSE TAQ dataset for use by entire department.

NATWEST MARKETS, New York, NY 1997-1998

Financial Services Company; subsidiary of Royal Bank of Scotland with $28 billion in annual revenue

Quantitative Developer, Proprietary Trading

• Developed equity portfolio selection application using UNIX/C++/Sybase to analyze historical data

and generate an optimum portfolio using three factor technique based on current technical and

fundamental data.

• Designed and tested a system of “smart” trading rules using an analysis of NYSE tick data to be used

in an automatic order execution system.

SMITH BARNEY, New York, NY 1995-1997, 1998-1999

Global private wealth management unit of Citigroup with $1.2 trillion in client assets

Technical Specialist, Research Systems Development (1998-1999)

• Directly supported the Senior Domestic Strategy Analyst in the Equity Research Department to

automate the production of monthly and quarterly industry reports increasing analysts’ productivity.

• Migrated research database maintenance programs to Y2K compliant servers, contributing to firm’s

successful Y2K efforts.

Senior Programmer/Analyst, Municipal Trading and Syndicate (1995-1997)

• Collaborated with head municipal bond trader to convert bond pricing system from Excel

spreadsheet to production C++ pricing server to calculate proprietary price on demand.

• Programmed a socket layer application in C++ to receive a real-time feed of bond news items

enabling traders to respond swiftly to bond market news.

TECHNICAL EXPERTISE

Platforms: UNIX, Linux, Windows

Languages: C, C++, Perl, Microsoft SQL/MySQL/Sybase SQL, csh, ksh

Software / Tools / Databases: Microsoft Office, ClariFI Modelstation, Capital IQ, Barra Alphabuilder,

Market QA, Bloomberg, Fame, Borland Starteam, Compustat, Thomson IBES and Firstcall,

Morningstar, Lehman Live

EDUCATION / TRAINING

M.A., Physics, University of Rochester, Rochester, NY, 1994

B.A., Physics, Honors (GPA 3.5), University of Chicago, Chicago, IL, 1992

Passed CFA Level 1 Examination, Chartered Financial Analyst Institute

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