Alvin Adisusanto 26 Prospect Avenue Princeton, NJ 08540
[email protected]
Education Princeton University, Bendheim Center for Finance Princeton, NJ Candidate for Master in Finance Expected May 2011 • GRE: 800/800 Quantitative, 600/800 Verbal, 5.0/6.0 Analytical Writing. • Expected Coursework: Asset Pricing, Modern Regression and Applied Time Series, Financial Econometrics, Risk Management, Corporate Finance and Financial Accounting, Fixed-Income Models, Strategy & Information. Brown University Providence, RI BSc. in Applied Mathematics – Economics May 2009 • GPA: 3.83/4.00. Member of Omicron Delta Epsilon (Honors Society in Economics). • Relevant Coursework: Investments I & II, Econometrics I & II (Cross-sectional & Time-series Data), Operations Research (Linear & Probabilistic Models), Probability, Mathematical Statistics, Mathematical Analysis of Single Variable, Introduction to Object-Oriented Programming, Monte Carlo Methods with Applications in Finance.
Work Experience JPMorgan Investment Management, Co. New York, NY Summer Intern, Private Equity Group Summer 2008 • Assisted portfolio managers in the due diligence process of a potential ~$100m investment in a top-quartile telecommunications and media VC fund. Analyzed executed deals, partners’ performance, and fund strategy. • Researched investment universe of listed private equity firms. Tested hypothetical portfolios under distressed scenarios. Results were used to structure a JPMorgan mutual fund, which focused on private equity as an asset class. • Participated in 4 direct investment discussions over the summer. Opportunities were in enterprise software development, broadcasting tower acquisitions and restaurants in New York City. Prince Street Capital Management New York, NY Summer Intern, Emerging Markets Investment Summer 2007 • Monitored Philippines TV media sector; participated in IPO roadshows and conference calls for related companies. • Provided liquidity and scalability analysis for the investment portfolio, which consisted of over 40 securities. • Managed cross-currency financing and confirmation notices to support trading executions. Brown University, Economics Department Providence, RI Teaching Assistant, Principles of Economics (ECON0110) September 2007 – May 2009 • Prepared weekly recitations for over fifty students, in which materials and relevant news were discussed. • Held weekly office hours, graded assignments, and proctored exams.
Leadership Experience Brown University, Division of Applied Mathematics Providence, RI Co-Founder/President of Department Undergraduate Group March 2008 – May 2009 • Helped initiate discussions with department chairs that resulted in the successful founding of the group. • Managed to secure US$2000 for funding in first year of establishment, to be used for undergraduate social and talks. • Established student-faculty lunches to explore current research topics and possible undergraduate participation. Brown University, Economics Department Providence, RI Publicity Chair of Department Undergraduate Group August 2006 – August 2008 • Oversaw publicity for events and meetings; cooperated with various groups in the university for joint events. • Presented event evaluations to measure group campus visibility. Brown University Tsunami Relief Fund Providence, RI Fundraising Team August 2005 – February 2006 • Raised awareness through campus outreach to promote a fundraising night, Tsunami Night Bazaar. • Solicited local business for support; helped coordinate the production effort to bring together the fundraising night. • Raised over US$3000 in cash, which was donated directly to a local fisherman association to help rebuilding efforts.
Skills, Interests & Other Information • • •
Language skills: Indonesian (native), English (fluent). Proficient in MS Word, Excel, MATLAB. Intermediate knowledge in R and STATA. Enjoy teaching, cooking shows, computer strategy games, and NBA basketball. A fan of Arsenal FC.
BJARNE
ABRAHAMSEN
E‐mail:
[email protected]
Address:
Bendheim
Center
for
Finance,
26
Prospect
Avenue
Princeton,
NJ
08540‐5296
EDUCATION
PRINCETON
UNIVERSITY
Jun
2011
Master
in
Finance
(MFin)
Princeton,
US
Courses:
Asset
Pricing,
Regression
and
Time
Series,
Financial
Econometrics,
Corporate
Finance,
Behavioral
Finance,
Options,
Futures
and
Financial
Derivatives
UNIVERSITY
OF
WARWICK
Jun
2006
BSc
(Hons)
in
Mathematics
and
Economics
Coventry,
UK
Degree
Classification:
1.1
First
Class
–
72.5%
(awarded
to
four
students
on
my
course)
st Dissertation:
1.1
First
Class
–
82.0%
(ranked
1
in
my
class)
HARVARD
UNIVERSITY
Aug
2004
Harvard
Summer
School
GPA:
3.84
/
4.00
Courses:
International
Monetary
Economics,
Principles
of
Finance
Cambridge,
US
WORK
EXPERIENCE
J.P.
