Quantitative Analyst, Data Analyst and R Shiny developer

Resume posted by NeeqOne in Finance.

Desired position type: Any
Location: Towson Maryland, United States

Contact NeeqOne

Summary

Experienced Quantitative Analyst with a demonstrated history of working in the financial services industry. Skilled in R, Visual Basic for Applications (VBA), SQL, Risk Management, and Linux. Strong finance professional with a Master’s degree focused in Computational Finance & Risk Management from University of Washington.

Education

UNIVERSITY OF WASHINGTON, Seattle, WA, 06/15.

  • Master of Science in Computational Finance and Risk Management.
  • Coursework: Financial Software Development and Integration with C++, Financial Data Access and Analysis with SQL, VBA, Excel, Portfolio Optimization and Asset Management, Financial Data Modeling and Analysis in R, Monte Carlo Methods in Finance, Statistical Modeling for Quantitative Finance, Fixed Income Analytics, R-Programming for Quantitative Finance, Options and Derivatives, Investment Science, Capital Markets and Data for Computational Finance, Introduction to Trading Systems, Introduction to Computational Finance and Financial Econometrics, Portfolio Optimization and Asset Management, Portfolio Performance Analysis and Benchmarking, Optimization Methods in Finance.

KWAME NKRUMAH UNIVERSITY OF SCIENCE & TECHNOLOGY, Kumasi, Ghana, 06/07.

  • Bachelor of Science in Electrical & Electronics Engineering. Minor in Accounting.
  • Graduated with First class honors. Top 10% in class of +150.
  • Project: Database driven website using Joomla together with PHP, MySQL & XHMTL.

Experience

Quantitative Analyst
Ruxton Advisors LLC, Baltimore, MD, 05/16–Present

  • Analyzed and created report on AAL 16-1 and 16-2 Enhanced Equipment Certificate Trust tranches.
  • Developed a machine learning model which predicts the SWAP rate curve in real time using data from Bloomberg SDR, CME SDR, and DTCC Data Repository.
  • Updated an R package which downloaded, and processed real time derivatives data from various repositories.
  • Gleaned, cleaned, and processed data from various investment reports for model building.
  • Built a risk analytics web application to analyze the credit and investment risk of an Enhanced Equipment Certificate Trust using R (shiny, shinydashboard and rhandsontable) and JavaScript.
  • Developed R scripts for estimating the probability of default of an Enhanced Equipment Certificate Trust between cash flows based on issuer’s rating and Moody’s default probability table.
  • Created scripts for estimating the discount factors for EETC cash flows using R and QuantLib.
  • Estimated analytics such as the VaR, yield, expected return, Sharpe ratio and spread of various EETCs assets.

Financial Engineer,
Noonum (Fin-Tech Startup), Seattle, WA, 10/15–05/16

  • Assisted founder to turn business concept into a market ready cloud application by using machine learning techniques to analyze and forecast equity portfolio return.
  • Developed a cloud-based application in R, which uses machine learning techniques to analyze the impact of various economic and social factors on returns of a portfolio.
  • Deployed application on the Microsoft Azure platform using a Shiny Server running on a Docker installed on an Ubuntu VM.
  • Developed scripts which downloaded, filtered and cleaned data from various data vendors.
  • Taught the concept of modern portfolio theory to colleagues with no financial background.

Global Risk Management Intern
Russell Investments, Seattle, WA, 09/14–06/15

  • Participated in projects within investment risk, credit risk and operational risk groups.
  • Built an Excel application to analyze OTC derivative instruments data and create reports for compliance, risk management, and investment decision-making purposes.
  • Performed research on vendor risk management to help establish chain of risk among top vendors.
  • Created an Excel tool for analyzing voting data on various brokers used by Russell’s fund managers.
  • Created an Exit Plan template to be used by managers when terminating an outsourced contract.
  • Upgraded existing Excel applications for processing Direct Investment Short-term exposure reporting and Credit Rating comparison.
  • Developed an Excel tool for aggregation and consolidation of fund data from different Asset Managers for roll up into centralized, Credit Risk Management database.
  • Developed an IT Risk model to help the Operational Risk department calibrate risk using OWASP Risk Rating Methodology.

Teaching Assistant
University of Washington, Seattle, WA, 06/14–08/14

  • Coached students on programming in R and the use of Microsoft Excel to model financial data
  • Explained challenging quantitative and basic financial concepts to students; enhanced learning experience in projects and assignments.

Senior Seismic Engineer, Marine Data Acquisition
Schlumberger, Gatwick, UK, 07/08–04/13

  • Assured quality of seismic surveys data and calibrated systems for gathering, capturing, and retention of large data sets using the Solaris UNIX environment and the PostgreSQL Database management system.
  • Created basic UNIX scripts to backup server configurations on daily and weekly basis.
  • Researched, collated and performed quantitative analysis on data pertaining to health and safety in WesternGeco; created presentations for the annual meeting of Seismic companies.

Skills

  • Programming: C++ (QuantLib, Boost, OOP, STL, C++14), VBA, PHP, HTML, XML (Basic), AMPL
  • Database: Microsoft SQL Server, SQLite, MySQL
  • Tools: Bloomberg, RiskMetrics, Visual Studio, RStudio, Eclipse, PowerPoint, Word, Git, Docker, Spark
  • OS: Windows, Linux/UNIX
  • Data Analysis & Visualization: R (OOP, dplyr, ggplot2, ggvis, shiny, shinydashboard), Adv. Excel (PivotTables & Charts, Lookups, Solver, Complex formulas, Data Analysis), Python, SAS, Tableau (integration with R).

Specialties

    Application Development in R, Data visualization, R Shiny Application Development, Reporting, Web Scrapping

Groups & Associations

    IAQF

Spoken Languages

    English (Fluent), French (Basic)

Privacy Preference Center