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Additional Statistics Resume Samples
Quantitative Research Analyst Resume Samples
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0-5 years of experience
- Created an automated documentation tool that scrapped price data from webs and exported reports with charts
- Applied Support Vector Machine to predict the ratio of crops in good condition with 94% accuracy
- Performed Kalman Filtering to predict the closing prices of a few agricultural futures
- Improved Bollinger bands index on WH8 together with a trading strategy that obtained 45% return on historical data
0-5 years of experience
- Asset price optimization project supervised by Professor Soulaymane Kachani and Costis Maglaras.
- Estimated absorption rates and price per square feet for different unit types.
- Improved the unit allocation mix model; new model improved expected revenue by 6%.
0-5 years of experience
- Supported research insights with quantitative analysis of datasets using SPSS and Microsoft Excel
- Developed quantitative and qualitative tools and resources to enable employee development and senior stakeholder decision-making
- Used analytical tools and processes to root cause organization and employee challenges
- Operated and developed processes for online, interactive professional workshops
0-5 years of experience
- Research & back test ETF/futures trading strategies designed to replicate hedge fund index returns.
- Quantitative research and analysis on risk & return drivers specific to alternative investments.
- Strategy development & sub advisor selection for new liquid alternatives mutual fund & UCITS products.
- Investment due diligence on equity long/short managers for internally managed funds of hedge funds.
- Development and implementation of portfolio risk management analysis tools and procedures.
- Led on-boarding process of new portfolio risk analysis platform.
0-5 years of experience
- Worked closely with Portfolio Solutions Group to design seamless trading strategies to help investors transit their portfolio, which resolve complexity of different trading hours in global markets and greatly reduce associated trading risks and costs
- Developed a generic quantitative model in MATLAB, which is applicable to transitions of both equity and fixed income portfolios between major financial markets, leveraging futures and other derivatives as hedging instruments
- Designed a GUI with options for varied hedging demands, linked with Bloomberg that loads in high frequency data and outputs the optimal hedging strategy with corresponding hedge ratio that will reduce tracking errors to below 10 bps