Debra F. Charles DATA SCIENTIST,CQF, CERTIFICAT
Verified
Exceptional record of success in managing high-level advisory, quantitative analysis, and financial portfolio management services for Charles and Maness Investments, TD Bank, US Treasury, and World Bank. Special expertise in financial investment management and analysis, and Wall Street technologies. Consistent record of improving capital asset planning and implementation, facilitating high-level decision making, turning around underperforming portfolios, and identifying strategies for reducing operational costs. Advanced degrees in Finance (Investment Management) and Information Science (Wall Street Technology) with a Certificate in Wall Street Quantitative Finance.
Arbitrage (basis, volatility, valuation), Pricing, Hedging and Investment Strategies covering Fixed Income, Equity, Credit and exotic derivative products. Stochastic Calculus, greeks, sensitivities equities, derivatives, CDO, Interest Rate modelling with trees, MC,FD Portfolio optimization techniques, BLACK-SCHOLES, BLACK-LITTERMAN. Several Projects including pricing exotics with jumps, GARCH
Technical Skills: MS Office, Project, Visio, Erwin Case Tool, SunGuard, FirstCall, Factset, Portia, Summit Treasury Management, Cognos, Business Objects, Geneva Portfolio Accounting, Yieldbook, MatLab, Crystal Ball, Bloomberg Analytics, Tradebook, Stata, SPSS, WinBUGS, SAS (Base, STAT, ETS, Macro, ODS, Graph, Enterprise Guide, Enterprise Miner), Oracle SQL, SQL Server, Test Cases, Use Case Diagrams, Swim Lane Charts, C++, Java, UML, XML, VBA, Windows, UNIX, Qlikview, VMWare, vSphere, vCAC, vRealize Automation Manager, vCenter, Sharepoint