Time Series Econometrician

Resume posted by Dr. Mark Ruz Parvin in Finance.

Desired position type: Any
Location: Akron Ohio, United States

Contact Dr. Mark Ruz Parvin

Summary

I have a Ph.D. in Economics. I have expertise of Applied Time Series Econometrics in the areas of Finance, International Economics, and Macroeconomics.

Education

I have a Ph.D. and M.A. in Economics from The Ohio State University. I have a B.A. in Economics from The Honors College and The Eli Broad College of Business at Michigan State University. I went to Revere High School in Richfield, Ohio, and I was born in New York City.

I took both the Doctoral Time Series and Doctoral Cross Section Econometrics’ courses at O.S.U in the Department of Economics.  I also took the Master’s level Probability, Statistical Estimation and Inference courses at O.S.U. in the Department of Economics.

My two Fields of Specialization for my Doctorate were International Economics and Macroeconomics.  In addition, I took the the Doctoral Asset Pricing Theory and the Doctoral Empirical Finance courses in the Finance Department at O.S.U.

My dissertation title was, “Interest Differentials and International Stock Differentials as Empirical Determinants of Exchange Rate Movements”.

I also have taken many undergraduate courses in mathematics.

Experience

National City Corporation:

Bank Investments Analyst, Asset/Liability Management Group

Modelled interest rate risk on the corporation’s balance sheet.  Specifically, I was responsible for non-maturity products:  credit card products, checking account products and savings account products.  I developed proprietary valuation and interest rate risk models for these products.  My work was incorporated into the monthly ALCO report that was used by the portfolio group and the corporate planning group to make decisions regarding the buying and selling of securities to hedge interest rate risk on the corporation’s balance sheet.

The Ohio State University:

Graduate Teaching Assistant, Department of Mathematics

Taught business mathematics recitations to undergraduate students attempting to be accepted into the Max M. Fisher School of Business at The Ohio State University.

The Ohio State University:

Graduate Teaching Assistant, Department of Economics

Taught undergraduate students recitations for microeconomics, macroeconomics, and international economics.

Skills

  • R programming for financial, international economic, and macroeconomic applications

Spoken Languages

    English