CATHERINE SHALEN

773-***-**** ad3u09@r.postjobfree.com linkedin.com/in/catherine-shalen-a78b236

FINANCIAL MARKETS DATA ANALYSIS RESEARCH PRODUCT DEVELOPMENT TECHNICAL WRITING

~ Specialist in Derivative Markets and Mathematical Finance ~

Expert in quantitative methods for financial economics. Expert derivative index developer. Specialist in volatility. Experienced data analyst, working knowledge of Python and machine learning algorithms. Highly developed analytical and problem-solving skills. Superior technical writing and communication skills.

CURRENT PROJECTS

New methodology to generate index option overlays

New volatility products.

PROFESSIONAL EXPERIENCE

CHICAGO BOARD of OPTIONS EXCHANGE, Chicago, IL 2002 – 2018

Director, Research and Product Development

Launched CBOE index initiative with hallmark derivative benchmarks, e.g. SKEW, VVIX, VXTH, PUT, CLL.

Member of team that developed VIX derivatives .

Conducted market research and developed new derivative products across asset classes. Developed CBOE credit derivatives based.

Wrote research articles and white papers for CBOE products, including a paper on VIX, SKEW and estimation of recovery risk for defaultable debt

CATHERINE SHALEN 773-***-**** PAGE TWO

EDUCATION

Doctor of Philosophy (PhD), Money and Banking,

Columbia University Graduate School of Business, New York, NY

Master of Business Administration (MBA)

Columbia University Graduate School of Business, New York, NY

Bachelor of Arts (BA), Mathematics, Magna cum Laude

Harvard University, Cambridge, MA

LANGUAGE

Bilingual, Fluent in English and French

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