Machine Learning Global Markets

YAAKOV HELMAN

**** *********** ** *****, ** 104**-***-*** 8338 *************@*****.***

EXPERIENCE

Global Markets Analyst/Associate

Goldman Sachs, New York, NY July 2020 - Present

• Quantitative strategist on the FX and Fixed Income Emerging Markets desk.

• Maintain and improve the primary marking tool for the desk.

• Develop auto-marking systems using Kalman filtering.

• Construct models to quantify risk metrics.

• Employ principal components analysis (PCA) to model interest rate risk to decrease dimensionality, provide an intuitive interpretation of risk, and allow for scenario analysis.

• Develop, improve, and maintain the desk’s models for pricing, curve construction, and

• risk.

• Work with traders to research, back-test, and implement quantitative trading strategies. Global Markets Intern

Goldman Sachs, New York, NY May – August 2019

• Rotated between desks in the Global Markets Division as a quantitative strategist.

• Created a model to price a Brazilian inflation linked derivative, including researching pricing theory, accounting for local market conventions, and developing software to

• implement pricing.

Laboratory Assistant

MIT Operations Research Laboratory, Cambridge, MA May – August 2019

• Participated on a project with Empresas CMPC, a South American paper goods manufacturer, using data analytics and machine learning to analyze consumer purchasing patterns and optimize production. EDUCATION

Bachelor of Science, Mathematics and Computer Science Massachusetts Institute of Technology, Cambridge, MA 2016 – 2020 SKILLS

• Experience in algorithm development, financial engineering, machine learning, and data analysis.

• Proficient in Python, Java, C, and R

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