Ninth Annual National Financial Mathematics Career Fair October2 October 29, 2010
STUDENT RESUME BOOK
co‐hosted by IAFE & Courant Institute of Mathematical of Mathematical Sciences, NYU NY U
Dear Recruiter, It is my pleasure to present you with the resume book for this year's National Financial Mathematics Career Fair. Students participating in this year's career fair come from the top quantitative finance masters degree programs in the US and Canada. This year we are excited to announce that we have received over 450 resumes from qualified students. Participation is limited to students currently enrolled in relevant, non‐MBA, masters programs; no alumni are participating. I encourage you to browse through these resumes, which are listed in alphabetical order. At the end of this of this book, we have also provided an index of students by school. Private interviews are available for participating recruiters during the day of the of the career fair. If you If you would like to interview, but have not notified our office, please do so as soon as possible by updating your online profile at www.finmathjobfair.org. As interest builds in this field, the National Financial Mathematics Career Fair will continue to be the leading forum for recruiting the top students from programs across the country all in one place. It is a sincere pleasure to have you involved this year and we look forward to welcoming you again next fall.
Best regards,
David Jaffe Executive Director IAFE
ABOUT THE HOSTS INTERNATIONAL ASSOCIATION OF FINANCIAL ENGINEERS The IAFE is a not‐for‐profit, professional society dedicated to fostering the profession of quantitative finance by providing platforms to discuss cutting‐edge and pivotal issues in the field. Founded in 1992, the IAFE is composed of individual of individual academics and practitioners from banks, broker dealers, hedge funds, pension funds, asset managers, technology firms, regulators, accounting, consulting and law firms, and universities across the globe. Through frank discussions of current of current policy issues, sponsoring programs to educate the financial community and recognizing the outstanding achievements in the field, the IAFE acts as a beacon for the development of quantitative of quantitative finance. Throughout its history, the IAFE´s pre‐eminent leadership has positioned us to respond with savvy to the evolving needs of the of the financial engineering community. The IAFE´s programs ‐ from our area‐specific committees to our monthly panel discussions to the Financial Engineer of the of the Year Award ‐ are designed to provide our membership with uniquely valuable activities to enhance their work in the field and opportunities to network and socialize with their colleagues. For more information, please visit www.iafe.org www.iafe.org..
COURANT INSTITUTE OF MATHEMATICAL SCIENCES, NEW YORK UNIVERSITY The Courant Institute of of Mathematical Mathematical Sciences at New York University is a unique institution where applied mathematics, pure mathematics, and scientific computing coexist and interact. The Institute is ranked as the number one applied mathematics institute in the world. Its special strengths include financial mathematics, partial differential equations, stochastic processes, applied mathematics, and scientific computing. NYU's Mathematics in Finance Masters Program takes advantage of the of the university's unique scientific resources and its location in the heart of New of New York City. The program is highly selective, graduating about 35 full‐time and 15 part‐time students each year. In the last few years, the program has expanded its buy‐ and sell‐side curriculum, including new courses covering advanced econometrics, risk and portfolio management, algorithmic trading, energy derivatives, high‐frequency finance, mortgage ‐backed securities, and interest‐rate and credit models.
SHERVEEN ABDARBASHI 323 W. 4th Street #2A New York, NY 10014 Cell: (818) (818) 388 – 2935 Email:
[email protected]
EDUCATION NEW YORK UNIVERSITY UNIVERSITY (Expected – January January 2011) The Courant Institute of Mathematical Mathematical Sciences (Expected MS in Mathematics Mathematics in Finance Finance
Mathematics: Brownian motion, Ito’s calculus, stochastic and partial differential equations, martingales
Black-Scholes, risk management, derivatives pricing and hedging, hedging, interest rate Finance: CAPM, Black-Scholes, and credit models, continuous time finance simulations and optimal optimal trading executions in C++ Computing: Monte Carlo simulations Third Semester Courses: Courses: Computational Methods in Finance, Scientific Computing, Time Series Analysis and Statistical Statistical Arbitrage, Arbitrage, Project & Presentation Presentation
UNIVERSITY OF CALIFORNIA, BERKELEY (May 2009) BA in Economics, Economics, BA in Applied Applied Mathematics, Mathematics, GPA: 3.7/4.0
New York, NY
Berkeley, CA
Coursework: Financial Economics, Intermediate Financial Accounting, Macroeconomic Theory, Econometric Analysis, Advanced Microeconomic Theory
EXPERIENCE BNP PARIBAS Fixed Income Summer Summer Associate (Jun 2010 2010 – Aug 2010) 2010)
Collaborated with structuring structuring and sales teams to market trade ideas ideas and price derivative derivative products for clients clients Developed Developed Excel tools tools to replicate replicate a global global bond index index with bond futures, futures, treasurie treasuriess and swaps using using continuous rate model analysis Originated Originated and pitched pitched a trade idea idea for corporate corporate bond bond swap that that profited profited from an increase increase in absolut absolutee spread and steepening at the long end of yield curve Created a heat map to identify arbitrage opportunities for various FX options Researched life insurance companies with portfolio investments in emerging markets in order to attract clients looking to hedge against FX and interest rate risks
THE DAILY CALIFORNIAN, UC Berkeley’s Independent Newspaper 2007 – Sep 2007) 2007) Advertising Services Manager (May 2007
New York, NY
Berkeley, CA
Managed 9 account executives and oversaw the implementation implementation of a new print and online classified section Proposed and coordinated with managing editor to maximize both new advertisement and editorial content which led to a 15 percent revenue increase in 4 months
2006 – May 2007) 2007) Account Executive Executive (Aug 2006
Developed original marketing proposals proposals and went on sales pitches for major technology and telecom corporations increasing client base by 10 percent Initiated contact with Fortune 500 companies’ marketing departments, generating over $22,000 in sales revenue over a three month period
SKILLS Programming Languages: Languages: C++ Applications Other Software: MATLAB, Bloomberg, MS Office Applications 1
David Abergel 212 West 91st Street New York Phone number: (1) 917 971 2083
[email protected]
Education 2010 – 2010 – 2011
Masters of Mathematics of Finance – Columbia University.
