Chicago, IL

  • Leadership and research in finance and statistics, econometrics, statistical analysis (causality modeling and Bayesian networks) and enterprise risk analysis. Experience with numerical analysis packages and scripting languages. Association for Computing Machinery (ACM) Senior Member.

  • In-depth knowledge of big data predictive analysis including: relational data mining, neural network, nearest k-neighbor, association rules, time series, regression trees, and sequence clustering

  • Deep experience in the analysis of financial market data in researching fixed income instruments and derivatives, especially mortgage-backed securities. Experience in exchange-traded derivatives, margining, and strategy. Experience in analyzing cashflow-based valuation models and the ability to analyze/estimate sensitivity of model parameters to pricing. Monte Carlo simulation, Hull-White, Black-Karasinski, AD&Co, AFT, Bloomberg, Intex, SPAN margin.

  • Expertise in time series power market analytics of PJM and other ISO/RTO markets including peak/off-peak load analysis, using day-ahead and real-time market data of power generation, transmission, and congestion at various LMP zones/hubs.

  • Professional speaker invited to deliver presentations in economic theory, finance, econometrics, financial regulation, biostatistics, and information systems management. University graduate-level finance and information systems instructor.

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