Quantitative Research Analyst Resume


Kevin K. Wolfe

635 Owagner Lane

Seattle, WA 98101

Phone: 206-192-9017

Email: [email protected]

Professional Summary:

Highly analytical, motivated, certified Quantitative Research Analyst with over 5+ years of experience evaluating trade ideas and enhancing the trade architecture. Adept at performing research, keeping up-to-date information about the stock fluctuations, and giving advice about investments in the financial instruments. Comprehensive technical knowledge about product design and adept at debugging. Team player with exceptional soft skills.

Summary of Skills:

  • Adept at working with large relational databases, and possess advance data analysis skills to interpret complex conditions for suggesting appropriate solutions
  • Comprehensive knowledge about the financial market, including the bearish/bullish trends, bonds, investment instruments, and derivatives
  • Familiar with equities, fixed income and multi-asset strategies quantitative modeling
  • Sound understanding of market fluctuations, factors affecting the rise/fall of stocks and ability to make accurate forecasts for maximum client revenue generation
  • Expertise in various programming languages like SAS, R, Python, SQL, MATLAB and proficiency in operating computer applications like Excel, Spreadsheets
  • Exceptional critical thinking and analytical skills
  • Excellent written and verbal communication skills

Work Experience:

Quantitative Research Analyst

AXA Incorporation, Seattle, WA


April 2016 – Present

  • Serving as the first point of contact for clients, maintaining their portfolios, and suggesting appropriate financial instruments for the investment
  • Effectively interfacing and collaborating with the analytics team to provide solutions for business-related problems
  • Actively designing solutions and implementing investment models related to quantitative equities, multi-asset portfolios, and volatility management
  • Working with other investment professionals to locate faults in existing models, and brainstorming ways to avoid recurrence
  • Continuously working on top-notch research projects involving regular assessment of the stock market to deliver quantitative strategies
  • Conducting training sessions to explain dealing with market fluctuations, and assisting in building a highly technical product that gives profitable returns

Quantitative Research Analyst (part-time)

AXA Incorporation, Seattle, WA

December 2014 – March 2016

  • Collaborated and worked with other investment personnel and enhance financial models
  • Actively involved with the team to in researching and developing smart equity portfolios
  • Identified profit opportunities, and provided best solutions for gaining high returns
  • Developed deep understanding of aspects related to alpha research, including model construction, factor definition, calculations and translating output statistics in monthly report used for portfolio management
  • Learned and executed proven methodology for conducting world-class research that assisted the analysts in identifying the best trading solutions and top performing stocks
  • Pro-actively accessed the data stored using SQL and used statistical abilities to manipulate available information to predict the top performing stock for the next week
  • Coordinated with the development/testing team to debug the new software modules, and assisted in writing codes using Java-SQL

Senior Quantitative Analyst

Intropro Financial Services, Seattle, WA

August 2011 – November 2014

  • Took responsibility for building, updating, and maintaining financial databases of the company, and preserved information of 300+ clients
  • Worked closely with the finance teams to assist in portfolio management
  • Troubleshooted existing modules, designed solutions and managed data processes for research systems by implementing investment models
  • Utilized analytical skills, extensive market knowledge and intuition to develop statistical trading models
  • Coordinated with the internal as well as external teams to identify issues in the company tool
  • Collaborated with the development team to build various quantitative investment models including equity, asset beta and smart allocation models for maximum profits
  • Worked with fundamental research analysts and portfolio managers to carry out various tasks

Education:

  • PhD in Quantitative Finance

    Seattle University, Seattle, WA

    2011
  • Master’s Degree in Statistical Mathematics

    Seattle University, Seattle, WA

    2008

Certifications:

  • Certified in Quantitative Finance – COF Institute, 2013

Reference:

On request.