Risk Manager
Resume:
Nicolas Palar ** Stuvesant Ave, Larchmont, NY, ***38 P: 914-***-**** ******@*****.***
Qualifications:
-Strong written and verbal communications skills
-MATLAB, STATA proficiency.
See https://www.dropbox.com/sh/cgapm6u8qp0dit0/AABGDHyWD1crgDNfDDw5HwDPa?dl=0 for sample MATLAB code for solving a calibrated macroeconomic model with incomplete markets based on Aiyagari (1994.)
-Mathematical background in dynamic programming and nonlinear programming for optimization.
-Econometric and statistical background including causal regression modeling (differences-in- differences, instrumental variables, quasi-experimental design,) time series analysis (VARs, SVARs, AR, GARCH, Kalman filtering,) and simulations
-Familiarity with DSGE estimation, Python, R
-Recent activities include consulting for Ascent Investor Relations and attending the Advanced Portfolio and Risk Management Bootcamp (arpm.co/bootcamp/) Work Experience:
IT Technician, Shape Integrations LLC New York, New York September 2013-2015 Network administrator, field technician and consultant for small/medium businesses in Manhattan, Brooklyn, and northern New Jersey.
Director of Operations, Submedia LLC New York, New York August 2008-2011 Manager of a digital advertising network on college campuses. Duties included production management, traffic management, database creation and maintenance, network maintenance and upgrade.
Education:
MS Quantitative Economics Yeshiva University, New York, New York Fall 2015-Summer 2016 Coursework: Microeconomic I (A), Macroeconomics I (A+), Mathematical Statistics (A), Mathematics for Economists (A), Econometrics (A), Microeconomics II (A+), Macroeconomics II (A-), Quantitative Macroeconomics (A), Financial Economics (A+), Masters Thesis (A+) Post Baccalaureate Studies Columbia University, New York, New York Fall 2011-Fall 2012 Coursework in multivariate calculus, linear algebra, economics, and statistics. Bachelor of Arts in History
Vassar College, Poughkeepsie, New York Spring 2008
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