Summary
Overview
Work History
Education
Skills
Certification
Timeline
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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
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
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
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
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

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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
VINCENT NYANGAU