Leveraging 7 years of experimental physics research and 2 years of financial model/strategy research to offer top notch design and modeling services geared to customer satisfaction and value creation.
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-- prototyping of instrumentation/experimental apparatus, incorporating mechanical engineering and electronics
-- practical model development, back of the envelope calculations and estimations
-- physics and quantitative finance.
Mar 29, 2011|Other - Engineering & Manufacturing|$600|Completed
Nov 28, 2010|Other - Finance & Mgmt|$1,096|Working
Jul 11, 2010|Other - Finance & Mgmt|$0|Completed
Dec 19, 2009|Other - Finance & Mgmt|$1,560|Completed
I am a recent Ph.D. graduate in Physics with a concentration in resonance Raman spectroscopy. My Masters work included extensive experience in near-field optical microscopy and high vacuum technology.
In both phases of my work, I have experience in:
-- mechanical design and precision engineering using Pro-Engineer;
-- basic machining (mill and lathe work);
-- extensive laser experience (including Class IV systems);
-- electronics circuit design and surface mount PCB layout and assembly using Altium DXP; and
-- model development, programming, and calculation using Excel, MATLAB, and R with some C++ development.
Also, I have experience in:
-- financial derivatives modeling utilizing Monte Carlo simulation and binomial tree methods;
-- equity valuation utilizing discounted cash flow methods; and
-- familiar also with bond valuation and portfolio analysis.
I have a high level of understanding of risk and market dynamics as well as an extensive base of academic literature on various quantitative finance topics.
Some finance relevant projects:
-- Developed a basic Monte Carlo option price and Greeks calculation engine for European exercise options in FORTRAN for a parallel programming project. Utilized message-passing interface (MPI) for a parallel algorithm to distribute random number generation across a multi-processor computer cluster. Motivation for the project was to decrease the computational time for prices and hedges over a large portfolio or...
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