Quantitative Anlyst

Hossein Ghodsi

**** ******* ***., **********, ** 19401

215-***-**** ***.******@*****.*** www.linkedin.com/in/hosseinghodsi EDUCATION

Temple University Philadelphia, PA

Ph.D. in Mechanical Engineering, GPA: 3.92 / 4.00 Jan. 2012 – Dec. 2015

Developed and implemented new methods, algorithms and codes for molecular dynamics (MD) simulations to study the effects of genetic mutations on collagen molecule mechanical properties

Experienced with parallel programming; extensively used HPC clusters for my computationally prohibitive MD simulations

Analyzed large quantity of research data with significant variability, utilized extensive MATLAB and MS Excel/VBA optimization codes to develop a multi-scale constitutive model of collagen

Awarded the highly competitive $12,000 graduate school fellowship based on the doctoral academic success Sharif University of Technology Tehran, Iran

Master of Science in Structural Engineering, Sept. 2007 – Feb. 2010

Studied the mechanical behavior of proteins using molecular dynamics simulations, code developed using Fortran language

A warded Iran Nanotechnology Initiative Graduate Research Scholarship in recognition of publishing high-impact research study, top 5% of 3000 applicants, amount of about $6000

Developed an advanced finite element method (FEM) code using Matlab

Ranked top 0.5% in national M.Sc. engineering entrance exam of 2006 (98 out of 20000 applicants) Azad University Tehran, Iran

Bachelor of Science in Engineering, Sept. 2003 – July 2007

Ranked top 0.1% in national college entrance exam of 2003 (1,032 out of 1,200,000 applicants) PROFESSIONAL DEVELOPMENT

Fitch Learning June 2015 – Jan. 2016

Certificate in Quantitative Finance (CQF)

Priced fair spreads for a basket credit default swaps (CDS) with 5 reference names using the sampling from different copula algorithms; successfully priced 1st- to 5th-to-default spreads; implemented in Matlab

Developed a Matlab code to calculate the credit valuation adjustment (CVA) to the price of an interest rate swap contract; estimated expected exposure (EE)

Priced zero coupon bonds with different maturities using HJM interest rate model; successfully implemented in MATLAB

Bootstrapped implied default probabilities (PD) based on CDS market data; Used Merton’s and Black & Cox Model to estimate credit spreads and probabilities of default of companies with different amount of equity and debt

Utilized Monte Carlo simulations and finite difference methods to price different types of options including vanilla, binary, and barrier; estimated the Greeks for each option; implemented in C++ and VBA

Developed and Implemented a VBA code to optimize a portfolio composed of risky assets, calculated the asset allocations

Modeled stochastic volatility using historical Value-at-Risk (VaR) and GARCH methods on FTSE100 and S&P500 indices Investment Banking Institute New York, NY

Intensive 4-week financial modeling and valuation training program May 2014

Performed company valuations utilizing (i) comparable public company analysis, (ii) precedent transactions analysis and (iii) discounted cash flow (DCF) analysis

Built fully-integrated financial statements projection model, LBO model, accretion/dilution merger models John Hopkins University, Data Science specializations Apr. 2014 – May 2015

Covered formulating relevant questions and hypotheses, Identifying and obtaining data set to generate statistical evidence communicated in written form, building models based on the data, design, and statistical inference WORK EXPERIENCE

Temple University Philadelphia, PA

Adjunct Instructor Aug. 2013 – Dec. 2014

Developed and instructed the curriculum for a full semester to more than 150 undergraduate students, received excellent student evaluation scores that surpassed course benchmark for teaching quality (4.9 out of 5), with course benchmark of 4.2 out 5 Koohsaran Co. Tehran, Iran

Consulting Engineer June 2009 – Aug. 2011

Assigned as consulting engineer to provide 5 leading engineering firms with planning and design of HVAC systems, and absorption chillers; supervised implementation of the project on the budget and schedule

Performed detailed technical and financial studies on company products generated comprehensive reports and presented to clients in more than 15 sale negotiations, resulted in 10 contracts valued over $1M PUBLICATIONS

Ghodsi, H., Darvish, Investigation of Mechanisms of Viscoelastic Behavior of Collagen Molecule. JMBBM, 2015, Vol. 51 Ghodsi, H., Kazemi, Elastic Properties of Actin Assemblies in Different States of Nucleotide Binding. Cell.Mol.Bioeng. 2012, 5(1) SKILLS

Language: English: Fluent Persian: Native language German: Limited conversational proficiency Computer: Experience with programming languages: MATLAB, VBA, C++, R, Python Proficient in Microsoft Windows and Office suite, experience with LINUX system

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