Ph.D. on Electrical Engineering and currently MSc candidate on Mathematical Trading and Finance and MBA candidate on Finance.

Hi,

      I am currently working on high frequency Algorithmic Trading Product at Sun Algo System Pvt Ltd Pune.

There are two type of application White Box & Black Box to trade the shares. I am looking for challenging work in

this field. We are also working on strategies/Algorithms for that.

I am writing to inform you of my availability for contract or consultancy work as a Front Office Quantitative Developer. I am currently in a contract position with an alternatives investment operation in London.

I have gained fourteen years experience as a Front Office Developer in the Hedge Fund, Investment Banking and Asset Management business, specialising in Fixed Income, Equities, FX and Derivatives. I have been based predominantly in the front office acquiring strong communication skills with Quantitative Analysts, Fund Managers and Traders.

In order to formalize my quantitative development expertise, I have gained a CQF Certificate in Quantitative Finance and a PRM Certificate in Professional Risk Management. I also have the IMC qualification in Investment Management and the MCSD qualification in Microsoft .NET.

I have acquired skills in leading edge technologies and been able to provide solutions on a variety of platforms. I have gained skills in Microsoft technologies like C#, SQLServer and XML. I have also had substantial exposure to FIX, Monis Analyser, MatLab, R, Factset, Bloomberg, Fincad and Xenomorph. I am confident that it is in this area, that I can provide a significant contribution in the form of a Front Office Quantitative Developer.

I have been involved on a number of high profile software developments, covering the full development lifecycle. I have also compiled various forms of industry standard financial and technical documentation.

Establishing a close working relationship with the Quant Teams and Investment Desks has enabled me to adapt quickly to change in the Investment Cycle. I now have the ability to rapidly meet user requirements and generate systems, which add significant advantage to the daily process.

In addition, I have also developed substantial expertise in algorithmic trading. I have created my own algorithmic trading strategies, particularly in the field of high frequency FX trading using empirical data mining methods with vector quantization and non-linear dimensionality reduction through manifold learning. A white paper that I compiled last year can be forwarded upon request.

I believe that the time has come to capitalise on my Front Office and Quantitative experience and move onto a more technologically demanding environment where I could further enhance my quantitative and technological skills.

I am keen on pursuing contract or consultancy opportunities within a Hedge Fund, Investment Banking or Asset Management environment.

I have included a current CV for your reference and look forward to being assigned to my next role as a Front Office Quantitative Developer.

Zubair Ansari

I am a dynamic and highly motivated Space System Engineer with a keen interest in mathematics, numerical analysis and all issues of a quantitative nature. I have always been eager to improve my professional skills, this is why I am a registered student for the LSE External Programme, majoring in Banking and Quantitative Finance. Now I am seeking a proactive position as a quantitative analyst where it will be possible to deliver efficient and robust solutions that will be readily implemented and used by corporate banks or investment banks. I am a native speaker of French and fluent in English, both spoken and written.

Anthony has a track record of IT experience and software development (C++/Java/VBA). He also possesses good statistical and quantitative skill in modeling particularly in credit derivative. He recently graduated with an MSc degree in Financial Mathematics from the Warwick Business School. As part of his master thesis, he did an internship with a financial software company in London - CDO^2. He developed a structural jump diffusion model in Java for pricing credit derivative. He also performed analysis on a new calibration approach on this model to reduce the instability of model parameters during calibration. During his study, he formed a team to participate a quant challenge competition which he implemented a quant trading strategy on pair-trading taking the advantage of statistical arbitrage on a given set of high-frequency data.

Anthon’s latest assignment was with Numerical Algorithms Group (NAG). He also worked with Professor Mike Giles (Risk Quant of the Year 2007) from the Mathematics Institute, Oxford University to commercialize research idea into a new product for NAG - Using GPUs (CUDA) to accelerate Monte Carlo simulations for derivative pricing. Anthony oversee the whole product as a project manager including project planning, product documentation, client liaison/visits (e.g. The Quants at BNP and Lloyds TSB), user supports, test plan specification and future product roadmap definition. He also developed financial derivative pricing applications including LIBOR Market Interest Rate Model to demonstrate the capability of the GPU library to the users.

