Life Insurance Finance

Location:

Posted:

November 05, 2012

BRIAN P. CUNNINGHAM

Berkeley Heights, NJ 07922

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

EDUCATION

NEW YORK UNIVERSITY New York, NY

The Courant Institute of Mathematical Sciences

MS in Mathematics in Finance (expected January 2012)

Finance: Derivative securities valuation (including binomial pricing model and Black-Scholes

model), CAPM, PCA and modern portfolio theory

Mathematics: Ito calculus, Brownian motion and martingales

Computing: Object-oriented design using C++ (including development of a derivatives

pricing framework)

Spring 2011 coursework to include: continuous time finance, interest rate and FX models,

mortgage-backed securities and energy derivatives

LEHIGH UNIVERSITY (2006-2010) Bethlehem, PA

BS in Business & Economics with Finance major (May 2009, with high honors)

BS in Statistics (May 2010, with high honors)

Inducted in Phi Beta Kappa honor society

Awarded President s Scholarship February 2009

Restructuring and Reform of Turkey s Banking Sector After the Financial Crises of 2000-

2001 published in Perspectives on Business and Economics Vol. 28 (undergraduate research

journal of the Martindale Center for the Study of Private Enterprise)

Relevant coursework: multivariable calculus, linear algebra, probability, statistical linear

models, financial modeling, corporate finance, financial instruments and global finance

EXPERIENCE

AXA EQUITABLE LIFE INSURANCE CO. New York, NY

Intern- Office of the Chief Investment Officer (2009)

Performed analysis of hedging strategy used in company pension plan to identify possible

response actions to strong equity market rally in the second quarter of 2009

Summarized public filings of competitors to analyze long and short-term investment trends

Prepared analyses detailing financial strength of reinsurance firms to which the company is

exposed

HALCROW, INC. New York, NY

Finance Intern (2006-2009)

Posted and paid supplier invoices, created client invoices and reconciled accounts

Assisted with year-end closing and preparation for internal company audit

COMPUTER SKILLS

Programming languages: C++, Java, R (basic)

Other Software: MATLAB, SAS (basic), Microsoft Word, Excel, PowerPoint