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

Quant Q

Quantitative solutions quickly and accurately
   Australia

Resume/C.V.

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.
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.
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
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 estimates, significantly improved delivery times for reporting (reduced month end report from 1 week to less than 10 mins).
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 30% and fixing additional issues surrounding the stability of the algos. During his involvement in the group the volume of trading through the algos went from less than 5% to over 40% of all equity trades.
Payment Terms
depends on the project.
Quant Q | Elance

Quant Q