Quant Analyst Resume Details

Louis A Perri

Mail:                                              643 Pelham Road, Unit# 9B

                                                         New Rochelle, NY 10805

Phone:                                                 (917) 295-4113

Email:                                               LPERRI79@aol.com

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              BACKGROUND

Buy-Side experience covering US equities ... Portfolio optimization ... Hedging strategies...Stochastic calculus....Financial Modeling....Trading: equities, options, commodities

                SKILLS

Applied Mathematics: mathematical modeling using information theory, differential equations, game theory, statistical analysis, stochastic processes, regression analysis

Technical Skills: Excel, MatLab: log random simulations of equities, options, and commodities; Broad understanding of C++ concepts and terms, such as data mining, pattern recognition, and mathematical modeling

                FINRA Licenses: Series 7, 63, 5, 65, 3

Financial Markets: experience with equity, futures, and options trading systems: testing and evaluating; familiar with various derivatives pricing methods, such as Black-Scholes analysis, risk-neutral valuation, binomial trees; hedging strategies, i.e. straddles, spreads, etc.

Research Methods: Mathematical and statistical models (linear regression, stochastic models, hypothesis testing); Technical analysis (Candlesticks, Bollinger bands, relative strength index, moving averages); Fund analysis (analyst reports, company earnings statements, all major governmental economic indicators), all major news wires (ILX, Bloomberg), and research platforms (AT Financials, ILX, Bloomberg; Modern Portfolio Theory

PROFESSIONAL EXPERIENCE

ASSENT LLC, White Plains, NY 1/09 to Present

Proprietary Equity Trader

• Manages proprietary firm account
• Analyzing economic data, technical analysis , cross-asset correlations and identifying undervalued and overvalued prices
• Conducting fundamental and quantitative research of domestic and foreign stocks to generate profitable trades in a long/short strategy
• Responsible for implementing and developing systematic trading strategies, i.e. pairs trading, gap trading, etc
• Trading in a high volume, model-driven environment with a focus on the financial and technology sectors
• Develops and analyzes hedging strategies through the use of index options
• Maintains a strict risk management discipline

Tremont Partners, Rye, NY 2/05 to 12/08

Quantitative Hedge Fund Analyst

  •              Implemented mathematical and statistical models to manage risk

  •               Assessed quality of risk for a full range of valuation parameters (volatility, correlation, etc)

  •              Performed quantitative analysis of long/short, global macro, and CTAs

  •              Conducted stress tests and regression analysis of asset allocations

  •              Responsible for financial modeling of fund of funds: portfolio construction, performance attribution, and   

                 multi-factor risk-modeling

• Prepare scenario analyses evaluating the effect of macro shocks on performance of managers

 •              Performed portfolio optimization of fund of funds

  •              Worked effectively with portfolio managers and analysts in selecting managers and constructing fund of

                 fund portfolios

• Responsible for conducting fundamental and technical analysis of commodities, i.e. energy and

        agriculture

  •              Contributed to the establishment of a comprehensive market risk framework, including hedge fund risk 

                 methodology

• Utilized portfolio VaR reports to identify risk concentrations
• Conducted independent risk assessments of underlying managers

Smith Barney Citigroup, White Plains, NY              7/03 to 2/05

Equity and Commodities Trader

  •              Responsible for monitoring growth and value stocks.

  •              Analyzes trends in energy and agriculture

  •              Conducts fundamental and technical buy-side research

• Responsible for implementing and maintaining coverage of sector stocks, i.e. technology and healthcare

  •              Provides guidance on asset allocations, regarding the selection of US equities and commodities

• Developed quantitative methods and tools to augment return and risk profile among equities and commodities

Prudential Securities, White Plains, NY              6/00 to 7/03

Equity and Options Trader

  •              Effectively functioned as part of a portfolio management team.

  •              Analyzed the performance of small and mid-cap value stocks

  •              Responsible for building and maintaining risk models and gathering market information on

                 healthcare (i.e. drug manufacturers) and technology (i.e. semiconductors)

  •              Implemented a profitable "out of the money" options strategy using index options to capitalize on

                 volatility

Merrill Lynch, New York, NY              5/99-8/99

Intern - Assistant to Equity Analysts

EDUCATION

Polytechnic Institute of NYU, New York, NY

Masters in Financial Engineering - Computational Math; Exp. Graduation: December 2009

Courses: Exotic Derivatives, Financial Optimization, Risk Mgmt/Asset Pricing, Dynamic Assets/Options Pricing, Quantitative Methods, Behavioral Finance  

MBA, June 2007

Binghamton University, Binghamton, NY

Bachelor of Science in Financial Economics, 5/00

Prudential Securities, New York, NY

Successfully completed an intensive training program at the Wall Street Office, Fall 2002

Topics: Modern Portfolio Theory, Risk Management, Financial Modeling, Quantitative Analysis