Financial Risk Managemen, R, Sas, Matlab, Excel, Trader
Resume:
Hasan Harun Kuyumcu
[**** Ashwood Parkway Apt. 1201]
[Atlanta, GA, 30338]
[*********@*****.***]
[linkedin.com/in/hhkuyumcu]
Summary Seeking a challenging position which engages my strong background in risk management, financial mathematics, data science and statistical modeling
Education MS, Mathematical Risk Management, GPA: 3.72 Georgia State University, Atlanta, GA
(Aug 2014 – Dec 2015)
BS, Financial Mathematics, GPA: 3.40
Istanbul Bilgi University, Istanbul, Turkey
(Sep 2005 – Jul 2009)
2nd place in the graduating class
Received full tuition academic scholarship (including intensive English)
Studied the effect of social taboo on the marriages in Turkey, tested with Box-Jenkins and STL time series model and found that taboo affects the rate of marriage in particular time period Related
Projects
Back-tested the value of the American options and analyzed the effectiveness of a Delta-Hedging strategy in the Black-Scholes Model using R
Developed and calibrated exotic option pricing models using Heston Model in R
Implemented American-style option pricing models using Monte-Carlo simulation with Rogers and Longstaff and Schwarz techniques in MATLAB
Estimated and compared Beta values (CAPM model) of underlying securities using OLS and Robust Estimation techniques in R
Developed Heston model with jump process in the stock return dynamics (focus on S&P 500) and compared the fitted prices to standard Black-Scholes model using R
Analyzed currency Hedging strategies of Aspen Technology
Examined the value chain for gold mining companies and examined performance of American Barrick Recourses Corp
Related
Coursework
Financial Econometrics
Financial Engineering
Financial Risk Modeling
Financial Risk Management
Interest Rate Models
Operations Research
Derivatives and Risk
Corporate Finance
Theory of Risk Sharing
Data Mining
Econometrics
Computer
Skills
R
MATLAB
Bloomberg Terminal
SAS
Microsoft Office
C++
Work
Experience
Trader in Foreign Exchange Desk
Turkiye Finans Participation Bank, Istanbul, Turkey
(Jan 2013 – Jul 2014)
Responsible for pricing and selling foreign exchange spots, forwards, bonds and other securities
Managed all trading activities including developing trading strategies, executing orders and building technical and macro analysis for the top net-worth private clients
Assisted senior trader to manage short term currency and precious metal positions of the bank Freelance Instructor, Istanbul, Turkey (Sep 2009 – Dec 2012)
Instructed students with various class sizes (1 to 10) in Finance, Mathematics and Microsoft Excel Volunteer Experience
Worked as a volunteer to restore one of the historical castles that were damaged during World War II and helped in archeological excavation in Karlovy Vary, Czech Republic (Jun 2008 – Jul 2008)
Worked as a volunteer to restore the environment that was destroyed due to coal mining in Leipzig, Germany (Jul 2007 – Sep 2007)
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