Adrian Miranda

ac3x1h@r.postjobfree.com 909-***-**** linkedin.com/in/mirandaadrian

SUMMARY

Recent graduate with a Master’s degree in Financial Engineering. Work experience of 3-4years in Risk Management, Mathematics and Finance areas with focus on Credit Risk Modeling, Quantitative analysis and risk management while serving as an Analyst and Financial Analyst. Additional experience in Asset Management, Forecasting, Programming, Accounting, Portfolio Construction, Regression Analysis and Time Series Analysis.

EDUCATION

Claremont Graduate University, Claremont, CA Dec.2016 MS Financial Engineering Relevant Coursework:

•Finance: Corporate Finance, Introduction to Accounting, Asset Management, Fixed Income, Financial Derivatives, Wall St. Prep (group weekend session)

•Mathematics: Applied Probability, Stochastic Processes, Mathematical Finance

•Risk Management: Introduction to Risk Management, Quantitative Risk Management, Operational Risk Management (masterclass with industry expert),

Model Risk Management (masterclass with industry expert)

Birla Institute of Technology, Ranchi June 2013

BE Computer Science

CFA Level II Candidate June 2018

Knowledge areas: Ethical Standards, Quantitative Analysis, Financial Reporting and Analysis, Economics, Fixed Income, Derivatives, Alternate Investments, Equities, Portfolio Management

FRM Level I Candidate Nov. 2017

Knowledge areas: Foundations of Risk, Risk Models and Valuation, Financial Products, Quantitative Analysis, Ethical Standards

EXPERIENCE

Plateau Asset Management, Boston, MA May 2016 – Sept. 2016 Analyst (Intern)

•Conducted financial analysis focusing on acquiring, developing, and actively managing a single small to medium sized business with revenues of $2 million to $30 million.

•Generated target lists, drafted correspondences, and conducted broker and owner outreach to increase deal flow sourcing.

•Conducted Industry research based on quantitative and qualitative approaches and developed reports to management.

•Developed a comparable-based approach based model for the firm, in order to value target firms and provided monthly reports to executive management of potential acquisitions.

HLRE Investments, Dubai, U.A.E. Sep.2013 - Present Financial Analyst

•Managed the submittal of necessary documents concerning real property management, operations, maintenance, and capital improvement projects.

•Created standard deck of financial performance charts and procedures and implemented monthly reporting processes to Executive management.

•Negotiated and managed leases and service agreements, reciprocal easements and construction agreements; monitored and controlled expenditures.

•Provided financial analysis support including NPV and IRR analysis of various projects and reported to management.

•Secured data from multiple sources to develop and produce reports to aid strategic business decisions.

PROJECTS

Credit Risk Modelling July 2016 – Dec.2016

•Researched and Implemented the Merton model to calculate the PD (Probability of default) of varioius BHC’s.

Exploratory Data Analysis and Monte Carlo Simulation Sep.2015 – Dec 2015

•Estimated missing data using Linear Interpolation, Regression based EM and Brownian Bridge approach and carried tests on the dataset for Skewness, Kurtosis and serial autocorrelations.

•Determined the covariance and correlation matrices for the dataset and performed Eigenvector decomposition to generate correlated random variables which were used to generate a simulated P&L table for estimating VAR using Monte Carlo approach.

Stress testing and Back testing Sep.2015 – Dec.2015

•Back tested the VaR of a bond portfolio of the past 2 years for a 95% and 99% confidence interval.

•Stress tested a portfolio consisting of Commodities, Currencies and Interest rate swaps over the crisis period ranging (7/1/08 – 12/31/08) in order to calculate the implied P/L of the portfolio.

Portfolio Construction for the Henry Kravis Endowment Fund Sep.2015- Dec.2015

•Led the research team to construct, back test and stress test a portfolio consisting of small-mid cap stocks, emerging market stocks, fixed income and REITS, relative to beating the S&P 500 Index, based on previous year’s historical return.

ADDITIONAL SKILLS

Programming Languages: C, C++, MATLAB, R, SQL, VBA. Technical: MS Office, Bloomberg Terminal, Accounting (GAAP & IFRS), Financial Modelling, Risk Analysis, Regression Analysis, Time Series Analysis, CCAR, DFAST, Credit Risk.

Contact this candidate