Keith R. Elflein

http://www.geocities.com/elfleinkr/nehedgefund_main.html            [email protected]  •  (401) 932-2779

 

Objective

Highly skilled new MBA - Finance with professional experience in quantitative analysis and statistical modeling seeks

position in corporate finance, with particular interest in investment banking, derivatives, and risk management.

 

Qualifications Summary

Ø       Superior analytical knowledge with extensive experience in statistical modeling and optimization.

Ø       Experienced in financial derivatives, including volatility forecasting techniques and probability analysis.

Ø       Extensive knowledge and experience in hedging tactics, including systematic risk reduction with futures.

Ø       Well versed in corporate financial forecasting and analysis techniques.

Ø       Experienced in SAP, Minitab, and Microsoft Office suite (Excel, PowerPoint, Word, Access).

 

Educational Background

Master of Business Administration, concentration in Finance, June 2006

University of Rhode Island – Kingston, Rhode Island

      Derivatives and Risk Management

•          Basic and advanced hedging strategies using options, futures, and swaps

•          Developed a hedged equity portfolio using both equity and index options and index futures

•          New England Hedge Fund - a student-run Long/Short Style Fund

•          Vice President and Fund Administrator

•          Successfully executed several profit enhancing option spreads utilizing GARCH volatility

        forecasting and probability analysis. Tactics generated a 156% return on initial position.

•          Successfully implemented dynamic systematic risk hedging strategy based on

        neural net index forecasting using futures contracts.

•          Increased portfolio return by 14% over 4 months.

      Fixed Income Securities

•          Portfolio management

•          Liability / GIC funding strategies

•          Mortgage pass-through, CDO/ABS/CMO derivative products analysis and construction

•          Monte Carlo valuation techniques

•          Embedded options and convertible valuations

•          Interest rate and currency swaps, futures, and options

 

Bachelor of Science in Chemical Engineering (magna cum laude), 1997

Case Western Reserve University – Cleveland, Ohio

 

Professional Experience

Clariant Corp. – Coventry, RI                              Process Engineer                           2003 to 2004

Generated over $1 million in annual revenue and cost savings.

U.S. Navy – New London, CT                                    Naval Officer, Submarine Service 1999 to 2003

Executive leadership in war-time setting. Received four medals for outstanding performance.

Zircoa, Inc. – Solon, OH                                          Production Manager                     1998 to 1999

Financial Reporting, budgeting, forecasting, P&L responsibility for three product lines.

PPG Industries, Inc. – Cleveland, OH                   Production Engineer                     1997 to 1998

Statistical analysis and process modeling. Strategic and capital investment planning.