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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

Jun2011

MasterinFinance(MFin)

Princeton,US
Courses: Asset Pricing, Regression and Time Series, Financial Econometrics, Corporate Finance, Behavioral
Finance,Options,FuturesandFinancialDerivatives

UNIVERSITYOFWARWICK

Jun2006

BSc(Hons)inMathematicsandEconomics

Coventry,UK

DegreeClassification:1.1FirstClass72.5%(awardedtofourstudentsonmycourse)
st
Dissertation:1.1FirstClass82.0%(ranked1 inmyclass)

HARVARDUNIVERSITY

Aug2004

HarvardSummerSchool
GPA:3.84/4.00

Courses:InternationalMonetaryEconomics,PrinciplesofFinance

Cambridge,US

WORKEXPERIENCE

J.P.MORGANCHASE

Feb2007
Mar2009

AnalystStructuredInvestmentsDistributorMarketing(SIDM)

London,UK
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

Traininginthebasicsoffinancialmarkets,analysisandvaluation

Jun2006
Feb2007

BANKOFAMERICA

London,UK

AnalystInvestmentBanking

London,UK
LBOandM&Aadvisory,companyvaluationandfinancialmodelingfortheTMTteam
TrainingprograminNewYorkincludedcoursesincorporatefinance,financialmodelingandaccounting

Jun2005
Aug2005

Apr2004

SummerAnalystInvestmentBanking

London,UK

FinancialmodelingandcomparablesanalysisfortheTMTteam

GOLDMANSACHS

EasterInternFixedIncome,CurrenciesandCommodities&Equities
Coursesinfinanceandpresentationskills,workshadowingandagroupprojectonderivatives

SKILLSANDQUALIFICATIONS

Languages:

Norwegian(nativespeaker)

ComputerSkills:

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

ProfessionalQualifications:

FSAqualifications:Securities,PrinciplesofFinancialRegulations,DerivativeswithCommodities

Interests:

Soccer(bothplayingandwatching),literature,movies

London,UK

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Daniel Faddoul
Princeton University Bendheim Center for Finance Princeton NJ 08544 dfaddoul@princeton.edu
EDUCATION
Princeton University, Bendheim Center for Finance, Princeton, NJ
Master in Finance MFin

Expected 2011

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


Aeronautical Engineering BEng First Class Honours

2001 - 2005

Lyce Franais Charles de Gaulle, London


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

1993 - 2001

cole Franaise de Kano, Nigeria

1986 - 1993

1994 - 2001

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
Middle East Team: Worked alongside and provided general support to Private Bankers
Client Services Team: Performed daily operations and transactions on clients accounts

Jul05-Oct05

Sep03-Jan05
Lyce Franais Charles de Gaulle, Assistant to Senior Education Advisor
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, Japanese animation, computer and audiovisual technology

DelwinOlivan
dolivan@princeton.edu

26 Prospect Avenue
Bendheim Center for Finance
Princeton, NJ 08540

Education:
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)

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)

Experience:
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

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

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

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

Background:
2008-Present

CFA Level 3 Candidate


- Passed Level 1 examination in December of 2008, and Level 2 examination in June of 2009

2006-2008

Princeton Club Hockey


- Played ice hockey a total of 16 years, including 2 as a member of the Princeton team

Miscellaneous:
Programming

Java, C, C#, SQL, VBA, MATLAB, R, LaTeX

Interests

Cooking, Hockey, Skiing, Beginning Piano/Guitar

Elliott J. Lorenz
Bendheim Center for Finance, 26 Prospect Avenue, Princeton, NJ 08540
elorenz@princeton.edu
Education
PRINCETON UNIVERSITY
Master in Finance, May 2011

Coursework: Financial Investments, Asset Pricing, Modern Regression and Applied


Time Series, Corporate Finance and Financial Accounting, Financial Econometrics

GRE Quantitative: 800/800

Princeton, NJ
2009-2011

Evanston, IL
2008-2009

NORTHWESTERN UNIVERSITY
Master of Science in Applied Mathematics, June 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

Cumulative GPA: 3.75/4.00

Honors Thesis: Quantification and Visualization of Joint Contact Using Kinematic Analysis

2005-2009

Experience
Chicago, IL
2008

THE GELBER GROUP (PARASCA TRADING, LLC)


Quantitative Analyst, Chicago Board of Trade

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
Summer Research Student, Department of Biomedical Engineering

