eFinancialCareers

LAWRENCE STONE
773 Dice Avenue #2D - New York, NY 10011 ? 000-000-0000 - lawrence.stone@efc.com

Analytical Quant Developer skilled in coding models for assessing market risks, trends, and pricing

SUMMARY OF QUALIFICATIONS

- Extensive background programming, developing, and implementing mathematical models for pricing of derivatives, assessing risk, reducing transaction costs, and forecasting market changes.
- Successful quant development history encompasses design, technical architecture, programming in C++, debugging existing code, and production support.
- Adept at Monte Carlo simulations and numerical analysis, including optimization.
- In-depth experience in quantitative research, including developing new and innovative pricing approaches and process control, as well as product analysis.
- Exceptional communication, interpersonal, and problem-solving skills.

PROFESSIONAL EXPERIENCE
ABC Corporation, New York, NY 2005 – Present
Quant Developer
- Develop and maintain risk applications for natural energy derivative pricing and market analysis.
- Build robust client-facing Web reporting and analytic applications, including UI and scripting in C++.
- Lead ongoing development, production, documentation and testing of energy risk product suite.
- Analyze forward prices, implied volatilities, and statistical models for energy markets.
- Work with team leaders to review feature specifications, prioritize development planning, and execute implementations, making sure projects are completed on time and within budget.
- Create technical documentation. Prepare and conduct market presentations to senior staff.
- Liaise with clients, financial risk managers, and traders to ensure software and tools help meet goals.
- Report to Global Director of Quantitative Research and Modeling.

DEF Company, New York, NY 2002 – 2005
Quantitative Research Analyst
- Provided research reports for Business Intelligence (BI) prototypes, using multi-dimensional data sources to support what-if analyses and basic data mining.
- Utilized algorithms and statistical tools and models for activity/user analytics, such as user
segmentation (CART and Naive Bayes Classifier) and traffic trending (regression and smoothing).
- Worked directly with quant developers to build feeds, reporting systems, and apps for analytics.
- Provided research and analytics to support business decisions using online reports and presentations.
- Supported Market Research, BI, and product development through integration of third-party data.
- Frequently used secondary online research vendors such as Nielsen/NetRatings and ComScore.

HJK Incorporated, New York, NY 2000 – 2002
Quantitative Research Analyst
- Extracted large datasets from SQL databases to create back testing environment for various models.
- Helped develop and test stock ranking models, simulations, and hypotheses.
- Analyzed company financial statements and trading data; wrote research papers.

TECHNICAL SKILLS
Languages: C++, C, Visual Basic, HTML, CSS, JavaScript, Perl, UNIX, Linux, Python, Java
Databases: SQL, Oracle, Sybase
Software: Microsoft Office Suite (Excel, Word, PowerPoint, Outlook)

EDUCATION
Master of Business Administration in MIS; New York University, New York, NY (2000)
Bachelor of Science in Math; NYU, New York, NY (1998)

Keywords: technology consultant, Senior Quantitative Developer, database developer, business analyst