MORGAN
CHASE
Feb
2007
‐
Mar
2009
Analyst
‐
Structured
Investments
Distributor
Marketing
(SIDM)
London,
UK
Covered
distributors
of
structured
products
in
the
Nordic
region
on
a
cross‐asset
basis,
including
product
discussion
and
development,
pricing
and
execution
of
trades
and
secondary
market
for
existing
products
Priced
a
wide
variety
of
flow
and
exotic
derivatives
using
trading’s
pricing
models
Executed
the
majority
of
the
primary
trades
on
my
desk,
requiring
a
high
level
of
attention
to
detail
and
assessment
of
all
the
different
risks
related
to
a
trade
Ranked
among
top
3
Analysts
in
SIDM
in
both
2007
and
2008
(top
10%
performers)
Apr
2004
Spring
Week
Intern
‐
Investment
Banking
&
Global
Markets
Training
in
the
basics
of
financial
markets,
analysis
and
valuation
Jun
2006
‐
Feb
2007
BANK
OF
AMERICA
London,
UK
Analyst
‐
Investment
Banking
London,
UK
LBO
and
M&A
advisory,
company
valuation
and
financial
modeling
for
the
TMT
team
Training
program
in
New
York
included
courses
in
corporate
finance,
financial
modeling
and
accounting
Jun
2005
‐
Aug
2005
Apr
2004
Summer
Analyst
‐
Investment
Banking
London,
UK
Financial
modeling
and
comparables
analysis
for
the
TMT
team
GOLDMAN
SACHS
Easter
Intern
‐
Fixed
Income,
Currencies
and
Commodities
&
Equities
Courses
in
finance
and
presentation
skills,
work
shadowing
and
a
group
project
on
derivatives
SKILLS
AND
QUALIFICATIONS
Languages:
Norwegian
(native
speaker)
Computer
Skills:
Advanced:
Microsoft
Excel,
Microsoft
PowerPoint.
Basic:
VBA,
HTML,
PHP.
Professional
Qualifications:
FSA
qualifications:
Securities,
Principles
of
Financial
Regulations,
Derivatives
with
Commodities
Interests:
Soccer
(both
playing
and
watching),
literature,
movies
London,
UK
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Daniel Faddoul Princeton University • Bendheim Center for Finance • Princeton NJ 08544 •
[email protected] EDUCATION Princeton University, Bendheim Center for Finance, Princeton, NJ Master in Finance MFin
Expected 2011
Imperial College of Science, Technology and Medicine, University of London Aeronautical Engineering BEng – First Class Honours
2001 - 2005
Lycée Français Charles de Gaulle, London A-Levels: 5(A) GCSEs: 7(A*), 3(A) Awards: Prix d’Excellence awarded every year
1993 - 2001
École Française de Kano, Nigeria
1986 - 1993
1994 - 2001
PROFESSIONAL EXPERIENCE Barclays Capital, Associate - Derivatives Sales (Middle East and North Africa - MENA) Oct’06-Oct’08 • Focused on derivatives in several asset classes (Equity, Funds, Commodities and Hybrids) • Structured and priced options and structured products and marketed to financial institutions in the Middle East; worked on all stages of new and existing transactions • Prepared and delivered a client training presentation on equity derivatives JP Morgan Chase Bank, Internship - Equity & Hybrids Derivatives Marketing (MENA) Mar’06-Aug’06 • Worked as part of the Equity & Hybrids Derivatives Marketing team to the Middle East • Created performance reports for options and structured products on Equity, Funds and Hybrids • Actively involved in the execution of transactions, including product pricing and termsheet preparation Barclays Private Bank, Internship • Middle East Team: Worked alongside and provided general support to Private Bankers • Client Services Team: Performed daily operations and transactions on clients’ accounts
Jul’05-Oct’05
Sep’03-Jan’05 Lycée Français Charles de Gaulle, Assistant to Senior Education Advisor • Part of the British Section administration, responsible for the welfare and discipline of students • Private Tutoring: Taught mathematics and physics at GSCE and A-Level standard LANGUAGES • •
