Web site: http://www.geocities.com/kaslanidi/ E-mail: [email protected] 1200 Gravesend Neck Rd, Apt 3E, Brooklyn, NY 11229 cell: (704) 9572157, work: (212)657-2694 |
| Current Employer. |
Citigroup, NY. |
|
| Profile. |
Ph.D. in Mathematics (Courant Institute, NYU) and
Ph.D. in Physics (Moscow State). 6 years of industrial quantitative analysis experience in US. All purpose programming skills. |
|
| Skills. |
Pricing of Derivatives in Fixed Income, Foreign Exchange,
Credit and Commodities, Stochastic Analysis,
Classical and Bayesian Statistics, Time Series, PDE,
Finite Differences. C++, C#, VB .NET, VBA for Excel, ATL, STL, MFC, ActiveX, COM, .NET, Java, SQL Server, OLAP, MDX, ADO, ADOMD, HTML, Bloomberg and Reuters API. |
|
| Employment history. |
Novemeber 2003-August 2006, Banc of America Securities, Charlotte, NC. Vice President, Consultant-Application Programming.
El Paso Corporation, Houston, TX. January 2002-May 2002. Manager of Valuation and Analysis. Reliant Energy, Houston, TX. November 1999-December 2001. Quantitative Analyst. |
|
| Education. |
Ph.D. in Mathematics. May 2001. Courant Institute. New York University.
The thesis provides an exact analytical solution for an old non-linear PDE problem arising from Einstein's theory of General Relativity. Ph.D. in Physics. May 1994. Moscow State University. The thesis is in the area of Applied Electro-Magnetism. |