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| Assistant Vice President, Structured Equity Products |
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CV/Resume ID no.:
91874
Last Updated:
Saturday, March 28, 2009 |
Location (Residence): Atlanta, United States
Citizenship: United States
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Languages:
Native:
English United States
Other:
None |
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| Education & Experience: |
Work Authorization & Relocation: |
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Education:
Masters in Quantitative Finance
Years of Experience:
2 years
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Authorized to work in:
United States
Present Location:
USA, Atlanta
Relocation:
Anywhere (International) |
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| Expertise |
| Category |
Subcategory |
Ability |
Experience |
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Commercial/Financial |
Banker |
Basic
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6 years |
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| CV/Resume Details |
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| 1. Summary (Cover Letter) - CV/Resume Part 1 [Mandatory] |
To obtain a trading or scheduling position at an investment firm or corporation focusing on equity or energy derivatives and structured products.
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| 2. Work Experience - CV/Resume Part 2 [Mandatory] |
Assistant Vice President, Structured Equity Products 5/2007-present
SunTrust Robinson Humphrey
• Bookrunner for the Structured Equity Derivatives trading desk. Responsible for vol surface creation, maintenance, and analysis, as well as P&L explanations for traders, Greek attribution and trade booking for OTC options, structured equity products, CDS & TRS books.
• Generated & maintained the Excel-based SABR volatility surfaces and dividend curves for Cliquet Book in Calypso Trading System
• Created an automated Excel process to display daily vega bucketed risk topography as well as monitor barrier options holdings in real-time using VBA and Bloomberg’s Excel integration.
• Created Access database that reported the desk’s monthly trade volume, notional totals, and MTM values for use in marketing and upper-level management as well as Federal Reserve Call report generation.
• Developed understanding of exotic derivatives and structured products including collars, variable prepaid forwards, equity- and fund-linked notes, equity swaps, CDS, CPI swaps, cliquet/barrier/digital/Asian options, and baskets.
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| 3. Education & Training - CV/Resume Part 3 [Mandatory] |
Master of Quantitative and Computation Finance
Georgia Institute of Technology 8/2006-12/2007
GPA: 3.67
• Completed project “Copula Methods for Financial Data—VaR modeling & Goodness-of-Fit tests” with L. Peng & M. Ni.
• Relevant Courses: Stochastic Calculus, Finance & Investments, Management of Financial Institutions, Fixed Income Securities, Derivatives Securities, Numerical Methods of Finance, Financial Data Analysis, Credit Derivatives, Commercial Real Estate & Private Equity.
• Managed the Bloomberg Professional® and FinCAD research groups focusing on derivatives products functionality.
Bachelor of Mathematics
The University of Georgia 8/2002-5/2006
GPA: 3.95
• Graduated Summa cum Laude, Phi Beta Kappa, Phi Kappa Phi
• Named a National Merit Scholar, a Robert C. Byrd Scholar, and a UGA Foundation Fellow
• Relevant Courses: Linear & Abstract Algebra, Analysis, ODEs, PDEs, Complex Analysis, Fourier Analysis/Wavelets, Mathematics of Option Pricing, Probability, Accounting I/II, Economics, Futures & Options Markets, Investments, and Financial Engineering (MBA-level).
• Involved in University Judiciary, Foundation Fellows Student Council, and the Habifest program (Habitat for Humanity).
Summer Certificate in Business Analysis and Valuation
The London School of Economics 5/2005-7/2005
GPA: A-
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| 4. Computer Skills - CV/Resume Part 4 [Mandatory] |
Languages: VB/VBA, Java, SQL, Formula Builder (Imagine Trading System), Knowledge of German & Spanish
Applications: Excel & Access, Bloomberg, Reuters Kobra, Imagine Trading System, Calypso Trading System, FinCAD, Matlab, Minitab, SQL Server Management Studio, Visual Studio, PerTrac.
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| 5. Other Skills - CV/Resume Part 5 [Optional] |
Certifications: Anti-Money Laundering in Capital Markets
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| 6. Additional Information - CV/Resume Part 6 [Optional] |
n/a
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