Work:
UBS Investment Bank
Sep 2013 to 2000
Quantitative Analyst
Georgia Institute of Technology
Atlanta, GA
Aug 2008 to Aug 2013
Graduate Research Assistant
Edison Mission Marketing and Trading
Boston, MA
Jun 2012 to Aug 2012
Summer Risk Analyst
University of Calgary
Calgary, AB
Aug 2006 to Aug 2008
Research Assistant
Education:
Georgia Institute of Technology
Atlanta, GA
2008 to 2013
Ph.D. in Industrial Engineering
University of Calgary
Calgary, AB
2006 to 2008
M.Sc. in Financial Mathematics
Skills:
C/C++, VBA, Python, Matlab, R, MySQL, Office. Tree/lattice method, numerical PDEs, Monte Carlo simulation, dynamic programming, machine learning, time series analysis, PCA, regression, dynamic hedging, interest rate models, exotic rates and credit products, natural gas storage, structured products, electricity price and load forecasting, financial transmission rights.