Trilingual: English, French, Arabic Spanish – Advanced written and spoken. Certificate in Advanced Level Spanish (A) following intensive language course at University of Salamanca, Spain, Nov’05
COMPUTER SKILLS • • • •
Unix/Linux OS, Mac OS, Microsoft DOS/Windows OS and Office Final year BEng project: created and managed a web database using MySQL open source database, PHP programming language and Apache server Fortran (77, 90) programming language: use in engineering applications as part of undergraduate degree ProEngineer (computer-aided design software) for design and manufacture of aircraft components
PERSONAL INTERESTS • •
Travel throughout Europe, America, the Middle East, Far East and Australia Sports (cycling, swimming, football), music, Japanese animation, computer and audiovisual technology
DelwinOlivan
[email protected]
26 Prospect Avenue Bendheim Center for Finance Princeton, NJ 08540
Education: 2009-Present
Princeton University Masters in Finance - Coursework includes microecomics, econometrics, financial economics, asset pricing, and game theory GMAT: 780 (50Q/47V) GRE: 1510 (800Q/710V)
2004-2008
Princeton University A.B. Physics, cum laude Certificate in Applications of Computing, Certificate in Engineering Physics - Received Kusaka Memorial Prize in Physics, and inducted to Sigma Xi Society - Relevant coursework in Financial Investments, High-Tech Entrepreneurship, and Financial Risk Management - Completed 8-week Chinese immersion program at Beijing Normal University SAT: 1600 (800M/800V)
Experience: 9/2008-8/2009
Analyst Hyperion Brookfield Asset Management: Quantitative Research (New York, NY) - Updated and maintained database of monthly client portfolios - Completed various short-term projects to support company traders in RMBS/CMBS group - Created a linear optimization model for allocating bond investments among various sectors
Summer 2007
Financial Application Developer Internship Bloomberg LP: Research & Development (Skillman, NJ) - Programmed a financial document search function for the Bloomberg terminal - Created the first program in my group to comply with the newly developed application standard - Instructed group members on the method to update other functions to this standard - Produced 2 Bloomberg screens and 2 Bloomberg services in under 10 weeks
Summer 2005
Plasma Physics Science and Technology Internship Princeton Plasma Physics Laboratory (Princeton, NJ) - Assisted a graduate student perform experimental laboratory work investigating signal fluctuations from a plasma column
Research: 2007-2008
Optimal Treatment Schedules for HIV Senior Thesis - Investigated optimal drug regimens for models of HIV, considering multiple-medicine treatments of HIV with opportunistic infections, and drug-resistant mutant virus populations
2006-2007
Optimal Control for Influenza Dynamics and Quantum Computation Fall, Spring Junior Paper - Using a differential-equation based model for influenza, determined the minimal cost applications of theoretical medicines to treat virus infection in an individual - Found the optimal tuning of a control field to produce a set of quantum logic gates based on a molecular model for the representation of quantum bits
Background: 2008-Present
CFA Level 3 Candidate - Passed Level 1 examination in December of 2008, and Level 2 examination in June of 2009
2006-2008
Princeton Club Hockey - Played ice hockey a total of 16 years, including 2 as a member of the Princeton team
Miscellaneous: Programming
Java, C, C#, SQL, VBA, MATLAB, R, LaTeX
Interests
Cooking, Hockey, Skiing, Beginning Piano/Guitar
Elliott J. Lorenz Bendheim Center for Finance, 26 Prospect Avenue, Princeton, NJ 08540
