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Welcome to Nik Tuzov's website!
Although my concentration is in Quantitative Finance, I am interested in any area where advanced quantitative methods can add value. This site mostly contains research and software projects that I completed as a graduate student in Purdue. More up-to-date information is available in my LinkedIn profile.
Keywords: Nik Nik Nik Tuzov Tuzov Tuzov Touzov Touzov Nick Nick Nick Nicholas Nich CV Resume #### Computational Finance Financial Engineering Quantitative quantitative quantitative Economics econometrics Risk Management Portfolio Theory Management Construction optimization Optimisation Fixed Income Securities Credit Risk Derivatives Credit Products default Statistical Arbitrage Stochastic Calculus Structured Interest Rate models swaps Treasury short term Bond Japanese Volatility models Monte-Carlo simulation Futures Options swaps Structure Products structuring Markets exchange Equity Fundamental securities security Asset Backed Hybrids Convertibles Exotics esoteric asset plain vanilla Treasure treasuries Energy Investment hedging hedge fund mortgage-backed securities Collateralized Debt Obligation Communication skills oral written Team player organizational Software Barra RiskMetrics programming object-oriented C C C C++ C++ C++ STL STL STL Java Java Java Collections Framework VB VBA VB VBA VB VBA SAS Excel Access spreadsheet Matlab MATLAB OO language S-PLUS SPlus S+ R SPSS GAMS Oracle SQL Server C# C# C# Lisp LISP Solaris Linux Windows UNIX Relational databases Perl SQL SQL SQLVBD STATA GAUSS JMPIN STATISTIX Bloomberg Reuters HTML C#, C++, Microsoft SQL Server, Borland Delphi, Java/Borland JBuilder, Mathworks Matlab Perl, Ruby, S-Plus, Python, Mathematica, MATLAB and R .Net Analyst analysis analytical Engineer Developer researcher research Programmer technical pricing Analytical model validationtime series data Bayesian statistics statistical math maths physics PhD Ph.D. computer science mathematics advanced degree quant academic MS M.S. Msc MSc probability econometrics econometrical PDE numerical numeric numerate stress testing integration Monte Carlo modeling modeling mathematical models forecasting macro-economic development control design Asset Allocation Proprietary consulting algorithms experience coding technology commodities underlying high-frequency high frequency trading exchange traded funds market-neutral Value-At-Risk calculations CDS EPE GFM OTC FX ABS IB HF CDO ALM LDI FI MM VaR VAR ETF CFA FIX BGM LGM Trading Floor Front Office Bank Back Office Business Middle Office back testing risk scenario analysis Sales and Trading strategies Index exchange traded funds Government active long short money large data sets corporate valuation transaction Cash Flow Gauss Ox CRSP equity database data Event-driven event driven CD prop trading systematic market inefficiencies inefficiency market microstructure IR BGM HJM models structurer pattern recognition signal processing market behavior machine learning neural networks Emerging Markets risk analytics predicting equity returns intraday private equity sharpe ratio investment industry investment bank quantitative trading pnl pnl pnl transaction costs MBA MBA MBA historic historical S-Plus automated trading OO macro strategies financial modeling money manager Research Analyst Equity Trader Portfolio Manager Assitant Vice President Investment Analyst Investment Manager Credit Analyst developer Quantitative Analyst Risk Associate Trading Researcher PhD Quant Volatility Quant Quantitative Developer Quantitative Analyst Quant Strategist Risk Manager Quant Trader Quantitative Research Risk Modeling Software Engineer Market Maker Quant Quantitative Risk Developer Algorithmic Trading Research Mortgage Prepayment Modeler Quant Library Architect Data Analyst Model Implementation Gas, Power and Oil Credit Exposure Modelling Asset Backed Securities Software Developer Algorithmic Developer Systems Developer Stat Arb High Frequency Trading Commodities Modeling and Pricing Quant Risk Management Quant Researcher Quantitative Programmer Financial Engineer Desk Quant Insurance Model Validation Quant Equity Linked Derivatives IT high frequency ETF Trading #### Computational Finance Financial Engineering Quantitative quantitative quantitative Economics econometrics Risk Management Portfolio Theory Management Construction optimization Optimisation Fixed Income Securities Credit Risk Derivatives Credit Products default Statistical Arbitrage Stochastic Calculus Structured Interest Rate models swaps Treasury short term Bond Japanese Volatility models Monte-Carlo simulation Futures Options swaps Structure Products structuring Markets exchange Equity Fundamental securities security Asset Backed Hybrids Convertibles Exotics esoteric asset plain vanilla Treasure treasuries Energy Investment hedging hedge fund mortgage-backed securities Collateralized Debt Obligation Communication skills oral written Team player organizational Software Barra RiskMetrics programming object-oriented C C C C++ C++ C++ STL STL STL Java Java Java Collections Framework VB VBA VB VBA VB VBA SAS Excel Access spreadsheet Matlab MATLAB OO language S-PLUS SPlus S+ R SPSS GAMS Oracle SQL Server C# C# C# Lisp LISP Solaris Linux Windows UNIX Relational databases Perl SQL SQL SQLVBD STATA GAUSS JMPIN STATISTIX Bloomberg Reuters HTML C#, C++, Microsoft SQL Server, Borland Delphi, Java/Borland JBuilder, Mathworks Matlab Perl, Ruby, S-Plus, Python, Mathematica, MATLAB and R .Net Analyst analysis analytical Engineer Developer researcher research Programmer technical pricing Analytical model validationtime series data Bayesian statistics statistical math maths physics PhD Ph.D. computer science mathematics advanced degree quant academic MS M.S. Msc MSc probability econometrics econometrical PDE numerical numeric numerate stress testing integration Monte Carlo modeling