Management Assistant

Alex Shvartser

Courant Institute

*** ****** ******

New York, NY 10012-1110

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

EDUCATION

New York, NY

NEW YORK UNIVERSITY

The Courant Institute of Mathematical Sciences

MS in Mathematics in Finance (expected January 2008)

Mathematics stochastic calculus (Ito s Lemma, Brownian Motion, etc.), probability,

univariate and multivariate statistics

Finance option pricing (Black Scholes, binomial trees), other derivative securities, fixed

income instruments

Computing C++/Java for financial applications, statistical analysis with Matlab

Pasadena, CA

CALIFORNIA INSTITUTE OF TECHNOLOGY

B.S., Electrical Engineering (2002 2006)

EXPERIENCE

New York, NY

MOORE CAPITAL MANAGEMENT

Intern in Risk Analytics Group (October 2006 - Present)

Contributing to automating risk analysis functions

Building specific risk control and analysis computation engines

Implementing new risk management and monitoring measures

New York, NY

ROY G. NIEDERHOFFER CAPITAL MANAGEMENT

Research Analyst Intern (Summer 2005)

Involved in strategy, trading, and data analysis for a CTA that manages approximately $700

million in funds

Analyzed financial data using various statistical tools and methods

Characterized investment strategies through implementation via C++ and testing via statistical

analysis

Pasadena, CA

CALIFORNIA INSTITUTE OF TECHNOLOGY

Teaching Assistant (Fall 2003/2004)

Supervised and assisted ten undergraduates in a laboratory during assembly and characterization

of devices

Constructed solid state devices such as light emitting diodes and

transistors

Pasadena, CA

CALIFORNIA INSTITUTE OF TECHNOLOGY

Summer Undergraduate Research Fellow (Summer 2003/2004)

Completed research project on increasing light output from a semiconductor (single quantum

well InGaN/GaN)

Analyzed and published results of first ever surface plasmon enhanced visible light

COMPUTER SKILLS

Programming languages: C++, Java, Matlab, R/Splus, Mathematica, VBA Excel

Other Software: Linux/Unix, MS Office

OTHER

Authorized to sell commodities and futures contracts through obtaining the Series 3 certification from

the National Futures Association

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