Alvin Adisusanto

26 Prospect Avenue Princeton, NJ 08540 aadisusa@princeton.edu

Education
Princeton University, Bendheim Center for Finance Princeton, NJ
Candidate for Master in Finance Expected May 2011
GRE: 800/800 Quantitative, 600/800 Verbal, 5.0/6.0 Analytical Writing.
Expected Coursework: Asset Pricing, Modern Regression and Applied Time Series, Financial Econometrics, Risk
Management, Corporate Finance and Financial Accounting, Fixed-Income Models, Strategy & Information.
Brown University Providence, RI
BSc. in Applied Mathematics Economics May 2009
GPA: 3.83/4.00. Member of Omicron Delta Epsilon (Honors Society in Economics).
Relevant Coursework: Investments I & II, Econometrics I & II (Cross-sectional & Time-series Data), Operations
Research (Linear & Probabilistic Models), Probability, Mathematical Statistics, Mathematical Analysis of Single
Variable, Introduction to Object-Oriented Programming, Monte Carlo Methods with Applications in Finance.

Work Experience
JPMorgan Investment Management, Co. New York, NY
Summer Intern, Private Equity Group Summer 2008
Assisted portfolio managers in the due diligence process of a potential ~$100m investment in a top-quartile
telecommunications and media VC fund. Analyzed executed deals, partners performance, and fund strategy.
Researched investment universe of listed private equity firms. Tested hypothetical portfolios under distressed
scenarios. Results were used to structure a JPMorgan mutual fund, which focused on private equity as an asset class.
Participated in 4 direct investment discussions over the summer. Opportunities were in enterprise software
development, broadcasting tower acquisitions and restaurants in New York City.
Prince Street Capital Management New York, NY
Summer Intern, Emerging Markets Investment Summer 2007
Monitored Philippines TV media sector; participated in IPO roadshows and conference calls for related companies.
Provided liquidity and scalability analysis for the investment portfolio, which consisted of over 40 securities.
Managed cross-currency financing and confirmation notices to support trading executions.
Brown University, Economics Department Providence, RI
Teaching Assistant, Principles of Economics (ECON0110) September 2007 May 2009
Prepared weekly recitations for over fifty students, in which materials and relevant news were discussed.
Held weekly office hours, graded assignments, and proctored exams.

Leadership Experience
Brown University, Division of Applied Mathematics Providence, RI
Co-Founder/President of Department Undergraduate Group March 2008 May 2009
Helped initiate discussions with department chairs that resulted in the successful founding of the group.
Managed to secure US$2000 for funding in first year of establishment, to be used for undergraduate social and talks.
Established student-faculty lunches to explore current research topics and possible undergraduate participation.
Brown University, Economics Department Providence, RI
Publicity Chair of Department Undergraduate Group August 2006 August 2008
Oversaw publicity for events and meetings; cooperated with various groups in the university for joint events.
Presented event evaluations to measure group campus visibility.
Brown University Tsunami Relief Fund Providence, RI
Fundraising Team August 2005 February 2006
Raised awareness through campus outreach to promote a fundraising night, Tsunami Night Bazaar.
Solicited local business for support; helped coordinate the production effort to bring together the fundraising night.
Raised over US$3000 in cash, which was donated directly to a local fisherman association to help rebuilding efforts.

Skills, Interests & Other Information
Language skills: Indonesian (native), English (fluent).
Proficient in MS Word, Excel, MATLAB. Intermediate knowledge in R and STATA.
Enjoy teaching, cooking shows, computer strategy games, and NBA basketball. A fan of Arsenal FC.
BJARNEABRAHAMSEN
Email:

