Quantitative Analyst

******@***.********* edu 929-***-**** GONZALEZ https://www.linkedin.CORSSEN com/in/cgonzalezcorssen/ EDUCATION

NEW YORK UNIVERSITY, TANDON SCHOOL OF ENGINEERING Brooklyn, NY Master of Science in Financial Engineering GPA: 4.0/4.0 Expected 05/21 ADOLFO IBAÑEZ UNIVERSITY (UAI) Santiago, Chile

Master of Science in Financial Engineering GPA: 3.8/4.0 (Rank: 2 of 35) 06/18 Bachelor of Science in Industrial Engineering GPA: 3.5/4.0 (Rank: 3 of 146) 05/18

TECHNICAL SKILLS / CERTIFICATIONS / LANGUAGES

• Skills: Python, R, C++, MATLAB, Excel VBA, Java, LaTeX, and PHP.

• Certifications: Bloomberg Market Concepts.

• Languages: Fluent in Spanish and English.

COURSEWORK HIGHLIGHTS

• Finance: Financial Mgmt., Equity Derivatives, Fixed Income Derivatives, Dynamic Asset Allocation, Corporate Finance, International Finance, Quantitative Risk Mgmt., and Valuation. Fall 2020: Statistical Arbitrage and Active Portfolio Mgmt.

• Others: Stochastic Calculus, Differential Equations, Statistical Methods, Optimization, Machine Learning, Financial Computing, and Numerical & Simulations Techniques. Fall 2020: High Frequency Trading, News Analytics, and Quantitative Trading. EXPERIENCE

SOROS FUND MANAGEMENT, New York, NY

Quantitative Intern and Developer, Macro team.

06/20 - 8/20

• Elaborated a graphical macroeconomic framework by countries, a canned analysis for different FX, and real-time data equities monitors, using Python code embedded in Microsoft Excel for the Macro team.

• Worked with Quantitative Developer team on expanding the investment tools library and creating a GUI for a Macro portfolio. STRATAGEMMA TRADING SYSTEMS SPA, Santiago, Chile

Quantitative Financial Analyst, Analytics and Data Science 04/18 - 07/19

• Developed quantitative investment models based on R algorithms, tracking error, minimum volatility, risk parities, dynamic MVO, and pairs trading, to enhance portfolios of BCI (commercial bank) and Mi Prevision (pension advisor).

• Conducted project for STARS (single family office), using financial and statistical tools, including Value at Risk and stress test; diversified portfolio risk and minimized volatility of its asset classes: equities, fixed income, and structured products.

• Collaborated in business restructuring, automating factor decompositions analysis, performance attributions, option pricing models, and risk analysis; reduced firm’s time to market by more than 50% and improved productivity. TYNDALL GROUP, Santiago, Chile

Financial Analyst, M&A Division

01/17 - 03/17

• Led project consisted to value salmon company assets through discounted cash flows methodology, considering inventory, working capital and expected growth over 15 years.

• Implemented economic scenarios forecasts, evaluating corporate decisions, calculating valuations and reporting sensitivity analysis. Valuation allowed firm to be sold for US$ 317 million. RESEARCH / ACADEMIC PROJECTS / FINANCIAL MODELLING FINANCIAL ENGINEERING THESIS: UAI, Santiago, Chile Optimal Investment with Benchmarking in Chile

10/17 - 02/18

• Generated dynamic investment strategy in Python, maximizing risk adjusted return for six Chilean equities.

• Programmed daily return and volatility models to minimize tracking error with benchmark, considering hedging demand.

• CAPSTONE Analyzed PROJECT: and tested model UAI, using Santiago, out-of-Chile sample data to prove replication efficiency. QBanking, Banco Internacional Administradora General de Fondos S.A 08/17 - 01/18

• Designed and built computer software using Python to manage liquidity and interest rate risk.

• Forecasted firm’s Balance Sheet, incorporating market conditions and calculating each risk metric required for commercial bank to model and record financial operations.

HONORS & AWARDS

• Honor Roll: 1st of 450 students in Industrial Engineering, UAI, 2014.

• Full-tuition scholarship: Academic excellence in Industrial Engineering, UAI, 2014 – 2017. EXTRACURRICULAR ACTIVITIES

• Graduate Teaching Assistant: MSFE (NYU): Numerical & Simulation Techniques – MSFE (UAI): International Finance.

• Volunteer in MUST Foundation: Financial Advisor for low income housing, 2015 – 2017.

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