PEDRO ACOSTA VALENZUELA

20 Washington Road, Princeton, NJ 08544 | (801) 380 7318 | [email protected]

EDUCATION
Princeton University Princeton, NJ
 Master in Finance May 2021 (Expected)
 Anticipated Coursework: Statistical Foundations of Data Science, Linear and Nonlinear Optimization, Fixed Income Models,
Asset Pricing, Statistical Analysis of Financial Data, Financial Econometrics.
University of Michigan Ann Arbor, MI
 Ph.D. Mathematics (GPA 3.80) Aug 2015
 M.S. Mathematics, December 2012
Brigham Young University Provo, UT
 B.S. Physics and Mathematics (Overall GPA 3.85) Aug 2010
 Cum Laude, University Honors

WORK EXPERIENCE
Goldman Sachs & Co. New York, NY
Vice President, Controllers – Modeling Team Mar 2019–Aug 2020
 Developed automated frameworks to estimate the market value for portfolios of residential mortgages and online consumer
loans.
 Employed statistical learning techniques on large datasets to calibrate credit default and prepayment models for residential
mortgages and consumer loans.
 Managed and mentored two summer analysts, established project curricula including the use of time series analysis to develop
a default rate forecast model based on macroeconomic indicators.
Vice President, Operational Risk Management & Analysis (ORMA) – Modeling Team Jan 2017–Feb 2019
 Led team’s efforts to develop a new quantitative framework to measure and analyze the operational risk profile of the firm:
o Constructed a Bayesian network framework that allows for the creation of operational risk models, wrote the code
libraries from the ground up.
o Developed a tool that allows non-technical users to create simple simulation-based models.
o Presented a compelling plan to divisional senior management and obtained their sponsorship.
 Participated in the 2018 Comprehensive Capital Analysis and Review, created risk-specific Bayesian network models to
benchmark ORMA’s capital projections.
 Managed one of ORMA’s summer analysts. Established a project curriculum that included the use of Bayesian statistics,
Bayesian networks, and machine learning.
 Directed efforts to automate the construction of model inputs for operational risk capital models.
Associate, Operational Risk Management & Analysis – Modeling Team Sep 2015–Dec 2016
 Spearheaded team’s efforts to develop novel ways to measure operational risk. Applied machine learning techniques, such as
support vector machines, neural networks, logistic regression, Bayesian networks, clustering, and dimensional reduction
analysis to operational risk problems.
 Enhanced the firm’s operational risk capital models. Applied time series analysis, extreme value theory, and developed
production-grade code.
 Authored model documentation for several of the firm’s operational risk models.
 Participated in the 2016 and 2017 Comprehensive Capital Analysis and Review, uplifted the firm’s Operational Risk CCAR model.
Improved model limitations, updated documentation, and automated model execution.
Associate Summer Intern, Operational Risk Management & Analysis – Modeling Team May 2015–Aug 2015
 Enhanced the firm’s operational risk models.
 Received a full-time offer from the Global Head of Operational Risk to join their modeling team.
University of Minnesota Minneapolis, MN
Dunham Jackson Assistant Professor, Department of Mathematics Sep 2015–Dec 2015
 Taught Introduction to Differential Calculus for scientists and engineers.
University of Michigan Ann Arbor, MI
Graduate Student Instructor/Research Assistant, Department of Mathematics Sep 2010–May 2015
 Taught several undergraduate courses: College Algebra, Differential/Integral Calculus, Multivariable Calculus, Diff. Equations.
 Research focused on Gromov–Witten theory, Mirror Symmetry, and other aspects of mathematics inspired by String Theory.
HONORS, AWARDS, AND SCHOLARSHIPS
 Outstanding Graduate Student Instructor Award, 2014. Department of Mathematics, University of Michigan (one recipient in
the Department of Mathematics per year).
 Rackham One-Term Dissertation Fellowship, Winter 2014. Rackham Graduate School, University of Michigan.
 Orson Pratt Award, 2010. Department of Mathematics, BYU (the most prestigious award offered by the Department of
Mathematics to one graduating senior per year).
 Brigham Young University Academic Scholarship, 2004-2005 and 2007-2010 (full-tuition scholarship awarded based on GPA).
 Outstanding Academic Performance in Mathematics, 2008, 2009. Department of Mathematics, BYU.
 Donald and Helen Robinson Scholarship, 2008. Department of Mathematics, BYU (the most prestigious scholarship offered by
the Department of Mathematics).

PUBLICATIONS AND PREPRINTS

1. P. Acosta and M. Shoemaker, “Gromov-Witten Theory of Toric Birational Transformations,” International Mathematical
Research Notices, 2019.
2. P. Acosta and M. Shoemaker, “Quantum Cohomology of Toric Blowups and Landau–Ginzburg Correspondences,” Algebraic
Geometry, Vol 5, Issue 2, 2018.
3. P. Acosta, “Asymptotic Expansion and the LG/(Fano, General Type) Correspondence,” arXiv:1411.4162.
4. P. Acosta, “FJRW–Rings and Landau–Ginzburg Mirror Symmetry in Two Dimensions,” arXiv:0906.0970.
5. N. Priddis, M. Krawitz, P. Acosta, N. Wilde, and H. Rathnakumara, “FJRW–Rings and Landau–Ginzburg Mirror Symmetry,”
Communications in Mathematical Physics, Vol 296, Issue 1, 2010.
6. S. Acosta and P. Acosta, “Numerical Wave Scattering Taking Account of Energy Dissipation and Media Stiffness as Modeled by
the Telegraph Equation,” SIAM Undergraduate Research, Vol 1, Issue 2, 2008.
SKILLS
Programming: Slang, Python (NumPy, Scikit-learn, Keras, Pandas), Java, R, SQL, LaTeX.
Technical: Mathematical and statistical modeling, machine learning, data structures and algorithms, stochastic calculus, time series
analysis, operational risk modeling, financial mathematics, mortgage models.
Languages: Spanish (native).
Exams: Passed CFA Level I.
 Kristian Bjarnason
[email protected] | +1 (609) 592-3459
EDUCATION
Princeton University | Master of Finance Aug 2019 – May 2021
• Department of Finance Representative for the Graduate Student Government
• Master of Finance Class of 2021 Representative
• First Year Coursework: Asset Pricing I & II, Statistical Analysis of Financial Data, Computational
Finance in C++, Probability and Stochastic Systems, Financial Econometrics, Quantitative Data
Analysis in Finance, High-Tech Entrepreneurship, High Frequency Markets