modeling mathematical models forecasting macro-economic development control design Asset Allocation Proprietary consulting algorithms experience coding technology commodities underlying high-frequency high frequency trading exchange traded funds market-neutral Value-At-Risk calculations CDS EPE GFM OTC FX ABS IB HF CDO ALM LDI FI MM VaR VAR ETF CFA FIX BGM LGM Trading Floor Front Office Bank Back Office Business Middle Office back testing risk scenario analysis Sales and Trading strategies Index exchange traded funds Government active long short money large data sets corporate valuation transaction Cash Flow Gauss Ox CRSP equity database data Event-driven event driven CD prop trading systematic market inefficiencies inefficiency market microstructure IR BGM HJM models structurer pattern recognition signal processing market behavior machine learning neural networks Emerging Markets risk analytics predicting equity returns intraday private equity sharpe ratio investment industry investment bank quantitative trading pnl pnl pnl transaction costs MBA MBA MBA historic historical S-Plus automated trading OO macro strategies financial modeling money manager Research Analyst Equity Trader Portfolio Manager Assitant Vice President Investment Analyst Investment Manager Credit Analyst developer Quantitative Analyst Risk Associate Trading Researcher PhD Quant Volatility Quant Quantitative Developer Quantitative Analyst Quant Strategist Risk Manager Quant Trader Quantitative Research Risk Modeling Software Engineer Market Maker Quant Quantitative Risk Developer Algorithmic Trading Research Mortgage Prepayment Modeler Quant Library Architect Data Analyst Model Implementation Gas, Power and Oil Credit Exposure Modelling Asset Backed Securities Software Developer Algorithmic Developer Systems Developer Stat Arb High Frequency Trading Commodities Modeling and Pricing Quant Risk Management Quant Researcher Quantitative Programmer Financial Engineer Desk Quant Insurance Model Validation Quant Equity Linked Derivatives IT high frequency ETF Trading #### Computational Finance Financial Engineering Quantitative quantitative quantitative Economics econometrics Risk Management Portfolio Theory Management Construction optimization Optimisation Fixed Income Securities Credit Risk Derivatives Credit Products default Statistical Arbitrage Stochastic Calculus Structured Interest Rate models swaps Treasury short term Bond Japanese Volatility models Monte-Carlo simulation Futures Options swaps Structure Products structuring Markets exchange Equity Fundamental securities security Asset Backed Hybrids Convertibles Exotics esoteric asset plain vanilla Treasure treasuries Energy Investment hedging hedge fund mortgage-backed securities Collateralized Debt Obligation Communication skills oral written Team player organizational Software Barra RiskMetrics programming object-oriented C C C C++ C++ C++ STL STL STL Java Java Java Collections Framework VB VBA VB VBA VB VBA SAS Excel Access spreadsheet Matlab MATLAB OO language S-PLUS SPlus S+ R SPSS GAMS Oracle SQL Server C# C# C# Lisp LISP Solaris Linux Windows UNIX Relational databases Perl SQL SQL SQLVBD STATA GAUSS JMPIN STATISTIX Bloomberg Reuters HTML C#, C++, Microsoft SQL Server, Borland Delphi, Java/Borland JBuilder, Mathworks Matlab Perl, Ruby, S-Plus, Python, Mathematica, MATLAB and R .Net Analyst analysis analytical Engineer Developer researcher research Programmer technical pricing Analytical model validationtime series data Bayesian statistics statistical math maths physics PhD Ph.D. computer science mathematics advanced degree quant academic MS M.S. Msc MSc probability econometrics econometrical PDE numerical numeric numerate stress testing integration Monte Carlo modeling modeling mathematical models forecasting macro-economic development control design Asset Allocation Proprietary consulting algorithms experience coding technology commodities underlying high-frequency high frequency trading exchange traded funds market-neutral Value-At-Risk calculations CDS EPE GFM OTC FX ABS IB HF CDO ALM LDI FI MM VaR VAR ETF CFA FIX BGM LGM Trading Floor Front Office Bank Back Office Business Middle Office back testing risk scenario analysis Sales and Trading strategies Index exchange traded funds Government active long short money large data sets corporate valuation transaction Cash Flow Gauss Ox CRSP equity database data Event-driven event driven CD prop trading systematic market inefficiencies inefficiency market microstructure IR BGM HJM models structurer pattern recognition signal processing market behavior machine learning neural networks Emerging Markets risk analytics predicting equity returns intraday private equity sharpe ratio investment industry investment bank quantitative trading pnl pnl pnl transaction costs MBA MBA MBA historic historical S-Plus automated trading OO macro strategies financial modeling money manager Research Analyst Equity Trader Portfolio Manager Assitant Vice President Investment Analyst Investment Manager Credit Analyst developer Quantitative Analyst Risk Associate Trading Researcher PhD Quant Volatility Quant Quantitative Developer Quantitative Analyst Quant Strategist Risk Manager Quant Trader Quantitative Research Risk Modeling Software Engineer Market Maker Quant Quantitative Risk Developer Algorithmic Trading Research Mortgage Prepayment Modeler Quant Library Architect Data Analyst Model Implementation Gas, Power and Oil Credit Exposure Modelling Asset Backed Securities Software Developer Algorithmic Developer Systems Developer Stat Arb High Frequency Trading Commodities Modeling and Pricing Quant Risk Management Quant Researcher Quantitative Programmer Financial Engineer Desk Quant Insurance Model Validation Quant Equity Linked Derivatives IT high frequency ETF Trading #### # Generalized Linear Models, GLM GLM, Design of Experiment, Quality Control, Machine Learning, Data Mining, SAS, SQL ### |