Management Computer Science
Resume:
BENJAMIN ALTMAN
New York, NY 10012
***.******@***.***
EDUCATION
NEW YORK UNIVERSITY New York, NY
The Courant Institute of Mathematical Sciences
MS in Mathematics in Finance (expected January 2012)
Finance: Derivatives pricing covering Black-Scholes formula, the binomial model and short
rate models. Quantitative portfolio management including CAPM and PCA
Mathematics: Stochastic calculus, Brownian motion, martingales and time series
Computing: Object-oriented design in C++, Monte Carlo simulations and trading simulations
Spring Coursework: Continuous Time Finance, Scientific Computing, Advanced Risk
Management and Interest Rates and FX Models
DAVIDSON COLLEGE (2006-2010) Davidson, NC
BS in Mathematics with Honors, Magna Cum Laude, Overall GPA: 3.88, Major GPA: 3.98
Phi Beta Kappa inductee
Honors thesis: Higher-Order Automatic Differentiation of Multivariate Functions in
MATLAB
2010 William G. McGavock Award given to an outstanding Davidson senior for
accomplishment and promise in mathematics
Extensive coursework in pure and applied mathematics including calculus, differential
equations, probability, mathematical modeling, abstract algebra and computer science
4 year starter and 3 year captain of division I varsity wrestling team, 2007-2008 NWCA
Division I Academic All-American Wrestling Team and 2010 COSIDA/ESPN the Magazine
Academic All-District First Team
Bryan Scholar, Davidson s top scholarship for academics and athletics
EXPERIENCE
REVOLUTION CAPITAL Glenmoore, PA
Intern (Summer 2009)
Performed in-depth market research for presentations and publications on the firm s blog
Created valuation models which led to new investment
Developed a new process that automatically gathered, analyzed and displayed financial
market data using macros and web queries in Excel, used in weekly meetings
Participated in weekly investment research meetings
COMPUTER SKILLS
Programming languages: C++, Java
Other Software: MATLAB, Mathematica, Microsoft Word, Excel and PowerPoint
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