University of Melbourne | Bachelor of Commerce & Diploma in Informatics Mar 2014 – Nov 2018
• Undergraduate WAM: First Class Honours (H1)
• Double Major in Finance & Economics
• Kwong Lee Dow Young Scholar, Melbourne Global Scholar
Oxford Saïd Business School | Fintech Programme May 2018 – Jul 2018
• 10-week online course covering the innovative fields of fintech, regtech & proptech
University of Pennsylvania | Student Exchange Program Aug 2016 – Dec 2016
• Courses Taken: Corporate Valuation, Financial Derivatives, Programming Languages
& Techniques, Digital Photography

Mentone Grammar School | High School Diploma Feb 2010 – Nov 2013
• Dux/Valedictorian; 99+ ATAR
EXPERIENCE
Summer Associate – Quantitative Research | Capital Four, Copenhagen Jun 2020 – Jul 2020
• Multi-asset credit portfolio risk/hedging/construction, statistical modelling, credit derivatives
• Summer Project: Estimating option adjusted spread volatility and pricing callable bonds

Summer Analyst – Investment Banking Division (Metals & Mining) | J.P. Morgan, Melbourne Nov 2018 – Jan 2019
• Built valuation models of mining companies and assets (DCF analysis, comparables)
• Assisted on an international acquisition proposal for a global industry-leading company

Founder & Director | Polar Blue Photography, Melbourne Feb 2017 – Present
• Commercial & event photography specialists
• Five-figure annual revenue; 20%+ quarterly revenue growth
• 5 photographers under management

Finance & Economics Tutor | University of Melbourne, Melbourne Feb 2018 – Jun 2019
• Tutor for Investments (9 classes), Quantitative Methods 1 (7 classes) and
Introductory Microeconomics (7 classes)

Partner Support Representative | UBER, Melbourne Jun 2015 – Aug 2016

• Ranked first in performance metrics (efficiency, error rate, partner feedback)
• Interim Manager (Sep 2015)
ACTIVITIES
Associate Director of Marketing & Logistics | Princeton Fintech & Quant Conference Jan 2020 – Present
• Organise bi-annual events in Princeton and Chicago
• COVID adjustment: Hosting and organising monthly global seminar series on quantitative finance
and fintech topics

President | Financial Management Association of Australia Sep 2018 – May 2019

• Australia’s largest student-led professional organisation (5000+ members, 40+ sponsors)
• Mission was to foster the development of Australia's future business and community
leaders, develop the professional skills of our members, enhance the employability of our
members, and to provide a forum for the interaction of members and potential employers

SKILLS & INTERESTS

• Technical experience: Julia (author of tutorials for Machine Learning for Julia package), Python, R, SQL
• Languages: Danish (advanced), French (intermediate)
• Interests: photography, basketball, skiing, biohacking, travel (41 countries, 6 continents)
 Marc Geha
Bendheim Center for Finance, Princeton NJ 08544
Æ +1 (609) 373-3072 • Q [email protected]

Education
Princeton University Princeton, NJ
Master in Finance August 2019–June 2021
- Relevant Coursework: Statistical Theory and Methods, Statistical Foundations of Data Science, High Frequency Trading, Fixed
Income, Asset Pricing, Financial Econometrics, Behavioral Finance.
- Anticipated Coursework: Machine Learning & Pattern Recognition, Cases in Financial Risk Management, Chinese Financial and
Monetary Systems, Fintech, Energy & Commodities Markets.
- Academic Projects: Forecasting Daily Realized Volatility with Machine Learning Algorithms.
Ecole Polytechnique Paris, France
Major in Applied Mathematics 2016–2019
- France’s Leading Engineering School (according to The Times World University Rankings 2020).
- Relevant Coursework: Probability, Statistics, Monte-Carlo Simulations, Time Series, Mathematical Finance, Operational Research,
Machine Learning, Programming, Big Data, Economics.
- Academic Projects: Pricing under Rough Volatility Models, Insurance Risk and Probability of Ruin (simulation of rare events).
Lycée privé Sainte-Geneviève Versailles, France
- Selective undergraduate program in math and physics to prepare for nationwide competitive exams. 2014–2016

