Objective by wulinqing


									                                                    JAIME FRADE
                                 1400 Village Square Blvd 3-128 Tallahassee, FL 32312
                               frade.jaime@hotmail.com http://www.stat.fsu.edu/~jfrade
       To be part of a reputable institution where my experience and educational background in finance, statistics, and
       mathematics, as well as my technical skills, are utilized to the best of my potential while providing learning
       opportunities for career advancement. (Open to travel and/or relocation)

   PhD    Statistics, (Expected Graduation, Dec 2011)            MS       Financial Mathematics, June 2007
          Florida State University, Tallahassee, FL                       Florida State University
          ABD Doctoral Candidate                                 BS       Mathematics Magna Cum Laude, June 2003
   MS     Mathematical Statistics, December 2009                          Certification: Statistics Minor: Psychology
          Florida State University                                        Florida Atlantic University

Professional Experience
11/2009- current           Florida State Board of Administration, Tallahassee, FL (http://www.sbafla.com/ )
        Fixed Income: Quantitative Data Manager
        (Formerly: FI: Financial Research Quantitative Analyst II. Title change caused by change in responsibility and
        the enhancements and applications of my skills to the prior role) Provided database management assistance and
        generated reports for existing credit monitoring and existing analytical models for issuer, sector and portfolio credit
        risk and relative value analysis, for the internally managed long-term portfolios. Independently provided
        development of electronic data management programming for new fixed income research projects that contributed
        to: the ongoing improvement and development of fundamental and relative value analysis of
        issuers/sectors/segmentation within internally managed long-term portfolios, the improvement and development of
        structured finance research, and the improvement and development of short-term credit profiling of issuers within
        internally managed short term portfolios. Duties included maintenance of reports, improve efficiency, provide
        statistical analysis, and the development of projects, which focused on providing more value for sector/issuer/issue
        ratings and option-adjusted spread analysis and forecasts.
        Special projects: Constructed an efficient and comprehensive company profile which funneled information from
        several sources (Bloomberg, Barclay’s, Moody’s, and internal assessments) using VBA, SQL, and C++, through
        Excel add-ins, which enabled a credit analyst to provide fundamental information and relative value analysis, both
        on an issuer and issue level. Final results were recognized by supervisor and awarded Teamwork Award (April

03/2009- 10/2009         Florida State Board of Administration, Tallahassee, FL
       Investments Policy & Economics: Senior Risk Management Analyst III
       Provided database management and analysis related to performance measurement and risk analytics. Roles
       included researching, developing, and maintaining performance and risk analysis methods which assessed financial
       market risk. Tracked and evaluated the implementation and effectiveness of risk management procedures Prepared
       information for, and participated in, annual/monthly Investment Performance and Risk reporting. Created and
       modified various key components for reports and/or projects to increase productivity and improve performance and
       monitoring standards by applying programming skills in Excel, VBA, SQL, and/or Bloomberg. Provided support
       and organization for database management projects between department and IT specialists. Supervision,
       instruction, and corroboratively worked with Interns on special projects.
       Special projects: Proposed modeling active risk to assess the impact on various portfolios in different asset classes
       by applying various risk management methods. This includes modeling volatility by using different statistical
       approaches to track, monitor, and/or create a control scheme for a portfolio’s active risk by using Shewhart
       Approach and/or GARCH models.

06/2008- 02/2009         Florida State Board of Administration, Tallahassee, FL
       Fixed Income: Financial/Credit Research Analyst II
       Database management and analysis related to Short/Long-Term credit portfolios. Researched company and credit
       information to assess the credit quality of issuers to supply recommendations/reviews on credit for portfolios.
       Prepared information for, and participated in, weekly Fixed Income Strategy meetings.
       Special projects: Modeling credit risk to assess impact on portfolio using historical market implied ratings trends
       using KMV Moody’s Data. Analysis and synthesis of corporate default models using either VBA or
       statistical/mathematical software.
          J. Frade                             frade.jaime@hotmail.com                                   page 2

Professional Experience (Continued)

02/2007- 05/2008         Florida State Board of Administration, Tallahassee, FL
       Long Term Fixed Income: Internship/OPS
       Special Projects: Conducted data management and statistical analysis of financial information to determine optimal
       investment strategies. Used VBA to back-test the validity and reliability of several relative value credit models.
       Investigated the performance of the preferred model in various credit-spread environments. Modeling financial
       time series to create nominal and real interest rate processes.

