Computer Science Assistant

Location:

Posted:

November 16, 2012

JORGE BRAVO

+1-646-***-****, *****.*****@***.***

EDUCATION

NEW YORK UNIVERSITY New York, NY

The Courant Institute of Mathematical Sciences

MS in Mathematics in Finance (expected January 2014)

Quantitative Finance: Portfolio theory and management including the CAPM model, futures,

derivatives, Black-Scholes, swaps, arbitrage-free pricing

Applied Mathematics: Markov processes in discrete and continuous time, stochastic processes,

binomial trees, martingales, computing applications in finance

Spring coursework: Measuring and managing the risk of trading and investment positions,

interest rate models as the Heath-Jarrow-Morton, and the design of static and dynamic hedges

UNIVERSIDAD DE LOS ANDES Bogot D.C., Colombia

B.S. in Mathematics and B.S. in Industrial Engineering (August 2006 August 2011)

Coursework includes probabilistic models, linear optimization, computer science, games

theory, microeconomics and macroeconomics

Student representative at the student council

EXPERIENCE

Seguros de Vida Alfa S.A. Bogot D.C., Colombia

Junior Actuary (January 2012 - August 2012)

Built a model to calculate the economic impact of new regulations on the reserves

Used the yield curve to determine the interest rate needed to price life annuities

Calculated the risk and return of the current portfolio for the social security reserve

Presented different expected outcomes as a result of varying the risk tolerance of the portfolio

Universidad de los Andes Bogot D.C., Colombia

Teaching Assistant (January 2007 June 2011)

Taught problem session classes in linear algebra and calculus

Graded exams and homework for the courses Differential Calculus, Integral Calculus, Vector

Calculus, Linear Algebra, Probability and Analytic Geometry

PROJECTS

Calculated the pension reserve for the Beneficencia of Cundinamarca, a Colombian state

entity (September 2011 November 2011)

COMPUTER SKILLS

Programming Languages: Java (1.5 years), Mathematica (1.5 years), R (0.5 years)

OTHER

Languages: English (fluent) and Spanish (native)

Qualifications: Society of Actuaries (exams P and FM)

Honors: Graduated with Latin honors Cum Laude from Universidad de los Andes, scholarship for

undergraduate studies by Universidad de los Andes for outstanding academic performance