Gorm Findahl Geier

MSc in Quantitative Finance
MSc in Financial Economics
BSc in Economics and Business Administration


Currently seeking graduate opportunities in Quantitative Finance.

Resume

Education

MSC in Quantitative Finance
Cass Business School, Sept 2013 - Sept 2014

Courses focused on Econometrics, Numerical Methods, Risk Management, Fixed Income Securities and Asset Pricing. Aditionally, I voluntarily followed classes in Mathematical Finance.
Dissertation title: Forecasting Variance through State Space Models and Forward Calibration: A Comparative Performance Analysis using the Heston Model

MSc in Financial Economics
Norwegian School of Economics, Aug 2011 - Jul 2013

Courses taken include Principles of Derivatives Pricing and Risk Management (Stochastics), Fixed Income, Derivatives and Risk Management and Asset Management.
Thesis title: Stochastic Volatility Models: An Empirical Analysis

Exchange Semester to Bocconi University, Jan 2013 - Jul 2013

Courses in Correlation and Dependence Modelling (Copulas), Time Series Analysis of Economic-Financial Data, Risk Management and Value Creation in Banking and Insurance.

BSc in Economics and Business Administration
Norwegian School of Economics, Aug 2008 - Jul 2010

Courses taken include Capital Budgeting and Finance, Applied Quantitative Methods, Financial Accounting

Exchange Semester to Bocconi University, Jan 2010 - Jul 2010

Courses in Risk Management with Derivatives, Macroeconomics, Business Strategy.

Experience

Aires Argentinos
Consultant, Jun 2010 - Oct 2010

Analysed cost structures in operating lease markets for small- and mid-sized aircrafts aimed at identifying potential sources of competitive advantage which was communicated to upper management in a final report.

Determined fair value of leasing contracts with embedded options and buy-back clauses

Finn Findahl A/S
Accountant, Jul 2008 - Jan 2010

Analysed accounting data on an ongoing basis to optimise inventory flows, contributing to a reduction in costs related to storage and deterioration of inventory.

Implemented new tax preparation system and optimised reporting routines resulting in reduced auditing costs.

His Majesty the King's Guard
Corp./Material Assistant/Elected representative, Aug 2007 - Jul 2008

Managed all in- and outgoing material flows as well as supervised all maintenance of weapons and cryptographic material in the company.

Liaised with officers on company and battalion level to ensure good communication flow between soldiers and superiors guaranteeing optimal working conditions for soldiers

IT Skills

MATLAB

Advanced

Python

Intermediate

C++

Intermediate


R

Novice

MYSQL

Novice

OxMetrics

Novice

Operating Systems

Mac

Advanced

Ubuntu

Intermediate

Windows

Advanced

Languages

English

Fluent
TOEFL taken 2013: 115

Norwegian

Native