Quantitative Associate Intern @ Barclays Capital (January 2010 - January 2010)
Summer Associate @ James River Capital Corp. (May 2009 - July 2009)
Part-time Intern @ Inst. of Mathematical Machines and Systems (joined with Antonov Aeronautical Cor (August 2003 - February 2005)
Software Developer @ Dept. of Computer Engineering, Natl. Aviation Univ. (September 2001 - June 2003)
Joseph du Education
Purdue University
Doctor of Philosophy (PhD)
2005-2010
Purdue University
Master of Science (MSc) (Computational Statistics)
2007-2009
Joseph du Skills
Bayesian statistics
Credit Analytics
Data Mining
Derivatives
Econometrics
Financial Mathematics
Fixed Income
Matlab
Monte Carlo Simulation
Numerical Analysis
Portfolio Management
Portfolio Optimization
Quantitative Analytics
Quantitative Finance
Quantitative Modeling
R
Risk Management
SAS
Statistical Modeling
Statistics
Stochastic Processes
Time Series Analysis
VBA
Finance
Financial Services
Services
Joseph du Summary
Joseph du, based in Charlotte, NC, US, is currently a Quantitative Finance Analyst at Bank of America. Joseph du brings experience from previous roles at Barclays Capital, James River Capital Corp., Inst. of Mathematical Machines and Systems (joined with Antonov Aeronautical Cor and Dept. of Computer Engineering, Natl. Aviation Univ.. Joseph du holds a 2005 - 2010 Doctor of Philosophy (PhD) @ Purdue University. With a robust skill set that includes Bayesian statistics, Credit Analytics, Data Mining, Derivatives, Econometrics and more. Joseph du has 2 emails and 4 mobile phone numbers on RocketReach.
Looking for a different Joseph du?
Find contact details for 700 million professionals.