bjarne.abrahamsen@gmail.com

Address: BendheimCenterforFinance,26ProspectAvenue
Princeton,NJ085405296
EDUCATION
PRINCETONUNIVERSITY
MasterinFinance(MFin) Princeton,US
Jun2011
Courses: Asset Pricing, Regression and Time Series, Financial Econometrics, Corporate Finance, Behavioral
Finance,Options,FuturesandFinancialDerivatives
UNIVERSITYOFWARWICK
BSc(Hons)inMathematicsandEconomics Coventry,UK
Jun2006
DegreeClassification:1.1FirstClass72.5%(awardedtofourstudentsonmycourse)
Dissertation:1.1FirstClass82.0%(ranked1
st
inmyclass)
HARVARDUNIVERSITY
HarvardSummerSchool Cambridge,US
Aug2004
GPA:3.84/4.00
Courses:InternationalMonetaryEconomics,PrinciplesofFinance
WORKEXPERIENCE
J.P.MORGANCHASE
AnalystStructuredInvestmentsDistributorMarketing(SIDM) London,UK
Feb2007
Mar2009
Covered distributors of structured products in the Nordic region on a crossasset basis, including product
discussionanddevelopment,pricingandexecutionoftradesandsecondarymarketforexistingproducts
Pricedawidevarietyofflowandexoticderivativesusingtradingspricingmodels
Executed the majority of the primary trades on my desk, requiring a high level of attention to detail and
assessmentofallthedifferentrisksrelatedtoatrade
Rankedamongtop3AnalystsinSIDMinboth2007and2008(top10%performers)

Apr2004 SpringWeekInternInvestmentBanking&GlobalMarkets London,UK

Traininginthebasicsoffinancialmarkets,analysisandvaluation
BANKOFAMERICA
AnalystInvestmentBanking London,UK
Jun2006
Feb2007
LBOandM&Aadvisory,companyvaluationandfinancialmodelingfortheTMTteam
TrainingprograminNewYorkincludedcoursesincorporatefinance,financialmodelingandaccounting

SummerAnalystInvestmentBanking London,UK
Jun2005
Aug2005
FinancialmodelingandcomparablesanalysisfortheTMTteam
GOLDMANSACHS
Apr2004 EasterInternFixedIncome,CurrenciesandCommodities&Equities London,UK
Coursesinfinanceandpresentationskills,workshadowingandagroupprojectonderivatives
SKILLSANDQUALIFICATIONS

Languages:
Norwegian(nativespeaker)

ComputerSkills:
Advanced:MicrosoftExcel,MicrosoftPowerPoint.Basic:VBA,HTML,PHP.

ProfessionalQualifications:
FSAqualifications:Securities,PrinciplesofFinancialRegulations,DerivativeswithCommodities

Interests:
Soccer(bothplayingandwatching),literature,movies

Carlos Fuertes
Benuheim Centei foi Finance, 26 Piospect Avenue, Piinceton, N} u8S44
cfueitespiinceton.euu

Objectlve To obtain a summei inteinship wheie I can engage in challenging anu piactical finance applications of my
stiong quantitative skills


Education
Master in Finance {M.Fin.] Expecteu in Nay 2u11
Princeton 0niversity, Princeton, New }ersey
Two-yeai mastei's piogiam in quantitative finance, with couisewoik incluuing asset piicing, poitfolio theoiy,
financial ueiivatives, tiauing anu secuiities maikets, anu iegiession anu time seiies.
Doctor of Pbilosopby {Pb.D.], Tbeoretical Pbysics 2uu9
Autonomo 0niversity of HoJriJ, HoJriJ, Spoin
Thesis: Entanglement entiopy anu non-ielativistic systems in the AuSCFT coiiesponuence.
Summa cum lauue.
Bacbelor of Science {B.S.], Pbysics 2uuS
0niversity of Solomonco, Solomonco, Spoin
Cumulative uPA: 4.uu4.uu
Music Teacber Qualification: instrument recorder 2uu1
Professionol Conservotory of Husic of Solomonco, Solomonco, Spoin

Honors
Seconu National Piize of Bacheloi's uegiee in Physics. Awaiueu by the Spanish Ninistiy of Euucation 2uuS
anu Science
Bionze meual in the Spanish Physics 0lympiau. 2uuu

