VINCENT NYANGAU
Grand Junction
Summary
As a quantitative programming analyst at Capital Data Group, I generate investment strategies through quantitative analysis of market and economic data. I use my skills in quantitative analysis, machine learning algorithms, and derivatives to provide insights and solutions for modeling and asset pricing. I am also pursuing a Master's degree in Financial Mathematics at North Carolina State University, where I have gained a solid foundation in statistics, derivatives and options pricing, fixed income analysis, and risk management. Previously, I worked as an analyst at Nomura, where I performed OTC derivative valuation, hedging, and PnL and risk attribution for my desk. I have a Bachelor of Engineering degree in Electronics and Communications Engineering from Birla Institute of Technology and Science, Pilani. I am passionate about applying my analytical and problem-solving skills to the field of finance and creating value for society.
Overview
4
4
years of professional experience
5
5
years of post-secondary education
2
2
Certifications
Work History
Group Quantitative Programming Analyst
Capital Data
Raleigh, North Carolina
01.2024 - Current
- Developing advanced investment models for the US equity markets
- Leveraging expertise in Excel VBA and Python's xlwings library
- Designing user-centric model interfaces for easy data downloading and exploratory analysis
- Conducting comprehensive backtesting using techniques like Ridge
- Regression, ARIMAX, and LSTM
- Empowering users to identify and implement the most effective investment strategies for their specific time frames.
Quantitative Analyst Intern
Capital Data Group
Raleigh, North Carolina
05.2023 - 11.2023
- Developed a predictive model for short-term investing in the S&P 500 index
- Utilized macroeconomic and market indicators to establish buy and sell thresholds
- Trained the model on historical data spanning from 2000 to 2020
- Applied optimization techniques and grid search methods to refine predictor variables
- Conducted a testing phase from 2021 to 2022, during which the model outperformed the index by 26%.
Graduate Teaching Assistant
North Carolina State University
Raleigh, North Carolina
09.2022 - 12.2022
Analyst
OTC
12.2021 - 07.2022
- India - Priced, derivatives and conducted credit risk assessments
- Managed CVA portfolio risk, P&L attribution, and risk management processes
- Collaborated with Middle Office and IT teams for daily P&L analysis, bookkeeping, and system maintenance
- Facilitated client interactions regarding orders, execution, and market insights
- Analyzed client-issued bonds and calculated credit spreads relative to sovereign bonds for trade valuation and XVA charge computations
- Utilized Bloomberg terminal and API extensively for financial analysis and data gathering
- Monitored variation margins, swiftly addressing threshold breaches and escalating issues as needed
- Led process automation projects using data analysis and visualization tools (Pandas, Numpy, and Matplotlib) to enhance operational efficiency and performance, aligning with strategic goals.
Data Science Intern
Indium Software
India
09.2020 - 12.2020
Education
Master's degree - Financial Mathematics
North Carolina State University
North Carolina 08.2022 - 05.2023
Bachelor of Engineering - Electronics and Communications Engineering
Colorado Mesa University
Colorado 01.2017 - 05.2021
Skills
Top Skills
Data Analysis
Hedging
Counterparty Risk
Certification
Problem Solving (Basic)
Timeline
Group Quantitative Programming Analyst
Capital Data
01.2024 - Current
Quantitative Analyst Intern
Capital Data Group
05.2023 - 11.2023
Graduate Teaching Assistant
North Carolina State University
09.2022 - 12.2022
Master's degree - Financial Mathematics
North Carolina State University
08.2022 - 05.2023
Analyst
OTC
12.2021 - 07.2022
Data Science Intern
Indium Software
09.2020 - 12.2020
Bachelor of Engineering - Electronics and Communications Engineering
Colorado Mesa University
01.2017 - 05.2021