[email protected] Education PRINCETON UNIVERSITY Master in Finance, May 2011 • Coursework: Financial Investments, Asset Pricing, Modern Regression and Applied Time Series, Corporate Finance and Financial Accounting, Financial Econometrics • GRE Quantitative: 800/800
Princeton, NJ 2009-2011
Evanston, IL 2008-2009
NORTHWESTERN UNIVERSITY Master of Science in Applied Mathematics, June 2009 • Graduate GPA: 3.94/4.00 • Coursework: Differential Equations of Mathematical Physics, Asymptotic & Perturbation Methods, Models in Applied Math, Numerical Solution of Partial Differential Equations Bachelor of Science in Biomedical Engineering with Departmental Honors, June 2009 • Cumulative GPA: 3.75/4.00 • Honors Thesis: Quantification and Visualization of Joint Contact Using Kinematic Analysis
2005-2009
Experience Chicago, IL 2008
THE GELBER GROUP (PARASCA TRADING, LLC) Quantitative Analyst, Chicago Board of Trade • Developed customized analytical indicators to optimize futures trading strategies • Implemented plotting system to automatically display and update indicators • Collaborated daily with senior management in developing new trading strategies • Completed online courses at the Chicago Board of Options Exchange’s “Options Institute” THE CLEVELAND CLINIC Summer Research Student, Department of Biomedical Engineering • Created a real-time, 3D model of interactions in the knee to diagnose the need for ACL surgery • Partnered with researchers to implement model for use by surgeons
Cleveland, OH 2007
EVANSTON BASEBALL & SOFTBALL ASSOCIATION Baseball Umpire for High School, Travel, and Tournament Baseball Games • Obtained state certification and formerly worked for two additional associations over eight year period
Evanston, IL 2006-2008
NORTHWESTERN UNIVERSITY BIOPHOTONICS LABORATORY Research Assistant, Department of Biomedical Engineering • Developed algorithms to correlate biomarkers with colon cancer
Evanston, IL 2005-2006
Leadership CAMPUS CATALYST Analyst, Nonprofit Consulting • Served as team coordinator in consulting for the Great Lakes Adaptive Sports Association • Worked with management consultants and MBA mentor to improve firm’s effectiveness
Evanston, IL 2008
GATEWAY SCIENCE PROGRAM Student Facilitator • Taught challenging problems to a small group of students during weekly workshops • Received Most Outstanding Facilitator Award
Evanston, IL 2007-2008
NORTHWESTERN UNIVERSITY MARCHING BAND & CONCERT BAND • Section Leader for Marching Band – Directed music rehearsals in section of 19 members • Principal Trumpet for Concert Band – Performed solos as first trumpet
Evanston, IL 2005-2007
Recognition • • • • •
Highest Individual Score in Ohio Advanced Placement Economics Challenge, sponsored by Goldman Sachs American Invitational Mathematics Exam Qualifier – Top 5% in USA Ranked in the top 1% of over 850,000 online poker players in 2008 by officialpokerrankings.com Inducted into Tau Beta Pi Engineering Honor Society at Northwestern University Recipient of Miles M. Abbott Endowed Scholarship at Northwestern University
Computer Skills MATLAB, Mathematica, Microsoft Office
KARAN VADERA Bendheim Center for Finance ◊ 26 Prospect Avenue ◊ Princeton, NJ ◊
[email protected] EDUCATION 2009-2011
2005- 2009
PRINCETON UNIVERSITY Princeton, NJ Masters in Finance, Class of 2011 Relevant Coursework: Asset Pricing, Modern Regression and Time Series, Behavioral Finance and Options, Futures and Derivatives. YALE UNIVERSITY New Haven, CT B.S, Applied Mathematics, Cum Laude, Class of 2009. Relevant Coursework: Microeconomic and Macroeconomic Theory, Numerical Methods, Asset Pricing, Probability Theory, Multivariable Calculus, Linear Algebra, Ordinary and Partial Differential Equations, Graph Theory, Combinatorics, Optimization and Computational Finance.