Researcb Experience
Harvard University, Nassachussets 2uu8
visiting Reseaich Fellow at the Bepaitment of Physics
Autonoma University of Madrid, Nauiiu, Spain 2uuS-u9
FP0 Fellowship fiom the Spanish Ninistiy of Science at the Institute of Theoietical Physics 0ANCSIC
Fermi National Accelerator Laboratory, Illinois 2uu4
Summei ieseaich inteinship in the NIN0S expeiiment
Max Planck Institute for Plasma Pbysics, uaiching bei Nnchen, ueimany 2uuS
Summei ieseaich inteinship in the spectioscopy gioup of the Tokamak ASBEX 0pgiaue

Skills
Languages: Spanish (native), ueiman (basic skills)
Tecbnical:
Proqromminq: C, C++, Foitian, Nathematica, Naple, Natlab, R.
0perotinq systems: 0NIXLinux anu Winuows.
Hobbies: playing music (iecoiuei, piano), ieauing, climbing, painting.

Selected Publications
Paiticipateu in numeious congiesses anu woikshops. 7 publications in peei ievieweu jouinals
C. A. Fueites anu S. Noioz, "Coiielation functions in the non-ielativistic AuSCFT coiiesponuence," Phys. Rev. B
79 (2uu9) 1u6uu4 |aiXiv:u9uS.1844 |hep-thjj.
N. A. Netlitski, C. A. Fueites, S. Sachuev, "Entanglement Entiopy in the 0(N) mouel," accepteu foi publication in
Phys. Rev. B. |aiXiv:u9u4.4477 ||conu-mat.stat-mechjjj

Daniel Faddoul
Princeton University Bendheim Center for Finance Princeton NJ 08544 dfaddoul@princeton.edu

EDUCATION
Princeton University, Bendheim Center for Finance, Princeton, NJ Expected 2011
Master in Finance MFin

Imperial College of Science, Technology and Medicine, University of London

2001 - 2005
Aeronautical Engineering BEng First Class Honours

Lyce Franais Charles de Gaulle, London

1993 - 2001
5(A) A-Levels:
7(A*), 3(A) GCSEs:
Prix dExcellence awarded every year Awards: 1994 - 2001

cole Franaise de Kano, Nigeria

1986 - 1993

PROFESSIONAL EXPERIENCE
Barclays Capital, Associate - Derivatives Sales (Middle East and North Africa - MENA) Oct06-Oct08
Focused on derivatives in several asset classes (Equity, Funds, Commodities and Hybrids)
Structured and priced options and structured products and marketed to financial institutions in the
Middle East; worked on all stages of new and existing transactions
Prepared and delivered a client training presentation on equity derivatives

JP Morgan Chase Bank, Internship - Equity & Hybrids Derivatives Marketing (MENA) Mar06-Aug06
Worked as part of the Equity & Hybrids Derivatives Marketing team to the Middle East
Created performance reports for options and structured products on Equity, Funds and Hybrids
Actively involved in the execution of transactions, including product pricing and termsheet preparation

Barclays Private Bank, Internship Jul05-Oct05
Middle East Team:

Worked alongside and provided general support to Private Bankers
Client Services Team:

Performed daily operations and transactions on clients accounts
Lyce Franais Charles de Gaulle, Assistant to Senior Education Advisor Sep03-Jan05
Part of the British Section administration, responsible for the welfare and discipline of students
Private Tutoring:

Taught mathematics and physics at GSCE and A-Level standard
LANGUAGES
Trilingual: English, French, Arabic
Spanish Advanced written and spoken. Certificate in Advanced Level Spanish (A) following intensive
language course at University of Salamanca, Spain, Nov05

COMPUTER SKILLS
Unix/Linux OS, Mac OS, Microsoft DOS/Windows OS and Office
Final year BEng project: created and managed a web database using MySQL open source database, PHP
programming language and Apache server
Fortran (77, 90) programming language: use in engineering applications as part of undergraduate degree
ProEngineer (computer-aided design software) for design and manufacture of aircraft components