To conclude, Anthony has interdisciplinary knowledge in software development, quantitative modelling, financial knowledge and also good communications skills dealing with clients which are all important attributes to be a successful quantitative analyst.

PhD in Applied Mathematics with specified research topic in Financial Mathematics

Years of experience in modeling and pricing derivatives, credit products, in-depth research in corporate bonds

Wide-scope understanding of financial products/markets

Programming skills in Fortran, C/C++, Matlab, Mathematica

Familiar with statistical softwares, eg., SPSS

Experience in model validation and empirical data analysis

Strong presentation and communication skills

To get a computer science PhD seeking a quantitative analyst or  quantitative developer job

Lester Ingber, Ph.D.

Full CV
http://www.ingber.com/ingber_CV.pdf (or ingber_CV.txt)

Professional Experience

o    Over 100 publications
o    Lester Ingber Research (LIR), Interdisciplinary Research/Consulting 1989-
o    DUNN Capital Management, Stuart FL, Director R&D 2002-2003
o    DRW Trading, Chicago IL, Director R&D 1997-2001
o    George Washington University, Research Professor of Mathematics 1989-1990
o    National Research Council, Senior Research Associate 1989
o    US Army Concepts Analysis Agency, Guest Professor 1989
o    Naval Postgraduate School, Professor of Physics 1986-1989
o    National Research Council, Senior Research Associate 1985-1986
o    Physical Studies Institute, President Nonprofit Corp. 1970-1986
o    UC San Diego, Asst. Research Physicist 1970-1972
o    State University New York at Stony Brook, Asst. Professor of Physics 1969-1970

Education

o    National Science Foundation Postdoc, UC Berkeley and UC Los Angeles 1967-1969
o    University of California San Diego, Ph.D. 1966, Theoretical Nuclear Physics
o    California Institute of Technology, B.S. 1962, Physics
o    Brooklyn Technical High School, Diploma 1958

Published Expertise

o    Statistical Mechanics of Financial Markets -- Options, Bond Futures, Trading Systems, Risk
o    Statistical Mechanics of Neocortical Interactions -- Short-Term Memory and EEG
o    Statistical Mechanics of Combat -- Baselined Simulations to Exercise Data
o    Stochastic Algorithms -- Simulated Annealing Optimization and Path Integration
o    Theoretical Nuclear Physics -- Nucleon-Nucleon Scattering, Nuclear Matter, Neutron Stars
o    Teaching Methodologies -- Private School Developed High-School and College Curricula
o    Physics of Karate -- Teaching Methodology Leading to 8th-Dan Black Belt

MS in Operations Research with focus on Financial Engineering, BS in Industrial Engineering & BA in Econ.

Interests: Quantitative modeling, pricing, structured products.

·        13 years extensive experience in Design & Development of large scale Distributed Real Time Systems  including High Performing, Low Latency, and High Frequency Trading Infrastructure.

·         Expert experience in C/C++, Threads, Sockets (TCP, UDP, IP Multicast), Inter Process Communication, Systems Programming.

·         Worked on major platforms on UNIX/Linux & very good knowledge of Unix internals.

·         Sound knowledge in Distributed Real-time Middleware, Transaction Management.

·         Good understanding in Object Oriented Design & Development methodologies, Design Patterns.

C, Unix, Perl programmer.  Open to perm or contract.  Will consider locations in US or overseas.

I am currently working as a quant at the European Bank, London within the portfolio risk modeling team. My responsibilities involve analyzing banking and trading book, working on quantitative type risk models and maintaining relationship with our internal clients.  

I am looking for new opportunities in the area of quant modelling.

Kind Regards,

XYZ

Mortgage Default, Prepayment and Loss Severity loan-level modeling

automated pricing system by combining Loan Performance Data Base, Monte Carlo simulation Default, prepayment and loss severity model, and INTEX cashflow engine.

RMBS, MBS, ABS, CDO

PhD in Physics, M.S. in Math Finance, More than 11 years of experience in financial industry.

