Risk Analyst

Kushantha Fernando

*** ******** **, *** ***

Charlotte, NC 28262

Telephone: 980-***-**** e-mail: acy67g@r.postjobfree.com

EDUCATION

UNC Charlotte; Charlotte, NC August 2012 to Present

PhD in Applied Mathematics Expected Graduation May 2017

Concentration in Math Finance

Middle Tennessee State University; Murfreesboro, TN Graduated 2011

Masters in Mathematics

COURSEWORK:

Stochastic calculus 1, 2 Econometrics and Time Series Applied Multivariate Analysis

PDE for finance Financial Economics Statistical Learning

Mathematics of Risk Management Applied Probability 1, 2 Fixed Income and Securities

Financial Engineering and Risk Management 1 Portfolio and Risk Management

Interest Rate Models

ACTUARIAL EXAMS PASSED: Exam P Exam FM

SKILLS AND KNOWLEDGE ACQUIRED THROUGH EDUCATION AND EXPERIENCE

Programming Skills:

oData analysis using Python and R

oExcel, SQL, Tableau

Machine Learning and Data Mining

Data Analytics

Documentation

WORK EXPERIENCE

Data Scientist Intern at Commerce Signals May 2016 – August 2016

Teaching Assistant at UNCC August 2012 – Present

President of Mathematics Graduate Student Association August 2015 – Present

Lecturer at MTSU August 2011 – May 2012

Teaching Assistant at MTSU Aug 2009 – May 2011

PROJECTS AND PRESENTATIONS

PhD thesis – American Option Pricing Using HJM Methodology

oImplementing Multi-Factor HJM Model for Bond Data

oUsing Principal Component Analysis, Covariance Structure of the Data to Determine the Noise Factors

oImplementing Multi-Factor HJM Model for American Option Data

oUsing Forward Modelling (HJM ) Approach to Price American Type Derivatives

MS thesis – Pricing Asian Options using PDE and Monte Carlo Approaches

oDimensionality Reduction of Asian Option PDE

oDiscretization of Asian Option PDE

oInvestigate Asian Option Pricing Using MC Technique

oPricing Under Variance Reduction Techniques: Antithetic Variate and Control Variate Techniques

Data Analysis Projects in Python:

o2012 Presidential Election Data Project

oStock Market Analysis and Simulation for Google Finance data

oSurvival Analysis of Titanic Disaster for Kaggle Data Set

Projects in R

oCDC Death Statistics Analysis Using Principal Component Analysis

oMulti-class classification using Iris Data Set

oStatistical Learning Final Project : Involves Model Selection, Cross Validation, Hypothesis Testing and Regression Diagnostics for CDC Data

oPrincipal Component Regression on Battery Duration Dataset

Machine Learning Projects:

oBoston House Prices Analysis using Python Scikit Learn Module

oMulti-class Classification using Iris Data Set built into Python

oK-Nearest Neighbors Project Using Iris Data Set

oRandom Forest Project for LendingClub.com data to determine the probabilities of Customers Paying Back

oSVM Project Iris Data Set for Classification of Flower Types

oK Means Clustering Project to Distinguish Private and Government Universities based on Given Features for University Data Set

oLogistic Regression Project to Identify Whether a Customer has Seen an Advertisement or Not based on Given features for Advertising Dataset

oVarious Linear Regression Analysis Projects

PRESENTATIONS

oPresentation Based on MS Thesis at MTSU- Title : Pricing Asian Options Using PDE and Monte Carlo Approaches

oSummer Presentation Based on PhD Thesis at UNCC - Title : American Option Pricing Using HJM Methodology

oPresentation on Correspondence, Multiple Correspondence Analysis and K-modes algorithm at Charlotte R-Users Group

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