North Highlands CA 95660
Obtain a Quantitative Analyst position in a well established firm that offers opportunities for professional growth.
Highlights of Qualifications:
- Ability to prepare publication quality reports
- Good understanding of statistical concepts, methods and techniques
- Proficient with SAS, SQL, and Excel VBA
- Ability to organize and research multiple tasks
- Working knowledge of data querying languages and software – ODBC, OLEDB
AllianceBernstein, New York, NY
August 2005 – Present
Developed and prepared investment strategy by modeling asset allocation, portfolio construction and manager selection recommendations.
Performed and conducted detailed analysis on individual investment products, strategies and portfolios across asset classes.
Conducted modeling and statistical analysis for decision making support.
Developed decision logic support trading, risk management and business initiatives.
Alliance Capital New York, NY
May 2000 – July 2005
Worked effectively with business in testing model assumptions.
Worked with the IT group to improve data quality for regulatory and modeling purposes.
Developed and prepared databases for future PD modeling across various Consumer portfolios.
Performed migration analyses and built transition matrices.
Developed and implemented stress scenarios for use in the economic capital and ALLL methodologies.
Supported development of the Consumer Scorecard.
Bachelor’s Degree in Accounting
Boston College, Chestnut Hill, MA