Resume

Sign in

Analyst Management

Location:
Boston, MA
Posted:
August 05, 2012

Contact this candidate

Resume:

MARVIN NANA AKUFFO

*** *********** ******

BOSTON – MA 02115

pba9pb@r.postjobfree.com Cell #:857-***-****

OBJECTIVE.

To secure a quantitative analyst position/financial analyst that utilizes my knowledge and skills in quantitative analysis and finance.

PROFILE.

Solid knowledge in mathematical finance and quantitative risk analysis.

Good at analyzing financial statement and market trends.

Efficient in conducting analysis using SPSS, R and writing statistical report on the analysis for recommendation or decision making.

EDUCATION.

Boston Graduate School of Management Boston- MA

Candidate of Masters of Science, Mathematical Finance (Financial Eng.) 08/2011-01/2013

Mathematics & Statistics: Numerical solution of differential Equations (ODE/PDE), probability and stochastic process, statistical methods and inferences, applied time series.

Stochastic Calculus: Brownian motion & SDEs, martingale theory, derivation of the Black-Scholes model and Greeks, pricing and hedging of contingent claims/options, change of measure and numeraire, stochastic optimal control, short-rate model and market completeness.

Economics and Finance: fixed income securities, credit analysis, corporate risk management portfolio theory, market completeness and pricing by arbitrage-CRR model, asset pricing.

Computational modeling projects: Monte Carlo simulation, pricing modeling for vanilla and exotic option, Bond pricing with CIR model. Time series for forecasting using ARIMA model, volatility analysis using ARCH and GARCH model;

Principal component analysis of time series (economic data); multivariate GARCH analysis of conditional return and volatility spill.

UNIVERSTY OF GHANA. Accra-Ghana

Bachelor degree in Mathematics & Statistics - 3.65/4 08/2006-05/2010

WORK EXPERIENCE.

SIGMA CONSULT LTD Accra-Ghana

Research Data Analyst 05/2009-06/2011

Formulation of statistical methods to investigate hypothesis and conduct of independent analysis requiring formal statistical test using SPSS /R.

Prepare statistical report for recommendation.

UNIVERSITY OF GHANA. Accra-Ghana

Teaching Assistant, Mathematics Department 08/2010-07/2011

Undertake tutorials and course lectures

Grading of assignments of students at level 100 in a class of average size of 30 students.

Supervising students during mid-term exams.



Contact this candidate