Internships & Research

Citadel Securities New York, NY
Summer Intern, Index Arbitrage Team June 2020–August 2020
- Designed a tool in Python to analyze how two HF strategies compete with each other.
- Learned about different asset classes and interacted with different teams and traders during learning sessions on CitSec trading
activities.
Imperial College London, UK
Research Intern in the Mathematical Finance Department April 2019–July 2019
- Worked under the supervision of Dr Antoine Jacquier, senior lecturer and director of the MSc in Mathematics and Finance at
Imperial College.
- Researched applications of moderate deviations to importance sampling for option pricing and implemented the results in Python.
- Awarded the ’prize for research internship’ by Ecole Polytechnique (an award given to a few students within each department).
TOBAM (asset management company with $10bn of AUM) Paris, France
Research Intern June 2018–August 2018
- Researched and implemented different volatility estimators in Python for the asset management division.
- Developed a Python package with different tools related to volatility estimation to be used with the company’s database.
Office of the Military Governor of Paris Paris, France
Assistant in Communication November 2016– April 2017
- Worked with journalists in official ceremonies.
- Coordinated the organization of several events for the benefit of the war-wounded, the major one being the governor’s concert
that took place in the Cathédrale Saint-Louis, at the Invalides in Paris.
French Army, military service Salon-de-Provence, France
Officer Cadet September 2016– April 2017
- Took part in an intensive three-month military training as part of Ecole Polytechnique military program.
- Built mental strength and knowledge of military organization and tactics.

Skills & Interests

Languages: French (Native speaker), Arabic (Intermediate).
Programming skills: Python (intermediate), R (intermediate), Q (Kdb+) (basic), C++ (basic).
Interests: Chess (participated in several national tournaments in Lebanon and refounded the students’ chess club at
Polytechnique), Tennis (trained and participated in tournaments with Polytechnique team).
 Trisha Guchait
732-718-0778 | [email protected]
Masters in finance student at Princeton University. Three years work experience as a quantitative researcher
conducting factor research, portfolio optimization, and risk allocation for the multi-asset funds.
EDUCATION
Princeton University Princeton, NJ
Masters in Finance Anticipated Graduation June 2021
Coursework: Financial econometrics, fixed income models, quantitative data analysis in finance, asset pricing: stochastic
calculus, machine learning and pattern recognition (fall), financial risk management (fall)

California Institute of Technology Pasadena, CA

Bachelor of Science in Mechanical Engineering and in Business Economics Graduated June 2014
WORK EXPERIENCE
Man Numeric Boston, MA
Summer Intern – Strategic Alpha Research Team June 2020 – August 2020
▪ Studied the effects of various implementations of a short-term risk model to the current portfolio optimization process
and compared results to alternative dynamic risk projects. Found promising results for low volatility portfolios
▪ Presented results to the research team and to the Investment Committee

MFS Investment Management Boston, MA

Quantitative Research Associate – Multi-Asset Team April 2016 – July 2019
▪ Independently designed a US yield curve factor model to add alpha through tactical curve positioning in bond portfolios.
This factor model included carry and reversion factors, as well as an error correction model
▪ Worked on building an optimizer as an additional implementation mechanism for the US yield curve model
▪ Conducted factor research and implemented a new inflation and rates data that improved efficacy of 40% of bond factors
in a global multi-asset fund
▪ Developed risk targets by type of bond and currency trades to blend quantitative and fundamental global bond
positioning on $600 million portfolio
▪ Managed models, created factors, and regularly recommended trades for $500 million commodities portfolio, and
created client material on alternative assets including commodities and real estate

3LP Advisors Boston, MA

Analyst September 2014 – April 2016
▪ Performed fundamental patent, technology, and investment analysis for clients in the food and nutrition, consumer
electronics, and semiconductor industries
▪ Informed deal sourcing and due diligence for a $100M corporate-led strategic venture fund

ACTIVITIES & LEADERSHIP EXPERIENCE

MFS Young Professionals Network Executive Board November 2017 – July 2019
▪ Led the civic engagement subgroup and organized career development events for young professionals
MFS Investment Engagement Team September 2018 – July 2019
▪ Helped organize and plan events for the investments department
Caltech Cross Country and Track August 2012 – June 2014
▪ NCAA D3 athlete, ran the 5 and 6 K distance events
Rise Tutoring Advisory Committee September 2012 – June 2014
▪ Motivated improvements in the Rise tutoring program for underprivileged high school students in Pasadena
SKILLS & INTRESTS
Technical Skills: Proficient in Matlab, Python, R, and Microsoft Office. Passed all three levels of the CFA Program and
may be awarded the charter upon completion of the required work experience.
Interests: Running, Ballet, Yoga
 Yuezheng (Lauren) Jiang
[email protected] | 609-933-7786 | 13 Lawrence Dr Apt 102, Princeton, NJ, 08540

EDUCATION
Princeton University Princeton, NJ
Master in Finance 09/2019-06/2021(Expected)
• Core courses: Statistical Analysis of Financial Data, Cases in Financial Risk Management, Fixed Income: Model &
Application, Computational Finance in C++, Financial Risk and Wealth Management, Portfolio Theory
University of Wisconsin Madison Madison, WI
Bachelor of Science in Applied Math – Actuarial Science; Minor in Japanese 09/2016-05/2019
• Cumulative GPA: 3.9/4.0; Dean’s List for five semesters (2016 fall, 2017 spring and fall, 2018 spring and fall)
• Core courses: Stochastic Processes, Analysis, Modern Algebra, Introduction to Data Programming, Linear Algebra and
Differential Equations, Actuarial Mathematics, Loss Models, Probability Theory and Statistical Inference

