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Jason Mellone Brooklyn, NY |
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| Education | ||
| 07.2008 : 08.2009 |
Fordham University, Graduate School of Business Master of Science in Quantitative Finance |
New York, NY |
| Graduate Assistant: Hand-chosen by director of graduate program to assist in research of academic paper titled: "Real Exchange Rates and Economic Fundamentals: Toward a Resolution of the PPP Puzzle". | ||
| 08.2004 : 05.2008 |
Fordham University at Rose Hill Bachelor of Arts in Mathematics & Economics |
New York, NY |
| Macroeconomic & Microeconomic Analysis, Multi & Single Variable Calculus, Probabilistic & Statistical Analysis, Differential Equations, Mathematical Modeling, Linear Algebra, Introductory Econometrics | ||
| Experience | ||
| 09.2010 : Present |
Societe Generale: Global Markets Proprietary Trading: Trading Assistant |
New York, NY |
| 01.2010 : 09.2010 |
Citi Global: Chief Technology Office Credit Risk: IT Business Analyst |
New York, NY |
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Implemented tactical solutions to solve project goals including the use of Java and SQL to parse databases and extracts.
Designed and executed spreadsheet models to analyze institutional portfolios and their respective risk. |
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| 08.2009 : 10.2009 |
Ardour Capital: Alternative Energy Investment Bank Intern to VP of Research |
New York, NY |
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Created VBA routine to interface with Bloomberg as to update and rebalance premium synthetic index; calculated and monitored VaR of index. Built ground up “trade idea generator” interface using VBA/VBS (Access & Excel) with Bloomberg datasets and R to generate statistical and pattern based trade ideas for sales team to market to clients. |
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| 05.2009 : 08.2009 |
Schonfeld Securities: Long / Short Black Box Intern to Quant Group |
New York, NY |
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Executed sensitivity analysis of black-box trading software using an evolution based minimization concept to minimize calculation time (Executed using Matlab). Responsible for implementation of a Kalman Filter used to forecast equity prices by way of underlying state variables & most highly correlated equity prices. Translated and reported manager trade concepts as to capture potential profit from organically realized market patterns (Q/SQL). Automated P&L reporting of back-tested model using batch and shell routines interfaced with Matlab and MS Outlook. |
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| 09.2007 : 08.2008 |
Gravitas Technology: Alternative Investments IT Intern to Client Services |
New York, NY |
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Determined amount of hours billed to clients versus hours able to complete, and automatically calculated number of additional consultants necessary in order to maintain client relations and further improve business Gained understanding of alternative asset industry: structure, major players, & investment strategies. |
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| 05.2007 : 08.2007 |
Boston University Biostatistical Engineering Intern |
Boston, MA |
| Recipient of a full scholarship to the NHLBI funded Boston University Summer Institute for Training in Biostatistics (Summer 2007). The program modules were in biostatistics, epidemiology, clinical trials, statistical genetics and training in SAS. A major component to the program was analysis in SAS of data collected from the Framingham Heart Study. The SAS analysis included generalizing descriptive statistics, analysis of variance, chi-square tests, multiple linear and logistical regression analysis. | ||
| 09.2006 : 12.2006 |
UBS Intern to Senior Chairman’s Club Financial Advisor |
New York, NY |
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Learned basics of investment techniques. Presented basics of Black-Scholes equation to fall intern class. |
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| Additional | ||
| Languages | Batch, CSS, HTML, Java, Javascript, jQuery, Matlab, mySQL, PHP, Q/Kx/Kdb, SAS, SQL, VBA, VBS, XML | |
| Hobbies | Market Microstructure, Relational Data Storage Methods, Web Scraping, Statistical Models | |
| Data Feeds | Bloomberg, Reuters | |