Resumes
Resumes
Director Of Quantitative Research, Fixed Income
View pageLocation:
New York, NY
Industry:
Capital Markets
Work:
New York University - New York, NY since Jan 2012
Adjunct Instructor of Mathematics
International Journal of Theoretical and Applied Finance since Jul 2010
Managing Editor
Prudential Financial since Apr 2010
Head Fixed Income Quant
Bloomberg Apr 2006 - Mar 2010
Business Manager
Morgan Stanley 2004 - 2006
Head credit quant
Adjunct Instructor of Mathematics
International Journal of Theoretical and Applied Finance since Jul 2010
Managing Editor
Prudential Financial since Apr 2010
Head Fixed Income Quant
Bloomberg Apr 2006 - Mar 2010
Business Manager
Morgan Stanley 2004 - 2006
Head credit quant
Education:
University of California, Berkeley - Walter A. Haas School of Business 1985 - 1990
PhD, Finance BI Norwegian Business School 1981 - 1985
Sivilokonom, Finance
PhD, Finance BI Norwegian Business School 1981 - 1985
Sivilokonom, Finance
Skills:
Derivatives
Fixed Income
Credit Derivatives
Interest Rate Derivatives
Bloomberg
Quantitative Research
Quantitative Finance
Quantitative Investing
Financial Modeling
Quantitative Risk
Capital Markets
Hedging
Equities
Quantitative Analytics
Investment Management
Portfolio Management
Hedge Funds
Options
Investment Strategies
Trading
Finance
Investment Banking
Financial Markets
Market Risk
Equity Research
Credit
Valuation
Structured Products
Trading Systems
Securities
Commodity
Bloomberg Terminal
Vba
Emerging Markets
Structured Finance
Asset Management
Bonds
Financial Structuring
Alternative Investments
Electronic Trading
Fx Options
Equity Derivatives
Credit Risk
Vendor Relationships
Asset Allocation
Fixed Income
Credit Derivatives
Interest Rate Derivatives
Bloomberg
Quantitative Research
Quantitative Finance
Quantitative Investing
Financial Modeling
Quantitative Risk
Capital Markets
Hedging
Equities
Quantitative Analytics
Investment Management
Portfolio Management
Hedge Funds
Options
Investment Strategies
Trading
Finance
Investment Banking
Financial Markets
Market Risk
Equity Research
Credit
Valuation
Structured Products
Trading Systems
Securities
Commodity
Bloomberg Terminal
Vba
Emerging Markets
Structured Finance
Asset Management
Bonds
Financial Structuring
Alternative Investments
Electronic Trading
Fx Options
Equity Derivatives
Credit Risk
Vendor Relationships
Asset Allocation
Languages:
English
Norwegian
German
Norwegian
German