Quantitative Analyst Resume Sample

– Designed and developed Python tools for power system must-run optimization using Gurobi optimization solver
– Analyzed energy consumption by companies, aggregating data by industries to assess sensitivity to energy price changes and crisis situations like COVID-19
– Parsed and processed text data on individual power plant limits as a preprocessing tool for must-run optimization
– Collaborated with teams to ensure accurate implementation of system limits in optimization models
– Developed reports and visualizations to communicate findings to stakeholders

– Designed and prototyped quantitative models for FinTech SaaS products in asset management and risk management
– Developed model specifications and calculation test cases, and tested model APIs using Postman and Python
– Created original models including Performance Attribution, Interest Rate Sensitivity for FI securities, and Passive Liquidity Redemptions modeling
– Built calculation modules for portfolio metrics such as Return Statistics, Sharpe Ratio, and Performance Fees
– Led the transition of portfolio API models following the acquisition of Turbine Analytics by ProService Finteco

– Finalized the Flood Risk Model development, collaborating with scientists from IMGW Institute, and implemented the model using MATLAB
– Analyzed simulation results and combined them with insurance exposure data to estimate catastrophic risk for the Internal Risk Model
– Worked on the development of Internal Risk Model modules, focusing on market risk
– Designed and implemented a MATLAB tool to automate data processing from the Bloomberg Data License system for credit risk tools
– Conducted methodological reviews and ensured consistency across various risk modeling tools and systems

– Maintained and developed MATLAB tools for calculating risk measures including Global Exposure, VaR, and Liquidity Risk
– Generated daily and weekly reports on risk measures and provided benchmark calculations for daily fund performance fees
– Calculated market, credit, and aggregated risk measures within the EU PRIIPs methodology
– Reported on the use of risk limits and communicated findings with the management board and asset managers
– Supported internal and external audits and liaised with regulatory authorities to ensure compliance

– Participated in statistical modeling of residential real estate value
– Prepared analyses on the real estate market to support business decisions
– Contributed to the construction of a housing price index
– Managed the quality of transactional data used in real estate market analysis
– Assisted in preparing reports and presentations for stakeholders on market trends