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IVAN PETROV
Current address: 214 North Street 85, apt. 19, New York, NY 10023
Current telephone: (123) 456 789 999
Permanent contact: [email protected].
WORK EXPERIENCE:
| 01/96- present NY | Morgan Stanley & Co., Inc. New York, Associate. Analytical developer for firm-wide credit risk management systems. Work ranging from FX, swaps, to equity collateralized lending and commodities. Statistical analysis of historical data, advanced analytic for Value at Risk calculations. Work on alternative management approaches. |
| 09/92-12/95 CA | Stanford University Stanford, Teaching and research assistant, Departments of Physics and Applied Mathematics. Taught physics to a large class of pre-medical students. 15 publications, including the invention of a new type of branching diffusion processes and well recognized work on stochastic model in hydrodynamics. |
| 06/95-09/95 NY | Morgan Stanley & Co., Inc New York, Summer intern in the Information Technology Mortgages group. Implemented variance reduction methodology in Monte Carlo simulation for increasing the accuracy of price/OAS valuation. |
| 11/94-02/95 | Darrel Dark Consulting Consultant. Co-developed and implemented a novel interest rate model. Implemented credit risk valuation models. |
| 06/94-09/94 | J.P Morgan & Co Summer intern in the derivatives research department. Worked on developing a draft version of the credit derivatives model. |
PROFESSIONAL SKILLS:
• Modern financial models including interest rate models, credit risk models, and mortgage backed securities, FX, fixed income, equity and commodity derivatives, 6 development notes on mathematical finance.
• Statistics: linear and non-linear estimation, non-parametric (bootstrap) methods, time series analysis, etc. Probabilities and stochastic methods: stochastic differential equations, diffusion processes, point processes, branching processes, etc. Numerical methods: numerical integration of SDE, Monte Carlo methods, finite difference methods, etc.
• Programming in C, ALP and Mathematica, UNIX operation system.
DISTINCTIONS AND HONORS:
| Member of the New York Academy of Sciences | |
| Reelected as Associated Member by the Scientific Council of Lebedev Institute of Modern Physics, Russian Academy of Sciences. | |
| 1991-1995 | Invited talks at 5 international scientific conferences and numerous research institutes and universities worldwide. |
| 1993-1994 | A member of Stanford University Committee on Research |
| Elected as a Junior Researcher by the Scientific Council of the Lebedev Institute of Modern Physics, Russian Academy of Sciences. | |
| Soviet Youth Organization award for excellence in studies. | |
| 1987-1990 | Elected one of four student's members of the Scientific Council of the Department of General and Applied Physics of Moscow Institute of Physics and Technology |
| Pre 1984 | A winner of All-USSR Olympiade in Physics (1984), Russian Republican Olympiades in Physics and Mathematics (1982-1984). Golden Medal recipient for excellence in high school studies (1984). |
EDUCATION:
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