2008 – 2008 – 2009
Master 1 Applied Economics – University of Paris-Dauphine.
Concentration: Finance. 2002 – 2002 – 2006
Bachelor of Business Administration - University of Miami.
Double Majors in Finance and Economics. Minor in History. Dean’s list (2003 to 2005). 2001 – 2001 – 2002
French Scientific Baccalaureat: Major Mathematics.
Experience February 2010 – 2010 – June 2010
Brack Capital – Ramat Gan, Israel.
Market Analyst Intern
June 2009- September 2009
Worked on analyzing Real Estate markets characteristics ( Moscow and Miami)
Estimated post-crisis market prices for Brickell ( Miami).
Monitor the changes in inventory for sale in the different condominiums.
Approximated the cost of hedging against a rise in interest rates for an investment
Macsi – Casablanca Morocco
Finance and accounting intern March – March – June 2007
General Electric - Paris, France.
Financial Planning and Analysis Intern
Collected data from the data-storing data-storing software to conduct analysis on the customer’s portfolio.
Presented my analysis of the success of the strategy of targeting bigger customers to the CFO and to the FP&A manager.
June – June – July 2005
Price Waterhouse Cooper - Casablanca, Morocco.
Audit
Conducted an audit of a bank ( Banque Populaire)with four interns under the supervision of a junior manager.
Translated from French to English financial reports which were sent to HQ.
Skills and Hobbies Computer Automation:
MS Office - VBA
Languages:
English: Fluent French: Mother tongue Spanish: Working knowledge Hebrew: Basic knowledge
ANTOINE ACLOQUE 3350, Maréchal Avenue, #104 Montreal, Quebec, Canada H3T 1M9 (001) 514-690-6903
[email protected] Languages: French, English, Spanish (advanced), Chinese (basic)
EDUCATION CFA level 3 candidate PRM level 3 Candidate CAIA level 1 Candidate
2011 2010 2010
2009-2011 M. Sc. (Administration) - Option: Financial Engineering HEC Montréal (AACSB, EQUIS, AMBA; 2010 Financial Times Top 25 Programs) Thesis : Creation, Pricing and Implementation of a Futures Contract on Top French Wines for the Euronext/CBOT Student Government: Financial Engineering Representative Representative Finance GPA: 3.8 / 4.3
Bachelor of Business Administration (BBA) – Major: Market Finance HEC Montréal GPA: 3.6 / 4.3 (Finance GPA: 3.96 / 4.3) – – With Great Distinction and Excellence Scholarship Financial Open (M&A Case Competition between Canadian Business Schools) 2nd Place (14 teams) 2008
2006-2009
Jan – Jan – July July 2008 Sun-Yat-Sen University - Lingnan college (MBA school) - Guangzhou, China International Exchange Program Core modules: Chinese Investment, Chinese Business, Chinese Language, Finance in Emerging Markets.
PROFESSIONAL EXPERIENCE 2009-Present Montreal, Canada Standard Life Fund - Financial Analyst – Energy Team – Montreal, Managed a $4,000,000 fund with a team of 9 other analysts. Produced complete company analysis and presented investment recommendations to the board. Proposed investment strategies in Debt Market as well as in the Equity Market. Provided portfolio strategy taking into account risk level, investment timeframe and economic forecast. Conducted equity research using comparable company valuation, ratios and industry trend analysis. Outperformed our index for 4 trimesters out of 6. 2006-Present Arbitrageur of “Grands Crus” Buying and selling top French/Italian wines and Champagne to and from, professionals, privately and auctions. Specialized in first great growth from Bordeaux and great growth from Burgundy. Constitution of a personal cellar valued around $20,000. Total investment return rate 76% (5 years). summers 2004 to 2009 Summer Internship – Dumoulin-Bois - Paris, France Sales (3 summers): led a team of 3 to reach sales objectives, selling wood floors, wood frames and terraces. Accounting assistant: helped to make and verify their income statements, cash flow statements and Balance sheets. 2009-present Chief Operator – National Bank Financial HEC Montreal’s trading room Managed a team of 10 trading operators for the HEC Montreal’s trading room. Helped the students with trading cases, and assisted th e teachers for the “Trading in Financial Markets” class. Taught students how to use trading software such as Bloomberg, Thomson One and Reuters. 2009-present Teaching Assistant, Departments of Finance and Quantitative Methods – HEC Montreal Conducted group workshops (classes up to 100 students) for undergraduate classes (modeling and optimization, options and futures, financial mathematics and financial management).