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

Cleveland, OH
2007

EVANSTON BASEBALL & SOFTBALL ASSOCIATION


Baseball Umpire for High School, Travel, and Tournament Baseball Games

Obtained state certification and formerly worked for two additional associations over eight year period

Evanston, IL
2006-2008

NORTHWESTERN UNIVERSITY BIOPHOTONICS LABORATORY


Research Assistant, Department of Biomedical Engineering

Developed algorithms to correlate biomarkers with colon cancer

Evanston, IL
2005-2006

Leadership
CAMPUS CATALYST
Analyst, Nonprofit Consulting

Served as team coordinator in consulting for the Great Lakes Adaptive Sports Association

Worked with management consultants and MBA mentor to improve firms effectiveness

Evanston, IL
2008

GATEWAY SCIENCE PROGRAM


Student Facilitator

Taught challenging problems to a small group of students during weekly workshops

Received Most Outstanding Facilitator Award

Evanston, IL
2007-2008

NORTHWESTERN UNIVERSITY MARCHING BAND & CONCERT BAND

Section Leader for Marching Band Directed music rehearsals in section of 19 members

Principal Trumpet for Concert Band Performed solos as first trumpet

Evanston, IL
2005-2007

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
EDUCATION
2009-2011

2005- 2009

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.
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
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
Summer 2007
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.
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.

MengjieWANG

BendheimCenterforFinance,PrincetonUniversity
26ProspectAvenue,Princeton,NJ08540
mengjiew@princeton.edu

EDUCATION
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
z GPA:4.0/4.0
z Coursework:FinancialMarkets,FinancialEconometrics

Jul.Aug.2008

WORKEXPERIENCE
Mckinsey&Company,Shanghai,P.R.China


ParttimeAssistant
z Participatedinacaseregardinginvestmentsuggestionsforastateownedenterprise

Winter2009

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

NationalScholarship(Awardedtotop1%students)

ShanghaiScholarship(Awardedtotop1%students)

FudanExcellentStudentScholarship(Awardedtotop10%students)
Top10finalistinFudanModelCompetition

SKILLS&INTERESTS
LanguageSkills:NativespeakerofChineseMandarin
ComputerSkills:FamiliarwithMSOfficeSuiteandR
Interests:Traveling,Singing,PlayingPiano,Movies

Jul.2008
20072008
20062007
20052006
May2006

R YOHEI K AWATA
Bendheim Center for Finance, 26 Prospect Avenue, Princeton, NJ 08540
E-mail: rkawata@princeton.edu

EDUCATION
Princeton University, Bendheim Center for Finance
Master in Finance, Department of Finance

Princeton, NJ
Expected May 2011

Kyoto University, Graduate School of Economics


Master of Economics, Department of Economics
Academic concentration: Analysis of Economic Dynamics
Graduated first in the department

Kyoto, Japan
March 2005

Tokyo Institute of Technology


Bachelor of Engineering, Department of Engineering
Academic concentration: Industrial and Systems Engineering

Tokyo, Japan
March 2003

PROFESSIONAL EXPERIENCE
Bank of Japan
Tokyo, Japan
Examiner, Risk Assessment & Planning, Center for Advanced Financial Technology
September 2006 June 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
July 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 June 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

PUBLICATIONS
Kawata, R. 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.
Kuroki, M., Miyakawa, M. and Kawata, R., 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.

ADDITIONAL INFORMATION
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

EDUCATION
Princeton University
Princeton, NJ
Master in Finance
Exp. June 2011
Related Coursework: Fixed Income, Probability Theory, Financial Investments, Asset Pricing I,
Modern Regression and Applied Time Series
Tokyo Institute of Technology
Master of Science, Physics, General Relativity
Thesis: Geometric Consideration of Holographic Principle
Presented thesis at Research Conference of Singularity, 2003, Tokyo
Studied intensive program of physics; GPA: 3.9

Tokyo, Japan
March 2003

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

PROFESSIONAL EXPERIENCE
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
Junior 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

PUBLICATIONS
The trend of financial business for the next generation in Japan, Nomura Research Institute (2008):
68-71, 100-103

ADDITIONAL

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


EDUCATION
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 EXPERIENCE
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-CURRICULAR ACTIVITIES
Vice-president of the Board of Students of the ENSAE
ENSAEs Representative to ParisTech education consortium Sponsors Manager

2008-2009

Communication Manager of ENSAE Junior Etudes, the Junior Enterprise of the ENSAE

2007-2008

Founding member of the Moroccan Children Parliament

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

OTHER INTERESTS
Running, Cooking

1999

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