Manager Data
Resume:
Mihaela Adriana
Nistor
University of Bucharest
Bucharest, Romania
B **************.******@*****.***
"The only way to do great work is to love what
you do." - Steve Jobs
Intro
I am a creative, quick to adapt, enterprising professional who is able to achieve competency in both academic or technical activities. My driving passion is to gain insight from the vast amount of available data and to put newly accumulated knowledge to good use in a professional environment. While delivering my best results, being part of a team or working individually is equally satisfying.
Work Experience
Feb 2020–
present
Teaching Assistant, University of Bucharest, Bucharest - Romania. I am holding a Probability Theory seminar for second-year undergraduate students, covering complementary lecture notes, problems and partial grading of students’ activity. While the main goal is to assist students in their work, I successfully highlighted my personal experience, linking theory, and industry practice, and at the same time followed imposed academic objectives. Sep 2018–
Jan 2020
Quantitative Researcher, WorldQuant, LLC., Bucharest - Romania.
{ While working at WorldQuant I was given the opportunity to prove my achieved mastery in problem-solving, analytical thinking, and mathematics. The main objective consisted of Alpha research which I conducted in a professional manner, proactively using concepts from areas like Portfolio Management, Risk Management, and Trading Strategies.
{ Achieved understanding of different markets by gaining insight from available datasets or from personal processing of raw data. Due to my academic background, I was able to use research papers or my own ideas, making the best use of market understanding trough mathematical thinking, finally obtaining profitable Alphas.
{ My practical scripting skills allowed me to successfully deploy, test and analyze alphas from different points of view such as profitability. In order to increase my efficiency and the volume of processed alphas, I managed to automate such tasks using Python and Linux environment. Sep 2018–
Jan 2020
Quantitative Researcher, WorldQuant, LLC., Bucharest - Romania.
{ Studied available documentation such as Index Methodology and collaborated with other researchers on innovative projects. At the same time, this led to writing an article titled "Zero-Sum and Other Statistical Games" for WorldQuant’s Journal (Thought Leadership). Although it was a team achievement, I was the first woman to even participate in writing for the journal.
{ I was selected to attend "Women in Data Science (WiDS)" in the USA which proved to be an empowering experience and a perfect occasion to create bonds with reputable researchers around the world. Jul 2016–
Aug 2018
Actuarial Analyst, Allianz Technology, Bucharest - Romania.
{ I worked as support for Allianz Global Benefits in the processes of pooling, captive, and underwriting. I was in active collaboration with the team in Munich and with the Network Insurers all over the world.
{ I took part in the main process of collecting local data from Network Insurers and took responsibility for data quality checks and data aggregation. Moreover, I personally assisted with information and training so that data collection could be successfully completed.
{ I actively worked with internal DWH, both uploading and extracting data using SQL and at the same time prepared pooling and captive reports for multinational clients.
{ I was entrusted with risk assessment management, deciding whether a busi- ness should be accepted or not. Furthermore, I supervised the development of new risk assessment tools and facilitated communication between developers and the head of finance.
Aug 2015–
Jul 2016
Redactor, Sigma Publishing House, Bucharest - Romania. This was a part-time remote job that consisted of working with Sigma Publishing Online Platform. I was responsible for elaborating, checking and editing problems for different mathematical contests. Education
2017–present PhD in Mathematics, University of Bucharest, Romania. Actively researching the correlation between different financial instruments and coherent risk measures. The main application is related to the optimization of capital requirements.
2015–2017 Master’s Degree (Mathematics), University of Bucharest, Romania. Top 10% student ranking
2012–2015 Bachelor’s Degree (Mathematics), University of Bucharest, Romania.
Top 5% student ranking
Trainings
2–10 Jul
2018
Regional Romanian–French Summer School in Applied Math . I familiarized myself with computational statistics and mathematical deter- ministic modelling.
Mar–Jun
2016
Risk Academy BCR.
Gained basic understanding of economic and business concepts applied in Retail Banking. I was familiarized with distribution of loss portfolio, economic capital formula, RWA formula in Basel II and capital regulations. Finally, the workshop ended with building a credit scorecard.
Apr 2016 Risk Management Workshop.
{ Attended technical presentations
{ Presented a team project: We had to decide if it would be better to invest in a real estate project or in a hedge fund and to convince the jury to invest in our project.
Jul 2016 Regional Romanian-French Summer School in Applied Math . I had the opportunity to meet researchers in the fields of Mathematics and briefly understand what they are working at.
Computer Skills
• Python (Pandas, NumPy,
Matplotlib, Seaborn)
• SQL
• C++ (basic)
• Latex
• Linux Operating System
• Microsoft Office tools
(ECDL Cert.)
• Git
• Salesforce/Confluence
Awards
Institute and Faculty of Actuaries London.
Probability and Mathematical Statistics (CT3) - passed SEEMOUS 2013 (South Eastern European Math. Olympiad). Silver medal
IMC 2013 (International Math. Competition for University Students). Third Prize
National Mathematical Olympiad 2012 .
Bronze medal, qualification for the first selection test for the National Team of Mathematics (for IMO and BMO)
National Mathematical Olympiad 2011 .
Silver medal, MECT mention, member of the National Romanian Team of Mathematics
National Mathematical Olympiad 2010 .
Silver medal, MECT mention, qualification for the first selection test for the National Team of Mathematics
National Mathematical Olympiad 2008 .
Bronze medal, MECT mention
TMMATE .
-National stage: 2nd Prize
-International stage: 3rd Prize
The Clock – Tower School .
Bronze medal
References
Person Email Company & Job Title
{ Ionel Popescu
{ Istvan Maricza
{ Dorin Badea
{ Rohit Agrawal
{ Radu Prejban
{ *******@*****.***
{ Istvan.Maricza
@worldquant.com
{ Dorin.Badea
@worldquant.com
{ Rohit.Agarwal
@worldquant.com
{ radu.prejban
@allianz.com
{ Faculty of Mathematics,
University of Bucharest -
Prof. Dr.
{ WorldQuant, LLC -
Gen. Chief Research Officer,
Gen. Manager of the research
(Hungary) and technology
{ WorldQuant, LLC -
General Manager (Romania)
{ WorldQuant, LLC -
Reg. Chief Research Officer,
Global Research Director and
Deputy General Manager
{ Allianz Technology -
Team Manager Life Actuarial
Services
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