PERSONAL INTERESTS
Travel throughout Europe, America, the Middle East, Far East and Australia
Sports (cycling, swimming, football), music, J apanese animation, computer and audiovisual technology
26 Prospect Avenue
Bendheim Center for Finance
Princeton, NJ 08540
DelwinOlivan
dolivan@princeton.edu
Research:
2007-2008 Optimal Treatment Schedules for HIV
Senior Thesis
- Investigated optimal drug regimens for models of HIV, considering multiple-medicine treatments
of HIV with opportunistic infections, and drug-resistant mutant virus populations
2006-2007 Optimal Control for Influenza Dynamics and Quantum Computation
Fall, Spring Junior Paper
- Using a differential-equation based model for influenza, determined the minimal cost applications of
theoretical medicines to treat virus infection in an individual
- Found the optimal tuning of a control field to produce a set of quantum logic gates based on a
molecular model for the representation of quantum bits
Experience:
Summer 2005 Plasma Physics Science and Technology Internship
Princeton Plasma Physics Laboratory (Princeton, NJ)
- Assisted a graduate student perform experimental laboratory work investigating signal fluctuations from
a plasma column
Summer 2007 Financial Application Developer Internship
Bloomberg LP: Research & Development (Skillman, NJ)
- Programmed a financial document search function for the Bloomberg terminal
- Created the first program in my group to comply with the newly developed application standard
- Instructed group members on the method to update other functions to this standard
- Produced 2 Bloomberg screens and 2 Bloomberg services in under 10 weeks
9/2008-8/2009 Analyst
Hyperion Brookfield Asset Management: Quantitative Research (New York, NY)
- Updated and maintained database of monthly client portfolios
- Completed various short-term projects to support company traders in RMBS/CMBS group
- Created a linear optimization model for allocating bond investments among various sectors
Education:
2004-2008 Princeton University
A.B. Physics, cum laude
Certificate in Applications of Computing, Certificate in Engineering Physics
- Received Kusaka Memorial Prize in Physics, and inducted to Sigma Xi Society
- Relevant coursework in Financial Investments, High-Tech Entrepreneurship, and Financial Risk Management
- Completed 8-week Chinese immersion program at Beijing Normal University
SAT: 1600 (800M/800V)
2009-Present Princeton University
Masters in Finance
- Coursework includes microecomics, econometrics, financial economics, asset pricing, and game theory
GMAT: 780 (50Q/47V) GRE: 1510 (800Q/710V)
Background:
Princeton Club Hockey
- Played ice hockey a total of 16 years, including 2 as a member of the Princeton team
2006-2008
CFA Level 3 Candidate
- Passed Level 1 examination in December of 2008, and Level 2 examination in June of 2009
2008-Present
Miscellaneous:
Java, C, C#, SQL, VBA, MATLAB, R, LaTeX Programming
Cooking, Hockey, Skiing, Beginning Piano/Guitar Interests

Elliott J. Lorenz
Bendheim Center for Finance, 26 Prospect Avenue, Princeton, NJ 08540
elorenz@princeton.edu

Education

PRINCETON UNIVERSITY Princeton, NJ
Master in Finance, May 2011 2009-2011
Coursework: Financial Investments, Asset Pricing, Modern Regression and Applied
Time Series, Corporate Finance and Financial Accounting, Financial Econometrics
GRE Quantitative: 800/800

NORTHWESTERN UNIVERSITY Evanston, IL
Master of Science in Applied Mathematics, June 2009 2008-2009
Graduate GPA: 3.94/4.00
Coursework: Differential Equations of Mathematical Physics, Asymptotic & Perturbation
Methods, Models in Applied Math, Numerical Solution of Partial Differential Equations
Bachelor of Science in Biomedical Engineering with Departmental Honors, June 2009 2005-2009
Cumulative GPA: 3.75/4.00
Honors Thesis: Quantification and Visualization of Joint Contact Using Kinematic Analysis

