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Statistical Analysis

Location:
Bronx County, NY
Posted:
March 29, 2017

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Resume:

Edward Amoah Citizenship: USA

**** ******** ******, *****, ** 10453 Phone: (347) 404 - 1893 E-mail: aczj3i@r.postjobfree.com SUMMARY

Recent graduate looking to utilize the knowledge and skills gained from conducting academic research in the subject areas of Mathematics and Econometrics, in order to apply them to real-world problems in finance and insurance. ACTUARIAL EXAMS

Exam P/1 Passed September 2014

Exam C/4 Sitting October 2017

EDUCATION

Hunter College, City University of New York, New York, NY Bachelors & Masters of Arts in Statistics and Applied Mathematics: Double Major in Economics and Statistics, January 2017

Overall GPA: 3.2

Graduate GPA: 3.70

SKILLS/ QUALIFICATIONS

Quantitative Skills: ARIMA and ARCH/GARCH time series modeling/regression and forecasting, Generalized Linear modeling for numerical and categorical data regression analysis, Econometric analysis Programming: R, MATLAB, STATA

Computer Skills: MS Excel, LaTeX

ACADEMIC/RESEARCH EXPERIENCE

Hunter College, City University of New York, New York, NY September 2015 - November 2016 Department of Mathematics and Statistics, Student

Consolidated my knowledge of mathematics, statistics, and economics in order to conduct research into the field of mathematical finance and to produce a case study on the subject of interest rate modeling.

Graduate Research Paper: "Using Stochastic Processes to Model the Evolution of the Term Structure of Interest Rates." o Calibrated the parameters of the Vasicek and Cox-Ingersoll-Ross short rate models to Federal Reserve interest rate data by utilizing techniques such as OLS, MLE, and the Kalman Filter. o Used calibrated short rate model parameters, along with Monte Carlo simulation and partial stochastic differential equations, to simulate possible interest rate paths over a period of 120 days. o Utilized summary statistics derived from the simulated interest rates to generate a forecast of the change in the term structure over a period of 4 months

o Compared the results given by the short rate models with forecasts generated by other widely used models such as the Nelson-Siegel model.

NOYCE Teachers Scholarship Program, New York, NY June 2011-August 2012

Interned as a mathematics tutor/teaching assistant.

Gained valuable knowledge about developing and applying my communication skills in order to effectively explain mathematical concepts to secondary school students. EMPLOYMENT HISTORY

GO Project, New York, NY Summer 2013, Summer 2014, Summer 2015 Teaching Assistant

Given the responsibility of supervising a class of 10-15 Middle School Students.

Provided instructional and classroom management support to teachers.

Collaborated with teachers and other teaching assistants to manage student behavior plans.

Provided extra educational support in the subject area of Mathematics. REFERENCES

Subir Dhamoon, Research Supervisor, Royal Bank of Canada-RBC Capital Markets, Phone: (212) 428 - 6200, email: aczj3i@r.postjobfree.com

Mattie Guishard, Supervisor, GO Project, email: aczj3i@r.postjobfree.com Kenny Robinson, Mentor, School of Education, Phone: (212) 772 - 4038



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