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.