Experience

THE GELBER GROUP (PARASCA TRADING, LLC) Chicago, IL
Quantitative Analyst, Chicago Board of Trade 2008
Developed customized analytical indicators to optimize futures trading strategies
Implemented plotting system to automatically display and update indicators
Collaborated daily with senior management in developing new trading strategies
Completed online courses at the Chicago Board of Options Exchanges Options Institute
THE CLEVELAND CLINIC Cleveland, OH
Summer Research Student, Department of Biomedical Engineering 2007
Created a real-time, 3D model of interactions in the knee to diagnose the need for ACL surgery
Partnered with researchers to implement model for use by surgeons
EVANSTON BASEBALL & SOFTBALL ASSOCIATION Evanston, IL
Baseball Umpire for High School, Travel, and Tournament Baseball Games 2006-2008
Obtained state certification and formerly worked for two additional associations over eight year period
NORTHWESTERN UNIVERSITY BIOPHOTONICS LABORATORY Evanston, IL
Research Assistant, Department of Biomedical Engineering 2005-2006
Developed algorithms to correlate biomarkers with colon cancer

Leadership

CAMPUS CATALYST Evanston, IL
Analyst, Nonprofit Consulting 2008
Served as team coordinator in consulting for the Great Lakes Adaptive Sports Association
Worked with management consultants and MBA mentor to improve firms effectiveness
GATEWAY SCIENCE PROGRAM Evanston, IL
Student Facilitator 2007-2008
Taught challenging problems to a small group of students during weekly workshops
Received Most Outstanding Facilitator Award
NORTHWESTERN UNIVERSITY MARCHING BAND & CONCERT BAND Evanston, IL
Section Leader for Marching Band Directed music rehearsals in section of 19 members 2005-2007
Principal Trumpet for Concert Band Performed solos as first trumpet

Recognition

Highest Individual Score in Ohio Advanced Placement Economics Challenge, sponsored by Goldman Sachs
American Invitational Mathematics Exam Qualifier Top 5% in USA
Ranked in the top 1% of over 850,000 online poker players in 2008 by officialpokerrankings.com
Inducted into Tau Beta Pi Engineering Honor Society at Northwestern University
Recipient of Miles M. Abbott Endowed Scholarship at Northwestern University

Computer Skills

MATLAB, Mathematica, Microsoft Office

KARAN VADERA
Bendheim Center for Finance 26 Prospect Avenue Princeton, NJ kvadera@princeton.edu

Computer: Word, Excel, Power Point, Lotus Notes, Kodak Scanning and Imaging software
Language: Hindi, Urdu, Persian.
ACTIVITIES
Research Analyst for the Student Investment Club: Worked with Chief Analysts of the Student Investment Group and
gained valuable knowledge about financial markets and economic analysis.
Grader for Mathematics Department: Appointed grader for single and multivariable calculus classes at Yale.
Sports: Yale Polo, Yale Skeet and Trap, Captain of Yale Cricket Team and Member of Intramural Squash Team.
Interests: Playing the electric guitar and electric bass, listening to Jazz and Blues, reading books by Umberto Eco, reciting
Farsi poetry, playing Fix It and Liars Poker.

EDUCATION
2009-2011



PRINCETON UNIVERSITY Princeton, NJ
Masters in Finance, Class of 2011
Relevant Coursework: Asset Pricing, Modern Regression and Time Series, Behavioral Finance and
Options, Futures and Derivatives.
2005- 2009


YALE UNIVERSITY New Haven, CT
B.S, Applied Mathematics, Cum Laude, Class of 2009.
Relevant Coursework: Microeconomic and Macroeconomic Theory, Numerical Methods, Asset Pricing,
Probability Theory, Multivariable Calculus, Linear Algebra, Ordinary and Partial Differential Equations,
Graph Theory, Combinatorics, Optimization and Computational Finance.
EXPERIENCE