WORK EXPERIENCE
Everbright Securities Co., Ltd. Shanghai, China
Quantitative Research Intern 06/2019-08/2019
• Constructed Python scripts with a team of 5 interns based on single-factor and multi-factor models for factor evaluation
and stock selection in Chinese A-share market
• Conducted independent research on “ESG investing;” used SQL to load and transfer data to back-test the usage of
Governance factor in Python – created a composite factor by weighting ten selected sub factors and used long/short equity
strategy in order to detect statistical significance of the factor
• Consulted macro research team about sector rotation analysis; analyzed market sector performance in different economic
situations in order to provide clients with ideas of sector allocation during each period
• Assisted senior analysts to collect materials and write research reports on selected investment strategies such as P/B-ROE
model, enhanced indexing and event-driven analysis
China Everbright Bank Co., Ltd. Suzhou, China
Investment Banking Department Intern 07/2018-08/2018
• Analyzed the process and impact of previous securitization projects accomplished by China Everbright Group and
summarized in a PPT for future presentation
• Participated in a securitization project for the Mudu district cemetery owned by the local government (a stable income of
$29M each year); assisted in holding meetings with the governors to discuss the details of this plan
• Organized training sessions about REITs and presented to the team and internal stakeholders

PROJECTS & ACTIVITIES

Analytics in Finance Projects New York (remote)
Shadowing: Actuarial Consulting 08/2020-08/2020
• Conducted fund mapping analysis to link separate account funds to market indices for projection purposes
• Constructed Guaranteed Minimum Accumulation Benefit liability model for Variable Annuities products
• Performed analytics to identify sources of earnings for Fixed Annuity products to improve profitability
University of Wisconsin-Madison Madison, WI
Math Tutor in Housing System 09/2017-05/2019
• Offered drop-in advising sessions for undergraduate students 5 hours per week to address students’ academic questions
from various math classes, ranging from basic algebra to calculus III
• Collaborated with other tutors to conduct resume-scanning and interviews for hiring new tutors

