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Quant Q | Elance
 
176985602337900
Last Sign-in: Nov 18, 2013

Quant Q

Quantitative solutions quickly and accurately
   Australia

Overview

Minimum Hourly Rate $75

quite simply, I deliver quality quant solutions quickly and have fun along the way. Examples include model design/implementation, software reviews, research, signal testing and general consulting. If you have additional questions see my CV/resume or send me a message.

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Skills (10)

Tested
Matlab/R
Financial Analysis
C++
Amazon Web Services
Microsoft Excel
Java
Stochastic Statistics
quantitative
Visual Basic
Data Modeling

Service Description

A bit about me... PhD in Quantitative Finance, 15 years consulting experience at Deloitte Consulting/Accenture, degrees in Computer Science and Physics, I have published academic papers (one has over 30 references) and UTS is trying to sell an algorithm from my PhD thesis.

a bit about my clients... high frequency trading for Citigroup, stat/arb trading at hedge funds, market/credit risk modeling for OTC derivatives at a large bank. Some additional clients include Barclay's, American Express, Banc One, AXA, CBA, Salomon Smith Barney just to name a few.

for more details see my CV/resume or send me a message.

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Employment

Contango Asset Management
Senior Quantitative Analyst
2007 - Present
Helped to develop trading strategies including data cleansing, backtesting, programming and strategy/methodology development. Also worked with CFO to design, deliver and support attribution reporting.
Westpac Institutional Bank
Senior Quantitative Analyst
2009 - 2011
Developed and improved existing risk models for OTC derivatives across FX, IRS, Equity and credit and other trading desks. Some examples include fixing high priority audit issues, fixing errors in...
CitiGroup
Senior Quantitive Analyst
2005 - 2007
Member of Citigroup's algorithmic trading group focusing on designing and implementing improvements in their high frequency trading algos. Improvements included reducing variance of VWAP algos by...

Education

University of Technology, Sydney
PhD Quantitative Finance
2005 - 2009
University of Technology, Sydney
Masters Quantitative Finance
2005 - 2007
University of Technology, Sydney
MBA Finance & Economics
2003 - 2005
University of Akron
BS Physics (Honors)
1985 - 1990
University of Akron
BS Computer Science (Honors)
1985 - 1990

Keywords

quantitative
quant
trading
statistics
Matlab
SAS
VBA
Perl
PhD
forex
My Snapshot
Elance Level
Level represents activity and experience on Elance. Freelancers start at Level 1 and achieve higher levels through their work. A higher "Level" indicates greater earnings, ratings and other achievements on Elance. Learn More »
  • 12 months
  • Lifetime
Jobs
2
1
2
Total
Milestones
Hours
Reviews
Recommend
Clients
Total
Repeat
Earnings
Private
Private
Total
Per Client
Identity
Username
QuantQ
Type
Individual
Member Since
November 2010
Elance URL
Verifications
Quant Q | Elance

Quant Q