Experience focused on quantitative models for derivatives pricing and risk management, C++ implementation of algorithms and models in finance and insurance, object oriented programming and design, Excel add-in library development, and building relational database applications. Master’s degrees in mathematics and economics. Seeking a position in quantitative financial programming, modeling, or risk management.

Dear Sir/Madam,

Greetings !!

Thanks for the interest in my profile

I am a Ph.D. with over six years of experience in quantitative modelling and analysis. I have worked with Fortune 500 companies and global leaders. I am well experienced in leading and managing diversified teams. I am exploring for opportunities in quantitative modelling, and in this regard, i am here with attaching my CV for your ready reference.

Thanks for your time and efforts !

with best regards,

Dr. Sandeep Dulluri

Highly qualified in physic, math, and financial engineering. Advanced C++ skills and experience as a futures trader.   

-Master of Philosophy in Physics(The Chinese University of Hong Kong, 2006-2008)

-BSc. in Physics(The Chinese University of Hong Kong, 2003-2006)

-Pass CFA level 1 Exam(2008)

-Currently work as software developer

-C ,C++ ,Java, SQL

-Strong mathematics background

-Proficency in numerical methods and Monte Carlos simulation

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Alexey S . Kiselev

E-mail                                                                 alexeys.kiselev@yahoo.com

Tel.                                                                    +7 (499) 153-04-37 (home)

Tel.                                                                     +7 (916) 862-57-75 (mobile)

Residence                                                           Moscow, Russian Federation

Date of birth                                                        04 January1985

Education

2002 – 2008 Saint-Petersburg state university of information technologies, mechanics and optics . Faculty of photonics and optoinformatics, Master of technics and technologies , Honours degree. European Diploma Supplement.

Advanced training/courses

Denis School course of English (Pre-Intermediate)

Expertise

2005 – 2008: Analyst. Institute of Laser Physics, Vavilov State Optical Institute, Saint-Petersburg, Russia.

1.      Project of  Ministry of Education and Science of the Russian Federation RNP.2.1.1.1189: «Dissipative solitons of optical radiation and waves of matter» (March 2006 – January 2009).

2.      Project of Russian Fund of Basic Research. Grant 05‑02‑16342- а . «Relativistic first-order effects on propagation of radiation in media with inhomogeneity of velocity of movement» (February 2005 – January 2008).

3.      Project of Russian Fund of Basic Research. «Regular and stochastic movement of optical solitons». Grant 07-02-00294- а (February 2007 – January 2009).

4.      Project of Russian Fund of Basic Research. «Developing of basic physics of generation of high-energy ultra-short laser pulses in regime of dissipative solitons in active nonlinear waveguides, perspective for telecommunication applications». Grant 07-02-12164-ofi (February 2007 –January 2009).

5.      Project of Russian Fund of Basic Research. «Research of nonlinear propagation of ultra-short optical pulses and dissipative solitons in  thin semiconductor layers in  exciton field of spectrum». Grant 06-02-01064-Mol- а (February 2006 – January 2009).

6.      Project of Russian Fund of Basic Research. «Effects of localization and propagation of excitons and polaritons in semiconducting nanostructures at their resonant excitation by laser radiation». Grant 08-02-90112-Mol-a (February 2008 – January 2009).

Research activities

Laser and nonlinear optics, conservative and dissipative optical solitons, scattering of  radiation by inhomogeneities of velocity of motion media, nanosized dissipative solitons in molecular J-aggregates, 1D-2D-3D discrete dissipative optical solitons, quantum fluctuations of solitons, numerical modeling of 1D-2D-3D systems, stochastic analisys, PDE, programming in MATLAB&Simulink, realization of many numerical methods, femtosecond technologies, theory of propagation of ultra-short pulses in nonlinear media

Additional information

Languages

English language: Technical and informal, I have experience of a writing of articles in English (Pre-Intermediate).

Skills:

1. I have experience of a writing and registration of the competitive and accounting documentation on projects, conducting business negotiations with editions of scientific magazines.

