Quantitative Research Analyst

Location:

Posted:

May 04, 2009

Experience

QUANTITATIVE RESEARCH ASSOCIATE, BLACKROCK ALTERNATIVE ADVISORS, SEATTLE, WA, 2005-2007

Evaluated quantitatively driven investment programs for Hedge Fund managers investing in complex, model driven strategies (i.e.

Statistical Arbitrage, Quantitative Equity). Researched and reviewed funded managers to quantitatively identify investment process

edges, edge erosion, and investment program drift. Monitored, researched, and presented all significant developments within the

model driven space to Portfolio Managers. Responded to ad-hoc quantitative modeling requests from the CIO and the Heads of

Research, Absolute Return Strategies, and Risk Management. Developed bespoke risk management models to estimated liquidity

and investment risks. Assisted portfolio managers in portfolio construction evaluation and preparing performance attribution reports.

Developed internal and validated external pricing models for exotic derivatives, dynamically leveraged separate accounts,

CDOs, and other nonlinear investments. Maintained a Hedge Fund universe investment database and developed an internal tool to

scrub the hedge fund data to ensure the highest industry-wide data quality. Developed ad-hoc compliance models to address

complex requests raised by institutional clients. Designed proprietary risk management reporting tools and lead a team of internal

software engineers through its development and deployment.

THEORETICAL PHYSICS RESEARCH ASSISTANT, BRIGHAM YOUNG UNIVERSITY, PROVO, UT, 2003-2004

Researched the proposed model for spin separation through the longitudinal Stern-Gerlach. Developed the associated mathematical

model and simulated the spin separation under semi-classical and full quantum mechanical assumptions. Discovered and corrected

previously published semi-classical mathematical model errors. Presented the full findings at the Four Corners regional

meeting of the American Institute of Physics and at the Brigham Young University Spring Research Conference. Research was later

published as my senior thesis.

NANOTECHNOLOGY LABORATORY LEAD RESEARCH ASSISTANT, BRIGHAM YOUNG UNIVERSITY, PROVO, UT, 2001-2003

Lead a team of research assistants through experimental nanocrystal research. Presented weekly research findings and data to the

lead faculty researcher and Nanotechnology Research Group. Designed, constructed and calibrated experimental control hardware

and software.

VOLUNTARY REPRESENTATIVE, CHURCH OF JESUS CHRIST OF LATTER-DAY SAINTS, EUGENE, OR, 1998-2000

Served as a bilingual (Spanish/English) instructor and translator for migrant Spanish-speaking individuals and families of rural Oregon.

Oversaw the completion of multiple service projects.

Education

Technische Universiteit Kaiserslautern/Johannes Kepler Universiteit

MS Industrial Mathematics - Financial Mathematics emphasis (2010)

European Union Erasmus Mundus Scholarship

Brigham Young University

BS Physics and Minor in Mathematics (2004), 3.6 GPA

A- in MBA 626 - Derivatives and Fixed Income

Skills

Expert: MATLAB, Excel, VBA, R, Monte Carlo Simulation

Intermediate: Access, SQL, FactSet, Bloomberg, Option Pricing Theory, Stress Testing, Scenario Testing, Factor Modeling,

Finite Difference Methods, Value-at-Risk Analysis, LaTeX

Awards

Eagle Scout - Boy Scouts of America, European Union Erasmus Mundus Scholar, Student Ambassador to Hungary/Austria - People

to People Program, Youth Freedom Leadership Scholarship - Freedom Foundation at Valley Forge