Summer 2008













Summer 2007


CITIGROUP New York, NY
Sales and Trading Summer Analyst (10 weeks)
Worked as a Sales and Trading Analyst on the Interest Rate Volatility Desk, Mortgage Desk, FX
Structured Products Desk, Equity Derivatives Desk and the Hybrid Trading Desk
Created a presentation on option trading strategies and the different measures of risk in option space and
applied them to a specific company; AMGEN Inc.
Worked with traders on the Short Term Taxable Desk to understand the relation between LIBOR and Fed
Funds and the implications of Counterparty Risk in the financial system.
Worked with traders on the Hybrid Trading Desk to create a volatility arbitrage-trading model that
replicates the Merrill Lynch Equity Volatility Arbitrage Index (NYSE:MER).
Worked with traders on the Interest Rate Volatility desk and understood different strategies to manage
and measure risk in option space.
PLAIN SIGHT SYSTEMS INC. New Haven, CT
Quantitative and Research Analyst (10 weeks)






Worked with Dr. Patrick DeSouza in generating a business model for the music download industry.
Worked with engineers of American Leak Detection and contributed to their current commercial design.
Assisted Dr. Ronald Coifman, Professor of Applied Math at Yale, with his quantitative model on
Mutual Funds. Gained a basic knowledge of wavelet theory.
Summer 2006

BOMBAY STOCK EXCHANGE Bombay, India
Research Assistant - P.Tiwari & Co. (4 weeks)
Worked with a broker on the Bombay Stock Exchange and assisted in execution of trades.
Gained insight into how macro and micro economic events impact valuation and market price of stocks.
2003-2005 MODERN SCHOOL VASANT VIHAR New Delhi, India
Lead Guitarist of School Band
Lead Guitarist of the Youngest Band to win at the Great Indian Rock Show.
At the age of 15 did a three-month intensive music program at the Atlanta Institute of Music.

PrincetonUniversity,Princeton,NJ,UnitedStates Sep.2009Jun.2011
MasterinFinance
z GRE:Math800Verbal690Writing5.5
z RelevantCoursework:FinancialInvestments,AssetPricing,ModernRegressionandAppliedTimeSeries,Options
FuturesandFinancialDerivatives

FudanUniversity,Shanghai,P.R.China Sept.2005Jun.2009
BAinMathematicalEconomics
z GPA:3.8/4.0
z TOEFL(iBT):110
z CFALevelIICandidate
z RelevantCoursework:StochasticProcess,DifferentialEquations,DynamicOptimization,FinancialEngineering,
Econometrics,TimeSeriesAnalysis,InvestmentTheory,InternationalFinance,PublicFinance,MoneyandBanking

YaleUniversitySummerSession,NewHaven,CT,UnitedStates Jul.Aug.2008
z GPA:4.0/4.0
z Coursework:FinancialMarkets,FinancialEconometrics

WORKEXPERIENCE
Mckinsey&Company,Shanghai,P.R.China Winter2009
ParttimeAssistant
z Participatedinacaseregardinginvestmentsuggestionsforastateownedenterprise

Citibank(China)Co.,Ltd.,Shanghai,P.R.China Summer2008
TradingSupport,TreasuryUnit,GlobalConsumerGroup
z DevelopedregressionmodelstoanalyzefactorsaffectingUSD/RMBexchangerate
z CreatedPowerPointslidesonrudimentsofforeignexchangeastrainingmaterialforemployees

LEADERSHIP&ACTIVITIES
UniversityofCalifornia,CaliforniaHouse(Shanghai) Feb.2008Jul.2008
TeachingAssistantofFudanUCjointcourseDynamicsofChineseEconomy
z CreatedcoursesyllabuswithprofessorandprovidedhelptoUCstudentsoncourselearning

CommunityServiceTeamofDepartmentofEconomics,FudanUniversity Sept.2006Jul.2007
TeamLeader
z Organizedvolunteersatthehomeforintellectuallychallengedchildrenandanelderlyuniversity
z AwardedExcellentLeaderofCommunityServiceTeam

SCHOLARSHIPS&AWARDS
FudanatYaleScholarshipequivalentto$5000 Jul.2008
NationalScholarship(Awardedtotop1%students) 20072008
ShanghaiScholarship(Awardedtotop1%students) 20062007
FudanExcellentStudentScholarship(Awardedtotop10%students) 20052006
Top10finalistinFudanModelCompetition May2006

