Dr. Pooya Nazeran
Angestellt, Associate Director - Research Associate, Moody's Analytics
New York, Vereinigte Staaten
Werdegang
Berufserfahrung von Pooya Nazeran
Bis heute 13 Jahre und 1 Monat, seit Juni 2011
Associate Director - Research Associate
Moody's Analytics
Providing thought leadership on the implications of the great recession to structural credit-risk modeling, implementing new paradigms into what has become Public Firm EDF 9, and explaining its theoretical and empirical underpinnings to clients and regulators. Directing the effort to build the engine behind a product commercially known as CreditEdge; the lead modeler behind the next generation of the legacy KMV model within the Quantitative Research Group.
7 Monate, Juni 2007 - Dez. 2007
Consultant
World Bank
Worked with the QRA (Quantitative Strategies, Risk and Analytics) unit in the Asset Allocation and Quantitative Strategies team. Developed a new version of the SAA Workbench and a new platform for the whole package. The Workbench uses VAR to generate asset returns, and Markowitz optimization with Monte-Carlo simulation to suggest an optimal portfolio. The package is meant to assist central-bankers and sovereign wealth funds in allocating their funds into fixed-income instruments.
3 Jahre und 4 Monate, Juni 2003 - Sep. 2006
Software Engineer
NIST
Developed CAD program for fire-models, to facilitate design and simulation of multi-room, multi-story buildings with ducts and HVAC connections. Designed an algorithm for smart fire-detectors, distinguishing dangerous burns from nuisance burns. Conducted meta-analysis through scientific publications on a verity issues.
Ausbildung von Pooya Nazeran
4 Jahre und 10 Monate, Sep. 2006 - Juni 2011
Financial Economics
The Ohio State University
Asset Pricing, and Empirical Methods Time Series Analysis: OLS, GLS, GARCH, ARIMA, VAR, GMM, Co-integration, PCA Dynamic Programming, Numerical Solution to Recursive General Equilibrium models Independently instructed 6 undergraduate level economics courses including four senior level classes
3 Jahre, Juni 2003 - Mai 2006
Computer Science, Mathematics
University of Maryland College Park
4.0 CS gpa; 3.75 cumulative gpa 36 credits Physics curriculum Coursework includes: CS: Algorithm Design, Artificial Intelligence, Data Structures, Network Design and Security, Cryptology Math: Analysis, Algebra, Chaos, Non-linear Dynamics, Statistics, Numerical Analysis, Diff-Geometry
Sprachen
Englisch
Fließend
Deutsch
Grundlagen
Persian Farsi Fluent
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