SKILLS & CERTIFICATES

• Certificates: Society of Actuaries exams P, FM, IFM, LTAM passed; Securities Qualification Certificate of Securities
Association of China; Japanese Language Proficiency Test N2
• Programming and Software: Python (pandas, numpy, matplotlib etc.), R, SQL, C++, MS Office (VBA)
• Languages: Mandarin (Native), Japanese (1st prize in the Consulate-General’s 33rd Annual Japanese Language Speech
Contest; 1st place in 16th and 15th UW Madison Japanese Speech Contest)
• Interest: Rubik’s cube, vocal music, poker games, swimming, cooking
 Keqian (Luke) LI
+1 (609) 933-8091 • [email protected] • 11 Lawrence Dr #505, Princeton, NJ 08540
EDUCATION
Princeton University Princeton, NJ
Master in Finance, Bendheim Center for Finance 09/2019-05/2021 (Expected)
• Coursework: Fixed Income, Computational Finance in C++, Financial Econometrics, High Frequency Markets, Quantitative Data
Analysis in Finance, Statistical Theory and Methods; Pursuing Graduate Certificate in Statistics and Machine Learning
Peking University (PKU) Beijing
B.S. in Physics, School of Physics 08/2015-07/2019
B.S. in Economics (Double major), National School of Development (NSD) 09/2016-07/2019
• Graduate with honors; Cumulative GPA: 3.74/4.00; Major GPA: 3.83/4.00
• Coursework: Mathematical Methods in Finance, Econometrics, Financial Economics, C++ programming, Computational Physics
• Received waiver for the National College Entrance Exam to enter PKU as a gold medalist in the 16th Asian Physics Olympiad
• Honors and Awards: National Scholarship (2%), Merit Student Pacemaker (2%), Kwang-Hua Scholarship (1 out of 31)
Massachusetts Institute of Technology (MIT) Cambridge, MA
Special Student Program in Mathematics 02/2018-05/2018
• GPA: 5.0/5.0. Coursework: Inference and Information, Investment Management, Data Mining, Stats Thinking
PROFESSIONAL EXPERIENCE
IMC Chicago, LLC Chicago, IL
Intern, Quantitative Research, Equity Options Desk 06/2020-08/2020
• Worked on book-level optimization using Python in high frequency equity options market for different funds. Optimized
parameters, conducted scientific tests for over a month, and statistically significantly improved PnL in trading.
• Built backtesting models for specific execution types considering market impact, and improved models after experiment.
Dynamic Technology Lab Pte. Ltd. Shanghai
Intern, Quantitative Research 06/2019-08/2019
• Used C++ to write a technical analysis library, including implementation of over 200 indicators, candlestick patterns, signals, and
supporting functions. Based on these functions, developed and tested daily alphas in the U.S. stock market.
Ningbo Lingjun Investment, LLP Beijing
Intern, Quantitative Research 10/2018-01/2019
• Predicted stock returns in the Chinese A-share market based on both daily and intra-day fundamental and technical data.
• Used Python and bash scripts to research alpha factors in equity market using linear regression, time series, and RNN models.
• Developed and submitted over 5 market neutral alphas with annualized Sharpe Ratios from 3 to 7 and 20% turnover ratio.
WizardQuant Capital Management Co. LTD Zhuhai, Guangdong
Summer Intern, Quantitative Research 06/2018-08/2018 & 07/2017-09/2017
• Developed a fixed effects model using Python with price and volume data to predict returns in the Chinese A-Share market.
• Conducted research on trading entry signals and factors for metals futures using 5-min-per-tick frequency data. Built a prediction
model with price and volume factors including bid and ask orders.
• Employed rolling regression models to predict one day stock return and improved the overall correlation coefficient.
Ernst &Young (China) Advisory Limited Beijing
Intern, Financial Services in Risk Management 11/2017-02/2018
• Developed and implemented valuation models including Black-Scholes, Binomial, Hull-White and DCF, via Excel functions and
VBA to value more than 10 types of equity, bond, option and commodity derivatives.
Haitong Securities Co., Ltd. Beijing
Intern, Investment Banking 01/2017-06/2017
• Developed an HTML crawler to download, tag and arrange IPO information released by the CSRC. Trained models for text
segmentation and keyword extraction. Categorized and analyzed the examination, and verification opinions.
LEADERSHIP EXPERIENCE
CCERCLub (Students' Union of NSD), PKU Beijing
Vice Minister of Career Development Department 09/2017-06/2018
SKILLS & INTERESTS
Technical Skills: Python, C++, R, Stata, Excel VBA, SQL, kdb+/q; LaTeX, Microsoft Office; Thomson Reuters Eikon, Wind
Language: Mandarin (native); Interests: Badminton, Guitar, Film Appreciation
 SHREYA PAL
88 College Rd. W., NGC 2316, Princeton NJ 08544 | [email protected] | 609-933-8654/ 609-258-1743
EDUCATION
Princeton University Princeton, NJ
Master in Finance, Certificate in Statistics and Machine Learning candidate 2019 – 2021
o Expected Coursework: Machine Learning, Computational Finance (C++), Asset Pricing, Statistical Analysis of
Financial Data, Fixed Income, Monte Carlo Simulations, Financial Econometrics, High Frequency Trading
Indian Institute of Technology Delhi New Delhi, India
Master of Technology, Bio-Chemical Engineering and Biotechnology, GPA: 8.58/10 2013 – 2018
Bachelor of Technology, Bio-Chemical Engineering and Biotechnology, GPA: 8.06/10 | Minor, Business Mgmt.
o Master’s thesis (Bioinformatics): Built a computational model using Gradient Boosted Regression Tree algorithm to
increase accuracy of DNA editing in humans (Machine Learning, Python – Published in Genomics)
o Coursework: Calculus, Linear Algebra, Differential Equations, Probability, Econometrics, Data Structures, Security
Analysis & Portfolio Management, Banking & Financial Services, International Financial Management
WORK EXPERIENCE
Fannie Mae Washington, DC (Virtual)
Data Scientist Intern, Data Science and Modelling (via SESC) June – Aug 2020
o Built an automated tool for corporate finance analysis to study effect of what-if economic scenarios on quarterly
mortgage loan forecasts
o Reduced 2-3 weeks of erstwhile manual analysis time to 5 minutes and increased granularity of analysis
o Project execution involved UI and back-end development using Python, DASK, FLASK and Tableau
BMW Woodcliff Lake, NJ (Virtual)
Intern, Predictive Analytics, Treasury Forecasting Feb – May 2020
o Developed time series cash flow prediction models for treasury and supply chain management using Python
o Analyzed historical database related to the cash flow development for Mexican and Brazilian BMW entities
Mastercard Delhi, India
Data Engineer, Applied Predictive Technologies June 2018 - Aug 2019
o Increased profits for banks by analyzing financial data using regression models, and test vs. control strategies
o Created ETL processes using SQL, Python, SSIS for management of big data using relational database model
o Project execution involved synergistic collaboration in geographically disbursed cross functional teams
Korea Advanced Institute of Science and Technology (KAIST) Daejeon, South Korea
Intern, Computational Neuroscience May - July 2017