2. Possession of the PC: Microsoft Office (MS Word, MS Excel, MS PowerPoint, professional level), and also graphics editor CorelDraw, PhotoShop( advanced user ).

3. Mathematical software: MatLab&SimuLink ( advanced user ) and professional level of MathCad, data-processing in OriginPro (OriginLab Corporation).

4. Participation with reports in more than 30 All-Russia and international conferences and seminars like «Laser Optics 2008», «ICONO/LAT», «Days on Diffractions 2006, 2007, 2008», «Nonlinear waves 2008», «LGS 2006», «International optical congress Optics XXI», «Waves 2007».

5. Membership in the organizations: student's chapters SPIE and OSA, Rozhdestvenskiy Optical Society from 2005.

6. Diplomas and awards :

·        The diploma for high achievements in study. The grant of the government of St.-Petersburg in 2006/07 educational year. The diploma of series АСП № 110970.

·        III interuniversity conference of young scientists. The diploma of the first degree for the best report on section "Physical optics". St.-Petersburg. On April, 10-13th. 2006.

·        IV interuniversity conference of young scientists. The diploma of the first degree for the best report on section "Photonics and Optical Informatics". St.-Petersburg. On April, 10-13th. 2007.   

7. I have 8 publications in the academic magazines and large scientific editions:

§         Al.S. Kiselev, An.S. Kiselev, N.N. Rozanov, G.B. Sochilin. Bulletin of the Russian Academy of Sciences. Physics , 2005, vol . 69, No . 8, pp . 1270-1273 .

• Al.S. Kiselev, An.S. Kiselev, N.N. Rozanov, G.B. Sochilin. Optics and Spectroscopy, 2006, vol. 101, No. 1, pp. 118 – 130.
• Al.S. Kiselev, An.S. Kiselev. In book "Problems of coherent and nonlinear optics". Under edition of I.P. Gurov and S.A. Kozlov. – Saint-Petersburg: SPbSUITMO, 2006, pp. 232-245. «First-order relativistic effects in media with dinamic inhomogeneity». In russian.
• Al.S. Kiselev, An.S. Kiselev, G.B. Sochilin, N.N. Rozanov. Optics and Spectroscopy, 2008, Vol. 104, No. 6, pp. 920 – 929.
• N.N. Rozanov, Al.S. Kiselev, An.S. Kiselev. Optics and Spectroscopy, 2008, Vol. 105, No. 2, pp. 268-269.
• N.N. Rozanov, Al.S. Kiselev, An.S. Kiselev. Optics and Spectroscopy, 2008, Vol. 105, No. 4, pp. 547-556.
• Al.S. Kiselev, An.S. Kiselev, N.N. Rozanov. JETP Letters, 2008, Volume 87, Issue 12, pp. 663-666.
• L.A. Nesterov, Al.S. Kiselev, An.S. Kiselev, N.N. Rozanov. Optics and Spectroscopy, 2009. «Quantum flctuations of spatial dissipative solitons in nonlinear interferometer». In press (Optics and Spectroscopy, vol. 106, #4, pp. 639-657, in russian).

I am a strong candidate with a diverse academic and life background. Presently, I am finishing my Ph.D. in probability and statistics at the Lomonosov Moscow State University with an excellent academic record at both undergraduate and graduate levels. Simultaneously I pursue a Master of Science in Finance degree at one of the leading Swiss business schools my studies being funded by the Swiss Confederation. My objective is to advance my quant career, which I started in Moscow, and to find a London-based internship position of a junior quantitative analyst at a leading investment bank, hedge fund, or a consultancy. The employment is supposed to start summer 2010 after I finish my academic pursuits.

Recently, I completed my Master of Science in Financial Engineering program from Stevens Institute of technology with average GPA 3.93. My mathematical and programming (JAVA, VB, C, C++, VBA…) and database skills are excellent and I am very conscientious about meeting deadlines and completing tasks unsupervised. If given the opportunity to accomplish an assignment, I can develop a plan that will meet the needs of the project. I also have experienced various MS Excel operating during these two years.

