B. Arthur Romero

385-***-**** · adx705@r.postjobfree.com · Salt Lake City · linkedin.com/in/romero-arth EDUCATION

University of Utah, Salt Lake City, UT

Master of Science, Finance, Computational Finance Track Aug 2022 – May 2023

Current GPA 3.75/4.000

2022-2023 Full Merit Scholarship

Relevant Coursework: Hedging and Arbitrage-Based Pricing Strategies, Financial Modeling, Financial Programming, Investments and Portfolio Management, Business Valuation Analysis, Private Equity Buy-Outs, Financial Accounting,

Brigham Young University, Provo, UT

Bachelor of Science, Economics, Data Science Track Jan 2017 – Aug 2021

2020 and 2021 Economics Internship Grant Scholarship

Relevant Coursework Topics: Advanced Econometrics, Applied Econometrics, Statistical Data Mining, Financial Economics, Machine Learning Economics RELEVANT EXPERIENCE

Zions Bancorporation, Salt Lake City, UT

Credit Risk Analyst Intern May 2023 – Aug 2023

Developed SQL and Python algorithms to merge 2.15 million unstructured alternative loan commercial data. Created multiple stationary and deseasonalized time-series for modeling the change in criticized loan grades within Zions Bancorporation's commercial loans portfolio.

Currently leveraging machine learning, statistical techniques, and financial econometrics to establish predictive relationships between the behavior of financial variables and criticized loan grades in Zions Bancorporation's commercial loan portfolio, seeking to yield significant enhancements in risk measures, effectively managing potential changes in criticized loans and strengthening the overall risk profile of the commercial loan portfolio. Quinoa LLC, Remote / Salt Lake City, UT

Financial Research Analyst / Co-Owner Aug 2021 – Apr 2022

Used investment research, statistical, and machine learning methods to develop an unsystematic risk diversified optimal equity investment portfolio with a semi-annual 15.4% return from more than 3000 ETFs, even with unexpected factors like the Russian-Ukrainian War or excessive US inflation

Extracted millions of ETF prices and forecast (estimated) them in the short-term with low statistical error and high testing accuracy of 82% using LSTM, SARIMA, and regression analysis

Performed hierarchical equal risk contribution, nested clustering optimization, and CAPM to create

+10 profitable ETF portfolios.

Morgan Stanley, South Jordan, UT

Junior Financial Analyst Feb 2022 – Apr 2022

Analyzed and fixed +45,000 reconciliations of financial fixed income and equity trades errors daily using multiple specific workflows and databases to reflect accurate reports on the gain/loss assets held from thousands of customers accounts

Collaborated with specialized teams to ensure +100 Morgan Stanley clients’ financial trades of previous management accurately reflect their proper gains or losses Brigham Young University, Provo, UT Mar 2021 – Aug 2021 Research Assistant

Performed multiple EDA and linear regression analysis with STATA and python to understand the relationship that an academic major has on GPA grades for +4000 students from multiple US universities

Created an algorithm which automatically cleaned misspelled data errors from +2.5 million DUI records to have clean data for research with regards to the effects of DUI records on personal debt default

SKILLS/PERSONAL

Python, SQL, STATA, Excel, Bloomberg

CFA Candidate Level 1 (November 2023)

Project Management

Spanish (Fluent), English (Fluent), Portuguese (Fluent), French (Basic)

References: Robert Dubil (Professor University of Utah), Lars Lefgren (Professor Brigham Young University), Kevin Bates (Quantitative Analyst Zions Bancorporation),

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