2004 - Current Tallahassee Community College (2004-current) and Florida State University (2007-2008), Tallahassee, FL
        Mathematics Adjunct (TCC) and Former Teaching Assistant: Statistics (FSU)
        Solo teaching of 3-4 lectures of 50-75 students which includes preparation of lesson plans and assessments.

Current Research Topic
      Determinants of Credit Default Spreads: Research involves analyzing the drivers, both default and non-default
      components of Credit Default Spreads. Determine what factors largely drive corporate credit spreads, and
      incorporate these results to capture any mispricing in the market.

Past Research/Project Topics & Interests
       Financial & Statistical Modeling, Statistical Arbitrage, Monte Carlo simulations, Stochastic Volatility Modeling,
       GARCH Models, Shewart Control Charts, Time Varying Control Charts, Time Series Analysis, Regression and
       Multivariate Analysis, Cluster and Discriminant Analysis, Corporate Default modeling using Logistic
       Regression/Structural, Nonparametric Density Estimation, VaR Calculations using a Kalman Filter.

Technical Skills
       Operating Systems: Windows XP, MAC OS, UNIX              Applications: MS Office, particularly Excel
       Programming Languages: Visual Basic, Open Office, C++ (w/ Excel add-ins), HTML, Macros, SQL, Access
       Mathematical/Statistical Software: R, Matlab, SAS, SPSS, Splus, Minitab, Maple, Mathematica, LaTex,
       Financial Software: Barclay’s Live/Point, Bond Hub, LOCuS, Bloomberg User (and C++/Excel add-ins), Moody’s
           MIR tool, KMV Analytics, JP Morgan DataQuery, BNY Mellon’s WorkBench, IBPM, FactSet, Eagle
           STAR/Portal, Merrill Lynch GIS, CreditSights BondScore

Additional Professional Training
       MS      Mathematics: Science & Teaching. June 2004, Florida Atlantic University
       FRM Level 1 exam (Currently Studying: Nov 2010)             SAS Base Programming (Currently Studying)

      Spanish: (Fluent), Chinese: (Currently studying), Japanese: (Currently studying)

Awards, Honors, Certificates
       State Board of Administration Teamwork Award, April 2010 Nominee: Kevin Ceurvorst
       Dean’s list: (05/01, 05/02, 08/02, and 12/02)   President’s list: (12/02) Valedictorian: Northeast High (06/99)
       Bloomberg Core Essentials Exam (Feb 2010)        Bloomberg Market Sector Exam (July 2010)
       Work Related
       Robert Smith/ Kevin Ceurvorst State Board of Administration Fixed Income Supervisors. 850.488.3061
       Ken Hill. Senior Portfolio Manager, Fixed Income. 850.488.3061
       John Benton, Senior Investment Policy Officer, Board of Administration Economics Supervisor. 850.488.4406
       Amy Crumpler, Director of Performance and Risk Analytics, Economics. 850.488.4406
       Rebecca Carrharris, Bloomberg Account Manager and Product Rep, 212.617.6088

        School Related
        Dr. Xufeng Niu, Co-Major Professor, FSU Statistics Program 850.644.3218
        Dr. James Doran, Co-Major Professor, Bank of America Professor, FSU Finance Department 850.644.7868

        Work/Teaching Related
        Dr. Frank Brown, Dean of Science and Mathematics. 850.201.8499
        Philip Pina, Mathematics Professor/FAU Teaching Supervisor 561.297.3340

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