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Quantitative Investment Analyst, Matlab, R, VBA, SQL, CFA Candidate

Location:
Newark, NJ
Posted:
April 20, 2015

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Resume:

JOHN MANGA-WILLIAMS

*** ******** ******, ******, ** 07105

Cell: 862-***-****, ****@****.***, **************@*****.***

OBJECTIVE AND SUMMARY

Interested in obtaining a position as a Quantitative Risk Management Analyst

Master of Science Candidate - Mathematical & Computational Finance at NJIT

Level III Candidate in the Chartered Financial Analyst (CFA) Program

EDUCATION

New Jersey Institute of Technology, NJIT- Department of Mathematical Sciences Newark, NJ

M.S. Mathematical and Computational Finance, Expected: May 2015- GPA 3.60

Previous Courses: Advanced Econometrics, Numerical Methods for Computation, Stochastic Calculus,

Mathematical Finance, Term Structure Models, Credit Risk Models, Data Management Systems Design,

Investment Analysis & Portfolio Theory, Mathematical & Computational Finance Project.

Current Courses: Partial Differential Equations for Finance, Systems (Monte Carlo) Simulation.

New Jersey Institute of Technology, NJIT- Newark College of Engineering Newark, NJ

B.S. Biomedical Engineering, May 2007-GPA 3.40

Honors Scholar-Albert Dorman Honors College

Project: The Design of a Postural Stability Sensor

Awards: Dean’s List multiple semesters, Guidant Foundation Research Award.

Chartered Financial Analyst, CFA Candidate-Level III

Currency Management, Risk Management Applications of Forwards, Futures, Swaps and Options Strategies,

Alternative Investment Portfolio Management, Asset Allocation, Equity & Fixed Income Portfolio Management,

Capital Markets Expectations, Financial Reporting & Analysis.

WORK EXPERIENCE

Prudential Fixed Income – Quantitative Modeling Research Group Newark, NJ

Quantitative Investment Summer Analyst (June 2014 – August 2014)

Manipulated large datasets using R. Analyzed individual bond distributions and compared them with sector

distributions. Developed a framework for measuring individual bond Libor OAS.

Computed a market weighted Libor Option Adjusted Spread (OASL) change and compared with the implied

OASL change data. Outlier detection & investigation of specific bond issuers in distribution.

Wilshire Hospitality Services II, LLC West Orange, NJ

Director of Management Services/Senior Financial Analyst (October 2007-December 2012)

Managed daily cash position of 3 separate legal entities. Cash Forecast Reporting & Analysis.

Analyzed key business operating metrics. Developed trends in the metrics & used it to forecast future

performance statistics. Led the financial statement generation, review and analysis process.

Analyzed pricing trends. Conducted competitive price analysis and developed optimization strategies.

PROJECTS

Project Topic: Collateralized Debt Obligations (CDO) Pricing Models- Gaussian & t Copulas using MATLAB

Project Topic: Investment Analysis & Portfolio Evaluation of a “fund of funds” using Excel & VBA

Project Topic: Analysis, Design and Implementation of a Database Management System using mySQL

SKILLS & OTHERS

SYM MYS ARPM Bootcamp: Advanced Risk & Portfolio Management Bootcamp by Attilio Meucci

Baruch MFE Master Class: Financial Regulation: Evolution & Current State by Ken Abbott (Morgan Stanley)

Leadership & Membership: President of African Students Association (2004-2005), IAQF Student Member

Programming Languages: C++ (in progress)

Other Software: VBA, Matlab, STATA, R, SQL, Microsoft Office Suite.



Contact this candidate