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IBIZAvic

MSc in Econometrics and Quantitative Finance

Username: IBIZAvic

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Location: Bethesda, United States

Member since: October 2012

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Portfolio

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Résumé

Experience

Research collaboration

Aug 2012 - Present (1 year)

American University

Working on a structural model to capture retirement incentives. <br />Languages: STATA

Research project

Jan 2012 - Mar 2012 (2 months)

ORTEC Finance

Modeled and analyzed a multivariate unobserved component model to capture endogenous business cycle movements. Languages: MATLAB, Oxmetrics

Quantitative developer

Jan 2012 - Aug 2012 (7 months)

AEGON Asset Management

Developed quantitative monitors such as Risk Management and Relative Performance tools. Languages: MATLAB and VBA

Research project

Feb 2011 - Sep 2011 (7 months)

Symphony IRI Group

Analyzed the role of socio-demographics in explaining product sales for Dutch supermarkets. Managers can use the results to profit of more optimized shelves, better distributed stores and therefore a reduction in costs. <br /><br />Languages: MATLAB

Education

Bachelor of Science in Econometrics and Operations Research

Erasmus Universiteit Rotterdam

2008-2011

Master of Science in Quantitative Finance

Erasmus Universiteit Rotterdam

2011-2012

Publications

Multiple

various

Prefer not to disclose due to privacy reasons. Available upon request.