MSc in Quantitative Finance
MSc in Financial Economics
BSc in Economics and Business Administration
Currently seeking graduate opportunities in Quantitative Finance.
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
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
Courses in Correlation and Dependence Modelling (Copulas), Time Series Analysis of Economic-Financial Data, Risk Management and Value Creation in Banking and Insurance.
Courses taken include Capital Budgeting and Finance, Applied Quantitative Methods, Financial AccountingExchange Semester to Bocconi University, Jan 2010 - Jul 2010
Courses in Risk Management with Derivatives, Macroeconomics, Business Strategy.
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
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.
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
TOEFL taken 2013: 115