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Degrees
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B.Sc. in Engineering from London University
Ph.D. in A.I. from Cambridge University, England
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My Expert Service
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In general I deliver solutions in Matlab. I've been using Matlab as tool of choice for the past 7+ years. I can help with small or large scale projects. Some of the recent projects I have been involved in are:
- Creation and maintenance of a Fundamental Factor Model for North America and Europe and risk reports based on these models
- Early Warning Reporting system: the aim of the project is to predict "storms" in the equity market. The system uses the TED Spread, the S&P long term returns and other appropriate indicators as attributes.
- A semi automatic tool using data mining of financial time series using Matlab as the engine and Excel/VB as the front end
- Fundamental Factor Model with a universe of 3000 stocks going back to 1995.
- VaR and EPE analysis: Measures and monitors global Market and Counterparty risks. As part of this project I designed and implemented credit derivative models, such as Tranche and CDO valuation routines.
I enjoy solving puzzles so if you have any send them over.
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Experience & Qualifications
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I have over 15 years of experience in finance, mainly in the Equity markets. I am fluent in: Matlab/Perl/C/C++/Python/SQL and others. OS: Windows/Unix/Linux/MacOS
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Available Modes Of Communication
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email/chat
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Contact
Reza Jahanbin
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