LEADERSHIP ACTIVITIES AND INTERESTS Experience Abroad: Lived and studied on 4 different continents: Asia (China), Europe (France), Africa (Benin) and America (Canada). Traveled across 25 countries. Activities and Interests: Oenology: Organizing Wine Tasting. Chess: 10 years of training, French National Championship.
NEERAJ AGARWAL
30 Newport Parkway Apt# 2205, Jersey City, NJ 07310 540-998-9586 |
[email protected] EDUCATION NEW YORK UNIVERSITY New York, NY The Courant Institute of Mathematical Sciences (expected – January 2011) MS in Mathematics in Finance, GPA: 3.6 Finance: Black-Scholes option theory, Binomial tree, Mean-variance Analysis, Interest rate and credit
models, VAR, Stress Test, Continuous time finance, Algorithmic trading strategies, Cointegration Mathematics: Stochastic Processes, Brownian Motion, Itô Calculus, Econometrics, PDEs Computing Projects: Optimal portfolio allocation (Black-Litterman) subject to market impact using high frequency TAQ data, Pricing exotic derivatives using Monte Carlo simulation, Pricing convertible bonds Final Term Coursework: Time Series Analysis and Statistical Arbitrage, Computational Methods in Finance, Project and Presentation, Credit Markets and Models
VIRGINIA TECH (2007-09) Blacksburg, VA MS in Chemical Engineering, GPA: 4.0 Master’s thesis: Co-developed a combined computational and experimental approach that enabled the
unbiased study of the mechanical behavior of fiber-filled polymers. polymers. Publications in reputed conferences Relevant Coursework: Numerical Methods, Fluid Mechanics, Statistical Thermodynamics
INDIAN INSTITUTE OF TECHNOLOGY (IIT) (2003-07) BS in Chemical Engineering, GPA: 8.6/10.0 , Rank: 3/50
Kanpur, INDIA
Ranked amongst top 0.5% of the 250,000 students in IIT Entrance Examination, 2003 Research Projects: Simulation of Navier-Stokes PDEs, Modeling of reactive distillation column Extensive Math curriculum: Quantum Physics, Computational Fluid Dynamics, Control Theory
EXPERIENCE ELEMENT CAPITAL MANAGEMENT, LLC Summer Associate – Portfolio Management (May 2010 – August 2010)
Collaborated with traders and portfolio managers to provide quantitative research and analysis of trade ideas Studied the evolution of volatility surface (sticky strike or sticky delta) in various historical scenarios using Eurodollar and bond future options, both in US and Europe Created a multi-faceted VBA application for traders to analyze dealers’ performance; Main features include auto-generated performance performance reports, dealer ranking and customizable query tool (SQL) Calibrated SABR Model and determined the effects of calibrated parameters on the shape of volatility smile
VIRGINIA TECH Teaching and Research Assistant (August 2007 – August 2009)
Blacksburg, VA
Held recitation sessions for Numerical Methods and Fluid Mechanics Developed a Matlab framework to simulate PDEs (Goddard Huang Equations) representing evolution of fiber orientation in reinforced polymers
SEALED AIR CORPORATION Project Intern– Technology and Innovation Innovation (June 2008 – August 2008)
New York, NY
Duncan, SC
Analyzed the functioning of existing polymer processing software in order to find a replacement Researched on the recent advances in smart packaging technologies and presented findings in a seminar Made contacts inside and outside of the company to make advancements in the projects.
COMPUTER SKILLS Programming languages: C++, VBA, SQL Other Software: Matlab, Mathematica, Excel, Bloomberg, FINCAD
OTHERS
Vice-Chair of Chemical Engineering Symposium Committee, Co mmittee, Virginia Tech District level Mathematical Olympiad Champion, 2001 Languages: English (Fluent), Hindi (Native) 4
MOJDEHAHMADALKHORASANI 11710,OldGeorgetownRd,#619 Rockville,Maryland,20852 Tel:(240)552-1053 email:
[email protected]
EDUCATION_________________________________________________________________________________ GEORGE WASHINGTON UNIVERSITY, School of Business MasterofScienceinFinance(MSF)
Washington, DC (expected) 2011
