Pouya Sharifi

PERSONAL INFO

Phone

226-***-****

E-mail

ac9yky@r.postjobfree.com

SUMMARY OF QUALIFICATION

• Well-developed knowledge of quantitative finance, value at risk (VAR), derivatives pricing and credit risk modeling (PD, LGD, and EAD)

• 3 years of working experience in quantitative data analytics, led testing and validated model

• Strong analytical and problem-solving skills with extensive experience in numerical and computational method such as numerical PDE, finite difference method and monte carlo approach

• Strong background in statistical method such as regression and time series

• Expert knowledge developing stat-model in Python/ Numpy & Pandas

• Enrolment in FRM program (Exam on November,2019) SKILLS

• Strong Communication

Skills

• Quick Learner

• Goal-Oriented

• Project Management

• Team Management

• Creative Researcher

• Self-motivated

professional

EDUCATION

PhD (Sept 2012 - 2017)

Department of materials and Mechanical Engineering, Western University, Canada

MSc (Sept. 2010 – 2012)

Department of materials and Mechanical Engineering, Western University, Canada

BSc (Sept 2004 – 2009)

Metallurgy Engineering Iran University of Science and Technology (IUST), Iran WORK EXPERIENCE

Research Quantitative Analyst (Sep 2017-Dec 2018)

Western, London, Ontario, Canada

• Development of a predictive model, validation of model, identify and recommend improvements (success rate of predictive model= 95%)

• Supported research insights with quantitative analysis of datasets using Matlab and Microsoft Excel

• Unstructured data converted to structured data, analysis and visualization of data, interpretation and authored technical report for per month Quantitative Analyst (Jul2013-2016)

Canmet, Hamilton, Ontario, Canada

• Performed statistical analysis and modeling

• Conducted a numerical project in Matlab to estimate the quality properties of products

• Designed and conducted a predicting model that led in 20% improvement in the properties factors

• Created, maintained, and communicated detailed and automated reporting models using SQL, VBA and Excel to assist research scientist manager COMPUTER SKILLS

• Matlab (Expert)

• VBA (Advanced)

• Python (Advanced)

• SQL (Good)

• SAS (Good)

• R (Good)

• Derivatives pricing

• Stochastic Calculation

• Regression and Time

series

• Statistics for Data

Science

PS

Key Courses

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