o Visiting Student Research Program; Demonstrated treatment of autism in mice using brain optical stimulation
o Developed an efficient computational method to automate analysis of experimental data in MATLAB
National University of Singapore Singapore
Intern, Cell Biology May - July 2016
o Demonstrated role of USP10 as an essential component of human immune defense system against dengue
FINANCE & RESEARCH ACTIVITIES
Impact of futures on stock market volatility, IIT Delhi Feb - May 2017
o Evaluated effect of introducing index futures on Indian stock market volatility using R
o Conducted time series analysis by employing Augmented Dickey-Fuller test, Autoregression and GARCH model
International Genetically Engineered Machines (iGEM): Synthetic/ Computational Biology, MIT Jan - Oct 2015
o Simulated gene networks in bacteria via MATLAB; won Bronze medal at iGEM Giant Jamboree'15, MIT, USA
Hovercraft - Multi Terrain Vehicle, IIT Delhi May - Aug 2014
o Designed & optimized structure, and fabricated a fixed airflow prototype of hovercraft for 150 Kg payload
PUBLICATIONS
J. Dhanjal, S. Dammalapati, S. Pal and D. Sundar, ‘Evaluation of off-targets predicted by sgRNA design tools’, Genomics
(2020) (Machine Learning)
S. Pal, T. Kapoor, ‘Comparison of top Indian and global IT companies using Du Pont 5 Point Analysis’, International
Journal of Engineering Researches and Management Studies, 5(7), 13-20 (2018)
SCHOLASTIC ACHIEVEMENTS
GRE score: Quantitative 170/170, Verbal 164/170 | TOEFL iBT: 118/120 2018
MHRD Scholarship: Received from Govt. of India for exemplary academic record at IIT Delhi 2017 - 2018
Teaching Assistant: ‘Bioinformatics’; guided UG students, proctored and graded tests, assignments 2017 - 2018
SKILLS AND INTERESTS
Table Tennis: Women’s and Mixed Doubles’ champion, Mastercard Sports Week 2019
Lawn Tennis: Conferred awards for Outstanding and Significant contribution in Sports Activities, IIT Delhi 2016,15
Programming and scripting languages: C++, Python, R, MATLAB, SQL, SSIS, Powershell, Q, Kdb+
Languages: English, Hindi, French (conversational)
 William Reid
Bendheim Center for Finance, 20 Washington Rd, Princeton, NJ 08542
+1-(609)-608-5120 | [email protected]
EDUCATION
Princeton University, Masters in Finance, Bendheim Center for Finance Aug 2019 - Jun 2021
• Anticipated Coursework: Quantitative Analysis of Financial Data; Statistical Analysis of Financial Data; Machine
Learning and Pattern Recognition; Financial Econometrics; Behavioral Finance; Corporate Finance and Financial
Accounting; Natural Language Processing; Corporate Restructuring, Mergers & Acquisitions; Financial Risk
Management; Asset Pricing: Stochastic Calculus and Advanced Derivatives
Imperial College London, Bachelor and Master of Engineering, Mechanical Engineering Oct 2015 - Jun 2019
• Masters research project conducted in Department of Mathematical Finance
Imperial College Business School, Corporate Finance Summer Course Jul 2017
• Introductions to cost of capital, capital structure and payout policy. Applications to M&A valuations
LSE, Business Analysis and Valuation Summer Course Jul 2016
• Introduction to business strategy, financial accounting and prospective analysis
Eton College Sep 2009 - Jun 2014
• A-Levels: Mathematics (A*), Further Mathematics (A*), Physics (A*); Pre – U French (D3 = high A); AS: Economics (A)
• Oppidan Academic Scholar
PROFESSIONAL & RESEARCH EXPERIENCE
Egerton Capital (US), Long/Short Fundamental Equities, $20 bn AUM, NYC, Summer Analyst Jun 2020 – Aug 2020
• Developed two long investment theses and models (in e-commerce and consumer sectors) – researched with calls
to sell-side, distributors and ex-management - developed an industry trends model to support consumer thesis –
developed a model to forecast quarterly sales from weekly panel data and determined 11/13 weeks of data
provided predictive significance for full quarter
• Built a linear machine-learning (Ridge & Elastic Net) quarterly sales forecasting model using alternative data for
an internet services company and improved on data provider’s out-of-sample MAE by 56% - presented to CIO &
investment team – introduced discretionary investment team & CIO to ML concepts
• Built non-linear machine learning models (Random Forest) to determine significant factors driving growth in auto-
parts industry, found significance from transformations of Used Car Sales and Jobless Claims among others
• Discovered strong growth correlations and predictive power between consumer co’s in different geographies
Imperial College London, Department of Mathematical Finance, Masters Research Project - Distinction Oct 2018 - Jun 2019
• Masters thesis: “Natural language processing with Markowitz optimization for financial forecasting”
• Tested four trading strategies using a portfolio optimization routine with Quadratic Programming principles
• Found that the optimal strategy involved reducing portfolio concentration from any single stock
• Identified clusters of similar events using NLP from a self-assembled corpus of 1m financial news headlines
J.P.Morgan, IBD, UK TMT, Summer Analyst Jun 2018 - Aug 2018
• Developed financial modelling skills and presented to a panel of senior bankers on a fictional cross-border M&A
transaction in the software security space
• Supported the team on live transactions, including a USD 2.5 billion software security sale. Developed benchmarking,
financial modelling and equity research skills
Aurelius Equity Opportunities SE, Private Equity, Summer Analyst Aug 2017 - Sep 2017
• Evaluated balance sheets, construct cash flows and draw conclusions from P&L statements
• Supported the investment team with ongoing company analysis and valuation
Rothschild & Co, Global Advisory Spring Insight Programme, Spring Intern Apr 2017
• Pitched to a panel of bankers on a proposed M&A deal between Novartis and Allergan, Plc
Fidelity International, Spring Week, Spring Intern Apr 2017
• Introduced to how asset managers compromise risk and reward and the different styles of asset management
Cabot Corporation, Performance Chemicals R&D, Boston, MA, Summer Intern Aug 2016 - Sep 2016
• Conducted a literature review on Silica nanoparticle reinforcement for improving the toughness of epoxy adhesives
• Compiled trends and conclusions about the existing toughening methods from 160 papers into a database
• Presented research to the R&D team and spearheaded discussion of the direction of the project moving forwards
EXTRA-CURRICULAR
Founder and President of Imperial FinTech Society Sporting Achievements
• Society had over 500 members for AY 17/18 • Played for Eton College 1st XI and Imperial College
President of Imperial Entrepreneurs Society 1st XI field hockey teams
• Founded a start-up network to connect alumni with • Captain of Eton College Alpine Ski Racing team
current students. Currently over 1000 members • House Captain of Sport at Eton College
ADDITIONAL SKILLS
Programming Languages: Python, R, MATLAB, Embedded-C
GRE Scores: Quant: 169; Verbal: 165 (GMAT conversion: 770)
Interests: Mindfulness meditation
 AARSH SACHDEVA
20 Washington Road • Princeton, NJ • 847-525-3409 • [email protected]

