Occupation:Computer Programmer |
Location:West New York, NJ |
Education Level:Doctorate |
Will Relocate:YES |
Description
Work Experience
| COMPANY | POSITION HELD | DATES WORKED |
|---|---|---|
| Wells Fargo | Independent Researcher | 10/2018 - 10/2018 |
| Quantitative Strategy Group | Vice President/Xva Quant/Quant Developer | 1/2013 - 7/2018 |
| Calypso Technology | Principal Financial Engineer Cva And Counterparty Credit Risk | 1/2012 - 1/2013 |
| Citigroup | Vice President Cva Strategy | 1/2010 - 1/2012 |
| The Depository Trust & Clearing Corporation (Dtcc) | Director Market Risk Management | 1/2006 - 1/2010 |
| Hsbc | Vice President Model Validation | 1/2005 - 1/2006 |
| Jp Morgan | Vice President Quantitative Research & Development | 1/2004 - 1/2005 |
| Prudential Security Inc. | Assistant Vice President Risk Management | 1/2002 - 1/2004 |
| Goldman Sachs & Co. | Project Manager Convertible Bond Desk | 1/2000 - 1/2001 |
| Canadian Imperial Bank Of Commerce | Senior Manager Market Risk Management | 1/1997 - 1/2000 |
| Chalk River Laboratories | Analyst, Thermal Hydraulic Branch | 1/1992 - 1/1997 |
Accomplishments
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