SKILLS&INTERESTS
LanguageSkills:NativespeakerofChineseMandarin
ComputerSkills:FamiliarwithMSOfficeSuiteandR
Interests:Traveling,Singing,PlayingPiano,Movies
MengjieWANG
BendheimCenterforFinance,PrincetonUniversity
26ProspectAvenue,Princeton,NJ08540
mengjiew@princeton.edu
EDUCATION
RYOHEI KAWATA
Bendheim Center for Finance, 26 Prospect Avenue, Princeton, NJ 08540
E-mail: rkawata@princeton.edu
E D U C A T I ON
Princeton University, Bendheim Center for Finance Princeton, NJ
Master in Finance, Department of Finance Expected May 2011
Kyoto University, Graduate School of Economics Kyoto, Japan
Master of Economics, Department of Economics March 2005
Academic concentration: Analysis of Economic Dynamics
Graduated first in the department
Tokyo Institute of Technology Tokyo, Japan
Bachelor of Engineering, Department of Engineering March 2003
Academic concentration: Industrial and Systems Engineering

P R OF E S S I ON A L E X P E R I E N C E
Bank of Japan Tokyo, Japan
Examiner, Risk Assessment & Planning, Center for Advanced Financial Technology September 2006 J une 2009
As a Financial Risk Expert, participated in more than ten in-depth examinations of Japanese megabanks and
subsidiaries of foreign financial institutions
Assessed and analyzed flaws in the institutions credit, market, and integrated risk management systems, and
suggested solutions
Researched the tactics used by several Japanese banks to manage integrated risk; compared, contrasted, and evaluated
these tactics in a confidential report for executive directors of the Bank of Japan
Chief of Research Section, Sapporo Branch J uly 2005 August 2006
Monitored, analyzed, and reported monthly on economic conditions, including unemployment, in Hokkaido (Japans
northernmost island), using time series analysis
Issued quarterly surveys to 500 small, medium, and large-sized companies, then synthesized the data and published
the findings
Through discussions with company executives, conducted research to compare economic conditions in Hokkaido
before and after the lifting of the zero interest rate policy
Completed an intensive Bank of Japan training course in Advanced Economics and Legal Theory
Trainee, Currency Issue Department April 2005 J une 2005
Learned about topics in monetary and currency affairs in a four-month hands-on training program
Studied the positions and responsibilities related to those affairs at the Bank of Japan, the countrys central bank
P U B L I C A T I O N S
Kawata, R
Kuroki, M., Miyakawa, M. and
. and Kijima, M., Value-at-risk in a market subject to regime switching, Quantitative Finance, Volume 7,
Issue 6, pp. 609-619, 2007. Based on work done for masters thesis at Kyoto University.
Kawata, R
A D D I T I ON A L I N F OR MA T I O N
., Instrumental Variable (IV) Selection for Estimating Total Effects in
Conditional IV Method, Japanese Journal of Applied Statistics, Volume 32, Issue 2, pp. 89-100, 2003. Based on
work done for bachelors thesis at Tokyo Institute of Technology.
Certification: Junior Certified Public Accountant (October 2002); this exam had a passing rate of only 8.6%. Work
experience at an auditing firm is required in order to apply to become a Certified Public Accountant.
TOMOMITSU NAKAMURA
Bendheim Center for Finance, 26 Prospect Avenue, Princeton, NJ 08540, USA
tnakamur@princeton.edu
E D U C A T I O N
Princeton University Princeton, NJ
Master in Finance Exp. J une 2011
Related Coursework: Fixed Income, Probability Theory, Financial Investments, Asset Pricing I,
Modern Regression and Applied Time Series

Tokyo Institute of Technology Tokyo, Japan
Master of Science, Physics, General Relativity March 2003
Thesis: Geometric Consideration of Holographic Principle
Presented thesis at Research Conference of Singularity, 2003, Tokyo
Studied intensive program of physics; GPA: 3.9