EDUCATION
Princeton University Princeton, NJ
Master in Finance, Graduate Certificate in Statistics and Machine Learning Aug 2019 – May 2021
• Completed Courses: Machine Learning in Finance, Statistical Foundations of Data Science, High Frequency Trading,
Stochastic Calculus, Computational Finance in C++, Probability Theory, Fixed Income, Statistical Theory and Methods
• Anticipated Courses: Deep Learning Networks, Reinforcement Learning, Convex and Conic Optimization
Georgetown University Washington, DC
Bachelor of Science in Business Administration Aug 2014 – May 2017
• Majors: Finance, Mathematics
• National Winner of 2014 Accenture U.S. Innovation Challenge

PROFESSIONAL EXPERIENCE
Volga Technologies New York, NY
Quantitative Research Educational Intern, Systematic VIX Futures Jun 2020 – Aug 2020
• Researched a VIX futures basis trading strategy (~2.3 Sortino) with machine learning models
• Web-scraped futures pricing data and calculated constant maturity prices and returns for analysis and backtesting
• Created a library of daily synthetic variance swap rates using SPY volatility surface data and 5 estimation methodologies
• Developed a dynamic term-structure model calibrated to variance swap rates to price futures and predict hedged returns
• Estimated and assessed conditional market betas using Penalized Least Squares methods and Kalman Filters
Graham Capital Management Rowayton, CT
Quantitative Research Summer Analyst, Systematic Global Macro Strategies Jun 2020 – Aug 2020
• Canceled due to COVID-19
Analytic Investors | Wells Fargo Asset Management Los Angeles, CA
Quantitative Research Analyst, Options Strategies Oct 2017 – Jun 2019
• Contributed to strategy research and portfolio management for a ~$3B portfolio of index options
• Developed a backtesting tool in Python utilizing live Market QA and model historical option data (~3000 lines) to
backtest systematic volatility strategies across multiple asset classes with delta hedging
• Researched and tested discrete dividend adjustments for options strategies’ expected returns
• Improved a beta-timing model used for targeting delta exposure for underlying portfolios
• Researched implied volatility skewness and authored an internal report outlining theory and applications
Millennium Partners New York, NY
Summer Analyst Jun 2016 – Aug 2016
• Researched and backtested potential quantitative investment strategies
• Updated crude oil production and refinery turnaround models to forecast oil supply and demand

RESEARCH PROJECTS
Forecasting Daily Volatilities of Global Stock Indexes Princeton, NJ
• Built a horizon dependent ensemble tree model to forecast daily variances of 31 global stock indexes that outperformed
econometric benchmarks and had an ~85% improvement over random walk out of sample
• Implemented machine learning and econometric methods, including Gradient Boosted Tree, Adaptive Lasso, and
GARCH, and evaluated the predictive performance using MSE, MEDSE, and coverage probabilities
KNN Macroeconomic Equity Style Rotation Model
• Independently developed an equity style rotation strategy with a KNN driven macro-timing model that boosted the
Sharpe Ratio by 50% to 1.3 relative to an equally weighted portfolio
• Constructed 7 composite indicators beginning with 67 raw variables to time long/short strategies backtested on
Quantopian including Risk-Managed Momentum and Betting Against Beta

SKILLS & INTERESTS

Skills: Python, R, C++ (Basic), SAS, SQL, VBA, Tableau, Bloomberg Terminal, Microsoft Office
Interests: Fitness, Running, Travel, Reading
 Nicolas Sanchez-Escobar
[email protected] | +33 7 83 45 54 75
88 College Road West, Princeton NJ, 08540

EDUCATION

Princeton University | Master in Finance 2019 – 2021, Princeton, NJ

Relevant Courses: Asset Pricing: Pricing models & Derivatives, Statistical Analysis of financial Data, Institutional Finance: Trading
and Markets, Financial Risk management, Fixed Income: Models and Applications, Quantitative Data Analysis, Econometrics,
Machine Learning and Pattern Recognition, Statistical Theory, Fintech models

Centrale Paris | Master of Engineering 2016 – 2019, Paris, France

Relevant Courses: Random Modelling, Graphs Theory, Statistical Physics applied to Socioeconomical Systems, Theoretical
Computer Science -Computability, Quantum Physics, Partial Differential Equations, Stochastic Modeling, Corporate Finance

Lycée Privé Sainte-Geneviève | Intensive Courses 2014 – 2016, Versailles, France

Preparation in Pure Math, Physics and Computer Science for the highly competitive entrance to the Grandes Écoles.

PROFESSIONAL EXPERIENCE

Balyasny Asset Management | Macro Analyst Summer intern June 2020 – Aug 2020, New York, NY
- Assisted a linear rates Portfolio Manager with alpha-research projects and risk management tools
- Worked on two systematic strategies using intraday patterns in the cross-currency linear rates market with Python
- Developed a tool to analyze the exposure of the portfolio to economic and non-economic factors using Pyxll
- Developed a tool to dynamically estimate the volatility of the life portfolio with Python

Unigestion | Cross Asset Systematic Strategies intern June 2019 – Aug 2019, London, UK
- Worked on the Alternative Risk Premia team to build a Sovereign Bonds Value strategy
- Backtested the strategy and analyzed the statistical significance of its Sharpe Ratio with Matlab

Natixis CIB | Fixed Income Credit Strategist off-cycle intern June 2018 – Dec 2018, Paris, France
- Developed relativity value models for Corporate Senior & Hybrid Bonds
- Built and studied portfolios optimized under ESG constraints with Python
- Estimated credit spread levels based on a default scenario with a stochastic model with Python
- Monitored the primary and secondary market and calculated issuance premiums

Institut Gustave Roussy | Data Scientist part-time intern Jan 2018 – Mar 2019, Paris, France
- Data analysis (PCA, correlations), predicted the survival of patients with terminal illness using random forest in R
- Poster published in the annual ASCO meeting (June 2019)

