I am a financial quantitative analyst with focuses in investment management, fixed income securities, credit risk analytics, yield curve and term structure analysis, Monte Carlo methods, and portfolio optimization. My preference is to use discrete time models.
Education
edit- Bachelor of Computer Science with a minor in Physics
- Master of Business Administration in Finance and Statistics
Interests
editDigital photography, Martial arts, Boxing, Brazilian Jiu-jitsu, Hiking, and Alpine skiing.
Quotes
edit- "... there are those who don't know and don't know they don't know ..." -Cooper Holtzclaw, M.D., The Day's Work, April 10, 1906
- “Markets can remain irrational a lot longer than you and I can remain solvent.” -A. Gary Shilling, Forbes, 1993