Tokyo Institute of Technology Tokyo, Japan
Bachelor of Science, Physics March 2001
Studied intensive program of physics; GPA: 3.9
Selected as 1 of 2 of candidates (pool of 100) who could apply to graduate school in junior year in
college; Accepted early entry into graduate school skipping senior year in college
P R O F E S S I O N A L E X P E R I E N C E
Nomura Research Institute Tokyo, Japan
Researcher, Financial Technology & Market Research Dept. April 2006-August 2009
Core member of 6 person team to research, consult, and develop systems for bonds and derivatives for
financial institutions
Led team of 3 to validate calculation logics of derivative pricing system for a middle bank in Japan,
which became basis for quantitative analysis and developing structured products pricing system
Analyzed and set cross currency pricing models, and developed pricing calculation systems for a big
institutional investor and an investment bank in Japan, and operated systems for two years
Analyzed mortgage historical data of Japan Housing Finance Agency, created prepayment and default
model of Japanese mortgages, and then developed pricing models of Japanese RMBS

J unior Researcher, Financial Technology & Market Research Dept. April 2003-March 2006
Developed analytical system of Japanese mortgage backed securities for an investment bank in Japan
Created analytical database of Japanese stocks for a middle asset management in Japan
Analyzed variance swap structure and evaluated hedging scheme (via simulation) for an investment
bank in Japan, one of earliest entries of this product to Japan
P U B L I C A T I O N S
The trend of financial business for the next generation in Japan, Nomura Research Institute (2008):
68-71, 100-103
A D D I T I O N A L
Chartered Member of the Security Analysts Association of Japan (CMA of Japan) (2006)
Certified International Investment Analyst (CIIA) (2006)
Software Design & Development Engineer (2004)
Computing: Visual Basic, C, C#, Matlab
Language: Japanese (Native)
Bouchra EZZAHRAOUI
Bendheim Center for Finance, 26 Prospect Avenue, Princeton NJ 08540, USA
bezzahra@princeton.edu
Seeking a full-time position in Sales & Trading starting July 2010


EDUCATI ON

Princeton University (Princeton, NJ) Exp. 2010
Master in Finance- Fellowship recipient
Courses in Asset Pricing, Time Series Analysis, Fixed Income Models, Behavioral Finance

ENSAE (Ecole Nationale de la Statistique et de lAdministration Economique) (Paris) 2007- 2009
Leading French School in Statistics, Economics and Finance
MSc in Applied Mathematics: Stochastic calculus, Econometrics, Statistics, Probability, Economics, Programming
Ranked in the top 5% of the 2010 class
Research project on Volatility process statistical modelling (LARCH model)

Lyce Saint Louis (Paris) 2004- 2007
Top-level courses in Mathematics & Physics for national competitive entrance exam to the French Scientific Schools

Lyce Buffon (Paris) Scientific Baccalaureate with Honors 2004

WORK EXPERI ENCE

J.P. Morgan (London) June 2009- Sept.2009
Research, analytical and financial modelling support to the FIG M&A team
Rotations in Hedge Fund FX Sales (Research and suggestion of FX derivative products to the team) and
Equity Derivatives Flow Trading

Socit Gnrale Corporate &Investment Banking (Paris) June 2008- Aug.2008
Pricing team of Risk Department (CRS/RIS)
In charge of automating and realizing the Backtesting process on market parameters of credit risk.
VaR calculation and statistical analysis of results.

Lyce Saint Louis & Lyce Fnelon Sainte Marie (Paris) 2008- 2009
Mathematics Teaching Assistant at undergraduate level: tutored students

EXTRA-CURRI CULAR ACTI VI TI ES

Vice-president of the Board of Students of the ENSAE 2008-2009
ENSAEs Representative to ParisTech education consortium Sponsors Manager

Communication Manager of ENSAE Junior Etudes, the Junior Enterprise of the ENSAE 2007-2008

Founding member of the Moroccan Children Parliament 1999

SKI LLS
-Native Arabic and French, Basic Spanish
Languages:
-MS Office, Bloomberg basics
Computer skills:
- R, SAS, Latex | Python, C++, VB and SQL basics

OTHER I NTERESTS
Running, Cooking