I believe that the combination of my experiences and projects training is well-suited to the position you advertised on web.  Thank you for your consideration.  I look forward to receiving your reply.

Sincerely,

Vincent Mingshih Kuo   
2516 Palisade Ave.
Weehawken, NJ 07086
(646) 740-7389
mkuo1@stevens.edu

*Resume is enclosed as MS Word document

10 Years of Front office Quant Development

Finance: Black-Scholes model, Option pricing, Risk-neutral valuation, Interest rate and credit derivatives, Greeks, Value at Risk, CAPM, Portfolio theory & Asset Allocation

Mathematics: Gaussian Process, Itô calculus, Martingales, Brownian motion, Time series analysis, Econometrics, Mean-variance analysis, Copula

Computing: Monte Carlo simulations, Finite difference methods, Optimal execution, Calibration and parameter estimation for derivatives pricing models

Designing, developing and back testing quantitative trading strategies
Statistical arbitrage
Pairs trading
High frequency data analysis
Pricing equity derivatives: Binomial tree and stochastic differential equations

C++, C# MATLAB, TSQL Expertise and proficiency using STL / Boost and Multithreading libraries in Unix and Win32 environments. Good understanding of Datastructures / Algorithms and Modern OO Design techniques.

I would like to shape my career development in the quantitative analysis/finance field. Due to my extensive knowledge of, and experience with, quantitative models along with strong analytical, programming and abstraction skills I would make an ideal candidate. I will be available for employment during the period beginning January 2009.

Most advanced technical, quantitative, and/or theoretical courses :

Measure theory, Theory of ordinary differential equations, Theory of partial differential equations, Functional Analysis, Advanced Numerical Analysis, Mathematical Analysis, Linear Algebra, Non Linear optimization.

A skilled finance professional with over 10 years experience in the application of a rich and diverse background in mathematics, mechanics and statistics within a Canadian-based academic setting, major Canadian financial institutions and energy industry in the US, Europe and Canada.

Considerable expertise in application support to the fixed income/commodities sales and trading line of business, incorporating valuation, modeling, statistical analysis, programming in VB/VBA, C/C++, and the development of data analysis and risk measurement tools. With a profound knowledge of energy and fixed income products, including various derivative instruments, have become equally proficient in the development and application of pricing models and hedging schemes. Credit and market risk experience.

Knowledge of the buy-side investment industry risk, performance, operations.

A committed and self-motivated team player with highly developed financial analysis, computer literacy and communications capabilities.

Juan C. Arismendi is Vice-president of Investment and partner of Clever Financial (www.cleverfinancial.com) an investment advisors and wealth management company based on Caracas, Venezuela. Also is de CEO of Financial Intelligence Systems (www.financialintelligence.com.ve), a company that works with Clever Financial in development of automata for trading the FX, Stocks, Bonds Futures and Options market. As a Vice-president of Investment of Clever his principal duty is to develop investment portfolios that range from low risk Agencies - Treasuries mixed portfolio to Emerging Markets Bonds and High Yield Bonds.

Juan earned a Master in Finance at IESA, and a Financial Engineer Diploma at UNIMET - Caracas. He's Computer Engineer from Universidad Simon Bolivar. He also has a Master in Computer Science in Artificial Intelligence, and he's finishing the PhD of Computer Science in the same area and University.  He passed the FRM 2008 qualifying exam, and has the PRM (Professional Risk Manager) certification, has finished the CQF (Certificate in Quantitative Finance), has passed the Series 65 Investment Advisor Law Examination (is ready available for advisory companies), and the Certificate of Investment Management from the Securities and Investment Institute (Unit 6  FSA Principles of Financial Regulation + Unit 5 Investment Management) from the United Kingdom.

He has developed several successful trading systems and automata, an effort to help financial traders and substitute the work of financial analyst by an artificial intelligence machine.

Highly motivated quantitative trader with a strong IT background.

Domain Knowledge of treasury operations in Forex, Money Market, Investments and Derivatives. 

Capable of handling Oracle database, PLSQL, Unix OS

Aware of Payments systems and reconciliation systems