EXPERIENCE Summer 2008 CITIGROUP New York, NY Sales and Trading Summer Analyst (10 weeks) Worked as a Sales and Trading Analyst on the Interest Rate Volatility Desk, Mortgage Desk, FX Structured Products Desk, Equity Derivatives Desk and the Hybrid Trading Desk Created a presentation on option trading strategies and the different measures of risk in option space and applied them to a specific company; AMGEN Inc. Worked with traders on the Short Term Taxable Desk to understand the relation between LIBOR and Fed Funds and the implications of Counterparty Risk in the financial system. Worked with traders on the Hybrid Trading Desk to create a volatility arbitrage-trading model that replicates the Merrill Lynch Equity Volatility Arbitrage Index (NYSE:MER). Worked with traders on the Interest Rate Volatility desk and understood different strategies to manage and measure risk in option space. PLAIN SIGHT SYSTEMS INC. New Haven, CT Summer 2007 Quantitative and Research Analyst (10 weeks) Worked with Dr. Patrick DeSouza in generating a business model for the music download industry. Worked with engineers of American Leak Detection and contributed to their current commercial design. Assisted Dr. Ronald Coifman, Professor of Applied Math at Yale, with his quantitative model on Mutual Funds. Gained a basic knowledge of wavelet theory. Summer 2006
BOMBAY STOCK EXCHANGE Bombay, India Research Assistant - P.Tiwari & Co. (4 weeks) Worked with a broker on the Bombay Stock Exchange and assisted in execution of trades. Gained insight into how macro and micro economic events impact valuation and market price of stocks. 2003-2005 MODERN SCHOOL VASANT VIHAR New Delhi, India Lead Guitarist of School Band Lead Guitarist of the Youngest Band to win at the Great Indian Rock Show. At the age of 15 did a three-month intensive music program at the Atlanta Institute of Music. Computer: Word, Excel, Power Point, Lotus Notes, Kodak Scanning and Imaging software Language: Hindi, Urdu, Persian. ACTIVITIES Research Analyst for the Student Investment Club: Worked with Chief Analysts of the Student Investment Group and gained valuable knowledge about financial markets and economic analysis. Grader for Mathematics Department: Appointed ‘grader’ for single and multivariable calculus classes at Yale. Sports: Yale Polo, Yale Skeet and Trap, Captain of Yale Cricket Team and Member of Intramural Squash Team. Interests: Playing the electric guitar and electric bass, listening to Jazz and Blues, reading books by Umberto Eco, reciting Farsi poetry, playing Fix – It and Liars Poker.
Mengjie WANG
Bendheim Center for Finance, Princeton University 26 Prospect Avenue, Princeton, NJ 08540
[email protected]
EDUCATION Princeton University, Princeton, NJ, United States Sep.2009—Jun.2011 Master in Finance z GRE: Math 800 Verbal 690 Writing 5.5 z Relevant Coursework: Financial Investments, Asset Pricing, Modern Regression and Applied Time Series, Options Futures and Financial Derivatives
Fudan University, Shanghai, P.R.China Sept.2005—Jun.2009 BA in Mathematical Economics z GPA: 3.8/4.0 z TOEFL (iBT): 110 z CFA Level II Candidate z Relevant Coursework: Stochastic Process, Differential Equations, Dynamic Optimization, Financial Engineering, Econometrics, Time Series Analysis, Investment Theory, International Finance, Public Finance, Money and Banking
Yale University Summer Session, New Haven, CT, United States z GPA: 4.0/4.0 z Coursework: Financial Markets, Financial Econometrics
Jul.—Aug.2008
WORK EXPERIENCE Mckinsey & Company, Shanghai, P.R.China Part‐time Assistant z Participated in a case regarding investment suggestions for a state owned enterprise
Winter 2009
Citibank (China) Co., Ltd., Shanghai, P.R.China Summer 2008 Trading Support, Treasury Unit, Global Consumer Group z Developed regression models to analyze factors affecting USD/RMB exchange rate z Created PowerPoint slides on rudiments of foreign exchange as training material for employees