EXTRACURRICULAR AND LEADERSHIP

Princeton University | Teaching Assistant in Financial Risk Management Sept 2020 – Dec 2020, Princeton, NJ
- Extreme value theory, Fixed Income Risk, Volatility Modelling
- Precepts for over 30 undergrad students and 10 Master in Finance students

Princeton University | SPX Volatility Forecast Model during Covid-19 Mar 2020 – Jun 2020, Princeton, NJ
- Backtested a wide range of models: Random Forest, Boosting Trees, LASSO, Ridge, Elastic Net, GARCH and HAR
- Developed a risk-measure associated (VaR) and backtested its performance

Centrale Paris | Communication Manager and Spokesman of the Sports office Feb 2017 – Jun 2018, Paris, France
- Organizing member of the 2018 TOSS: sports tournament with over 4000 participants and a 220000€ budget

SKILLS AND INTERESTS

Languages: Spanish (Native speaker), French (Bilingual)

Technical experience: Python, R, Matlab, Bloomberg, SQL, LaTeX, Pack Office
Interests: Soccer (Regional League competition), Tennis (4.0 level), Ski
 Kasper Verkammen
8 Lawrence Drive, Apt. 104 Tel. (+1) 609 647 5055
Princeton, NJ 08540 [email protected]

Education
Master in Finance, Princeton University, Bendheim Center for Finance 2019 – May 2021
Princeton, NJ, USA
 Coursework: Asset Pricing I, Statistical Analysis of Financial Data, Econometric Theory I, Statistical Theory and Methods,
Computational Finance in C++, Analytical Techniques in Differential Equations, Introduction to Monte Carlo Simulation,
Machine Learning and Pattern Recognition, Fintech, Strategy and Information, Fixed Income: Models and Applications
BA (Hons) Economics and Management, Oxford University, Saïd Business School, First Class 2016 – 2019
Balliol College, Oxford, UK
 Preliminary examination Distinction, final examination First Class
 Courses: Econometrics, Game Theory, Micro- and Macro-economics, Quantitative Economics, Finance, Accounting, Strategy
 Awarded Markby Exhibition and Scholarship for excellence in preliminary examinations and 2nd year collections
International Baccalaureate Diploma with Bilingual Diploma, 44/45 2013 – 2015
Ardingly College, Haywards Heath, UK
 Mathematics Olympiads Gold Certificate, Physics Olympiad Silver Certificate
 Awarded 6 distinctions for excellence and Full Academic Colours for achieving Ardingly College’s highest ever IB result

Work Experience
Bank of America Merrill Lynch, Investment Banking TMT Summer Intern, London, UK 06.2020 – 08.2020
 Participated in intense two week training program developing technical and valuation skills
 Aided analysts in researching acquisition targets in fintech and API provision industries, and develop acquisition theses
 Successfully researched and presented deal pitch to panel of senior investment bankers and managers
Goldman Sachs, Investment Banking Division Summer Intern, London, UK 06.2018 – 08.2018
Consumer, Retail & Healthcare – M&A Advisory Group
 Analysed IPO vs auction for a sell-side pitch in the beverage vertical, delivered comprehensive valuation analysis
 Built in-depth operational, LBO and merger models detailing international acquisition routes for a grocery retailer
Sovereigns, Supra-nationals & Agencies, Syndicate & Coverage – European Financing Group
 Delivered daily division-wide market analysis and updates on global sovereign yields, select analyses issued to clients
 Participated in five SSA syndications, responsibilities included book preparation, pricing data and syndicate management
Fraser Finance, Investment Banking Advisory Summer Intern, London, UK 08.2017 – 09.2017
 Prepared pitch books to tech start-ups in the Robotics, Artificial Intelligence and Online Education verticals
 Developed a sustainable business plan for a 3D imaging/printing database start-up and evaluated competitor landscape
 Provided a whitepaper on NewGen battery disruption, in charge of clarifying and specifying client’s business model and plan
Goldman Sachs, Investment Banking Division Spring Intern, London, UK 04.2017 – 05.2017
 Gained introduction to Investment Banking and received mentorship in accounting, financial modelling and valuation
 Pitched consumables business divestiture and LBO to senior VP panel, awarded best performer and best presenter awards

Leadership and Extracurriculars

Finance Lab, Jackson Programme, Oxford, UK 10.2017 – 06.2018
 Accepted to intensive 150-hour MBA course on valuation, modelling and case studies with senior professionals
 Selected as top 10 undergraduates to MBA course: ‘Cases in Finance and Investments’ covering range of transaction structures
 First place in Bridgepoint PE Challenge, pitched LBO of ‘DFS’ and defended investment thesis to senior investment committee
Jaguar Land Rover, Student Consultant, Oxford, UK 02.2017 – 05.2017
 Improved JLR’s recruitment/retaining systems by developing a HR technology and skills framework, leading a team of five
 Presented to and approved by Senior Strategy Committee, subsequently implemented in JLR’s global development plan
Ardingly College Economics Society Co-founder & Honorary Vice-President
Undergraduate of the Year ‘Future CFO’ Finalist (top 10 out of 750 applications)
‘Take a Risk’ Business Challenge Third place with commendation

Languages, Skills & Interests

Native Proficiency: Flemish (Dutch), French
Programs: R, Python, Office, CapitalIQ, Thomson Reuters, Mergermarket
Interests: Cycling, tennis, college ultimate Frisbee & squash, deep-sea diving (PADI certified),
miniature painting, scouts of Lebanon group leader (3rd Beirut)