Monday, August 06, 2007

Quant resume

Anyone looking to hire a PhD quant? Someone I know is moving from theoretical physics to finance. Below is a partial resume. The candidate is 100% fluent in both English and Mandarin, easygoing, hardworking and a nice guy. I've edited a little to preserve privacy.

I guarantee you, he is at least as smart as this guy.

For you youngsters in physics, please read this.

Quantitative Qualifications

9+ years of advanced experience in Monte Carlo simulation of complex processes and parameter determination

7+ years of experience in constructing models to fit to a large data set and explain anomalous phenomena

Financial readings: John Hull’s “Options, Futures, and Other Derivatives”, Martin Baxter and Andrew Rennie’s “Financial Calculus”, and Salih Neftci’s “Introduction to Mathematics of Financial Derivatives”

Familiar with binomial models, Ito’s lemma, Black-Scholes, interest rate derivatives, bond pricing, volatility estimation, modern portfolio theory, and CAPM

Solid knowledge of mathematics and statistical techniques: Monte Carlo simulation, Linear Regression, Maximum Likelihood Method, Neural Networks, Linear Programming Methods, and Fourier Analysis

Proficiency in FORTRAN, Mathematica, Matlab and FORM. Working knowledge of C++, Java, and Perl

Education

Ph. D. in Theoretical Physics, University of Wisconsin, Madison (UW), August 2001, GPA: 3.9/4.0, with Mathematics minor

Professional Experiences

2004-Present: Postdoctoral research associate at [major research university]

Proposed and constructed extensions to the Standard Model of particle physics to fit to a very large set of experimental data, using linear regression

Used maximum likelihood method to constrain parameters of a new force carrier

Numerically solved correlated second order differential equations for renormalization flows to explain the convergence of three gauge interactions

Calculated resonance production cross sections of the Majorana neutrinos with Importance Sampling Monte Carlo integration

Conjectured a new weakly interacting particle to explain an anomaly in experimental data and suggested new processes to test the conjecture

2001-2004: Postdoctoral research associate at the Argonne National Laboratory, Argonne, IL

Performed a state of the art high order calculation of the production probability of a supersymmetric (SUSY) particle. Combined both analytical and numerical evaluations to achieve singularity cancellation and integrated over multi-dimensional phase space using Monte Carlo

Proposed new ways of breaking large Lie groups in higher space dimensional models and constructed the first dynamical breaking of SO(10) group via deconstruction

Designed the best way to determine one of the most important SUSY parameters with different experimental input

1997-2001: Research assistant at the University of Wisconsin, Madison, WI

Led several projects in calculating production probabilities of Higgs boson and SUSY particles

Wrote the standard reference in determining the SUSY charge and parity violating phase through electric dipole moments. Sampling of up to 26 dimensional parameter space was done using Monte Carlo simulation

Solved Einstein’s equation in high dimensional Anti de Sitter space

Publications

28 scientific papers published in top international journals, with more than 590 citations

4 papers in conference proceedings

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