Credit Investment Risk

Elie Kapengut

908-***-**** ****.********@*******.***

EDUCATION

Rutgers University Honors College New Brunswick, NJ B.S. in Mathematics, B.A. in Philosophy, Minor in Quantitative Economics; GPA: 3.98/4.00 May 2023

• Honors: Phi Beta Kappa, Henry Rutgers Scholar, Rutgers Trustee, SAS Excellence, 6x Dean’s List

• Relevant Coursework: Grad. Financial Economics; Algebra; Analysis; Econometrics; Stochastic Processes; Data Structures; Partial Differential Equations; Economics of Uncertainty; Int. Micro and Macroeconomics WORK & LEADERSHIP EXPERIENCE

Rutgers University Mathematics Department New Brunswick, NJ Pre-Calculus Part Time Lecturer Sep 2022 – Present

• Teach three classes of Pre-Calculus; assist students, proctor quizzes, and lecture

• Assist course coordinator in crafting weekly material to enhance student learning Rutgers University Economics Department New Brunswick, NJ Researcher w/ Professor Bruce Mizrach Jun 2022 – Present

• Published event study on microstructural impact from the Ethereum network “Merge”

• Studying network similarity before and after critical mass events Rutgers Undergraduate Student Assembly New Brunswick, NJ Judicial Councilor Feb 2021 – Present

• Interpret the RUSA Constitutions and governing documents in adjudication of disputes and lawsuits

• Authored majority opinion of the Council on four separate occasions Rutgers University Mathematics Department New Brunswick, NJ Researcher w/ Professors A. Shadi Tahvlidar-Zadeh, Eric Ling, Michael Kiessling Jun 2020 – Present

• Author of paper analyzing quantum energy eigenvalues of the Dirac Spectra with AMM in RWN Spacetime

• Developed dynamical systems approach to the problem; created algorithm to work with complex polynomials Rutgers Undergraduate Federal Reserve Challenge Team New Brunswick, NJ Team Captain Sep 2019 – Present

• Lead team in researching macro-economic indicators; write and present deck to FRBNY suggesting policy

• 2x Semi-Finalist; restructuring team to engage more students, building out mentoring and research teams American International Group New York, NY

Credit Risk Management Summer Intern June 2022 – August 2022

• Investigated recession-driven credit risk to AIG’s investment book; ensuing deck presented to the CFO, CIO

• Designed and implemented python model to extract credit premium risk on various bonds

• Assessed climate risk of commercial mortgage loan book and determined vendor needs to optimize project

• Created dashboard for tracking credit events in third party managed portfolios SKILLS, ACTIVITIES & INTERESTS

Languages: Native in Russian; Conversationally Proficient in Spanish Technical Skills: Python, Java, Maple, Stata, R, MATLAB, LaTeX Certifications & Training: Bloomberg Market Concepts Activities: Editor-in-Chief of Arete: Rutgers Philosophy Undergrad Journal, Juvenile Conference Committee, Rutgers Federal Advocacy Corp, Rutgers Undergraduate Student Assembly Judicial Councilor Interests: Chess, soccer, travel, hiking, movies. Favorite directors, authors: Nolan, Scorsese, Gladwell

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