LEADERSHIP & ACTIVITIES University of California, California House (Shanghai) Feb.2008—Jul.2008 Teaching Assistant of Fudan‐UC joint course “Dynamics of Chinese Economy” z Created course syllabus with professor and provided help to UC students on course learning
Community Service Team of Department of Economics, Fudan University Sept.2006—Jul.2007 Team Leader z Organized volunteers at the home for intellectually‐challenged children and an elderly university z Awarded Excellent Leader of Community Service Team
SCHOLARSHIPS & AWARDS Fudan‐at‐Yale Scholarship equivalent to $5000 National Scholarship (Awarded to top 1% students) Shanghai Scholarship (Awarded to top 1% students) Fudan Excellent Student Scholarship (Awarded to top 10% students) Top 10 finalist in Fudan Model Competition
SKILLS & INTERESTS Language Skills: Native speaker of Chinese Mandarin Computer Skills: Familiar with MS Office Suite and R Interests: Traveling, Singing, Playing Piano, Movies
Jul.2008 2007‐2008 2006‐2007 2005‐2006 May 2006
R YOHEI K AWATA Bendheim Center for Finance, 26 Prospect Avenue, Princeton, NJ 08540 E-mail:
[email protected]
EDUCATION Princeton University, Bendheim Center for Finance Master in Finance, Department of Finance
Princeton, NJ Expected May 2011
Kyoto University, Graduate School of Economics Master of Economics, Department of Economics • Academic concentration: Analysis of Economic Dynamics • Graduated first in the department
Kyoto, Japan March 2005
Tokyo Institute of Technology Bachelor of Engineering, Department of Engineering • Academic concentration: Industrial and Systems Engineering
Tokyo, Japan March 2003
PROFESSIONAL EXPERIENCE Bank of Japan Tokyo, Japan Examiner, Risk Assessment & Planning, Center for Advanced Financial Technology September 2006 – June 2009 • As a Financial Risk Expert, participated in more than ten in-depth examinations of Japanese megabanks and subsidiaries of foreign financial institutions • Assessed and analyzed flaws in the institutions’ credit, market, and integrated risk management systems, and suggested solutions • Researched the tactics used by several Japanese banks to manage integrated risk; compared, contrasted, and evaluated these tactics in a confidential report for executive directors of the Bank of Japan Chief of Research Section, Sapporo Branch July 2005 – August 2006 • Monitored, analyzed, and reported monthly on economic conditions, including unemployment, in Hokkaido (Japan’s northernmost island), using time series analysis • Issued quarterly surveys to 500 small, medium, and large-sized companies, then synthesized the data and published the findings • Through discussions with company executives, conducted research to compare economic conditions in Hokkaido before and after the lifting of the zero interest rate policy • Completed an intensive Bank of Japan training course in Advanced Economics and Legal Theory Trainee, Currency Issue Department April 2005 – June 2005 • Learned about topics in monetary and currency affairs in a four-month hands-on training program • Studied the positions and responsibilities related to those affairs at the Bank of Japan, the country’s central bank
PUBLICATIONS • Kawata, R. and Kijima, M., “Value-at-risk in a market subject to regime switching,” Quantitative Finance, Volume 7, Issue 6, pp. 609-619, 2007. Based on work done for master’s thesis at Kyoto University. • Kuroki, M., Miyakawa, M. and Kawata, R., “Instrumental Variable (IV) Selection for Estimating Total Effects in Conditional IV Method,” Japanese Journal of Applied Statistics, Volume 32, Issue 2, pp. 89-100, 2003. Based on work done for bachelor’s thesis at Tokyo Institute of Technology.
ADDITIONAL INFORMATION • Certification: Junior Certified Public Accountant (October 2002); this exam had a passing rate of only 8.6%. Work experience at an auditing firm is required in order to apply to become a Certified Public Accountant.
TOMOMITSU NAKAMURA Bendheim Center for Finance, 26 Prospect Avenue, Princeton, NJ 08540, USA
[email protected]
EDUCATION Princeton University Princeton, NJ Master in Finance Exp. June 2011 • Related Coursework: Fixed Income, Probability Theory, Financial Investments, Asset Pricing I, Modern Regression and Applied Time Series Tokyo Institute of Technology Master of Science, Physics, General Relativity • Thesis: Geometric Consideration of Holographic Principle • Presented thesis at Research Conference of Singularity, 2003, Tokyo • Studied intensive program of physics; GPA: 3.9
Tokyo, Japan March 2003
Tokyo Institute of Technology Tokyo, Japan Bachelor of Science, Physics March 2001 • Studied intensive program of physics; GPA: 3.9 • Selected as 1 of 2 of candidates (pool of 100) who could apply to graduate school in junior year in college; Accepted early entry into graduate school skipping senior year in college
PROFESSIONAL EXPERIENCE Nomura Research Institute Tokyo, Japan Researcher, Financial Technology & Market Research Dept. April 2006-August 2009 • Core member of 6 person team to research, consult, and develop systems for bonds and derivatives for financial institutions • Led team of 3 to validate calculation logics of derivative pricing system for a middle bank in Japan, which became basis for quantitative analysis and developing structured products’ pricing system • Analyzed and set cross currency pricing models, and developed pricing calculation systems for a big institutional investor and an investment bank in Japan, and operated systems for two years • Analyzed mortgage historical data of Japan Housing Finance Agency, created prepayment and default model of Japanese mortgages, and then developed pricing models of Japanese RMBS Junior Researcher, Financial Technology & Market Research Dept. April 2003-March 2006 • Developed analytical system of Japanese mortgage backed securities for an investment bank in Japan • Created analytical database of Japanese stocks for a middle asset management in Japan • Analyzed variance swap structure and evaluated hedging scheme (via simulation) for an investment bank in Japan, one of earliest entries of this product to Japan
PUBLICATIONS • “The trend of financial business for the next generation in Japan,” Nomura Research Institute (2008): 68-71, 100-103
ADDITIONAL • • • • •
Chartered Member of the Security Analysts Association of Japan (CMA of Japan) (2006) Certified International Investment Analyst (CIIA) (2006) Software Design & Development Engineer (2004) Computing: Visual Basic, C, C#, Matlab Language: Japanese (Native)
Bouchra EZZAHRAOUI Bendheim Center for Finance, 26 Prospect Avenue, Princeton NJ 08540, USA
[email protected]
Seeking a full-time position in Sales & Trading starting July 2010 EDUCATION Princeton University (Princeton, NJ) • •
Exp. 2010
Master in Finance- Fellowship recipient Courses in Asset Pricing, Time Series Analysis, Fixed Income Models, Behavioral Finance
ENSAE (Ecole Nationale de la Statistique et de l’Administration Economique) (Paris) 2007- 2009 Leading French School in Statistics, Economics and Finance • MSc in Applied Mathematics: Stochastic calculus, Econometrics, Statistics, Probability, Economics, Programming • Ranked in the top 5% of the 2010 class • Research project on Volatility process statistical modelling (LARCH model) Lycée Saint Louis (Paris) 2004- 2007 Top-level courses in Mathematics & Physics for national competitive entrance exam to the French Scientific Schools Lycée Buffon (Paris) Scientific Baccalaureate with Honors
2004
WORK EXPERIENCE J.P. Morgan (London) June 2009- Sept.2009 • Research, analytical and financial modelling support to the FIG M&A team • Rotations in Hedge Fund FX Sales (Research and suggestion of FX derivative products to the team) and Equity Derivatives Flow Trading
Société Générale Corporate &Investment Banking (Paris) • •
June 2008- Aug.2008 Pricing team of Risk Department (CRS/RIS) In charge of automating and realizing the Backtesting process on market parameters of credit risk. VaR calculation and statistical analysis of results.
Lycée Saint Louis & Lycée Fénelon Sainte Marie (Paris) •
2008- 2009
Mathematics Teaching Assistant at undergraduate level: tutored students
EXTRA-CURRICULAR ACTIVITIES Vice-president of the Board of Students of the ENSAE ENSAE’s Representative to ParisTech education consortium – Sponsors Manager
2008-2009
Communication Manager of ENSAE Junior Etudes, the Junior Enterprise of the ENSAE
2007-2008
Founding member of the Moroccan Children Parliament
SKILLS Languages: -Native Arabic and French, Basic Spanish Computer skills: -MS Office, Bloomberg basics - R, SAS, Latex | Python, C++, VB and SQL basics
OTHER INTERESTS Running, Cooking
1999
