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IVAN PETROV

Current address: 214 North Street 85, apt. 19, New York, NY 10023

Current telephone: (123) 456 789 999

Permanent contact: ivan@qwe.tyu.

WORK EXPERIENCE:

01/96– present     Morgan Stanley Co., Inc. New York,

NY                        Associate. Analytical developer for firm-wide credit risk

                      management systems. Work ranging from FX, swaps, to

                      equity collateralized lending and commodities. Statistical

                      analysis of historical data, advanced analytic for Value

                      at Risk calculations. Work on alternative management

                      approaches.

09/92-12/95       Stanford University Stanford,

CA                       Teaching and research assistant, Departments of Physics

                      and Applied Mathematics. Taught physics to a large class

                      of pre-medical students. 15 publications, including the

                      invention of a new type of branching diffusion processes

                      and well recognized work on stochastic model in

                      hydrodynamics.

06/95-09/95     Morgan Stanley Co., Inc New York,

NY                     Summer intern in the Information Technology Mortgages

                      group. Implemented variance reduction methodology in

                      Monte Carlo simulation for increasing the accuracy of

                      price/OAS valuation.

11/94-02/95     Darrel Dark Consulting

                      Consultant. Co-developed and implemented a novel interest

                      rate model. Implemented credit risk valuation models.

06/94-09/94     J.P Morgan Co

                      Summer intern in the derivatives research department.

                      Worked on developing a draft version of the credit

                      derivatives model.

PROFESSIONAL SKILLS:

• Modern financial models including interest rate models, credit risk models, and mortgage backed securities, FX, fixed income, equity and commodity derivatives, 6 development notes on mathematical finance.

• Statistics: linear and non-linear estimation, non-parametric (bootstrap) methods, time series analysis, etc. Probabilities and stochastic methods: stochastic differential equations, diffusion processes, point processes, branching processes, etc. Numerical methods: numerical integration of SDE, Monte Carlo methods, finite difference methods, etc.

• Programming in C, ALP and Mathematica, UNIX operation system.

DISTINCTIONS AND HONORS:

1996 – Member of the New York Academy of Sciences

1996 – Reelected as Associated Member by the Scientific Council of Lebedev Institute of Modern Physics, Russian Academy of Sciences.

1991-1995 – Invited talks at 5 international scientific conferences and numerous research institutes and universities worldwide.

1993-1994 – A member of Stanford University Committee on Research

1993 – Elected as a Junior Researcher by the Scientific Council of the Lebedev Institute of Modern Physics, Russian Academy of Sciences.

1989 – Soviet Youth Organization award for excellence in studies.

1097-1990 – Elected one of four student’s members of the Scientific Council of the Department of General and Applied Physics of Moscow Institute of Physics and Technology

Pre 1984 – A winner of All-USSR Olympiade in Physics (1984), Russian Republican Olympiades in Physics and Mathematics

(1982-1984). – Golden Medal recipient for excellence in high school studies (1984).

EDUCATION:

1992-1996   Stanford University Stanford, CA

                      Ph.D in Theoretical Physics, Physics Department.

                      Ph.D Minor program in Finance, Graduate School in

                      Business. Courses in Economics, Econometrics,

                      Mathematical and Corporate Finance, Modern Risk

                      Management.

1990-1993   Lebedev Institute of Modern Physics Moscow, Russia

                      Ph.D program in Theoretical Astrophysics.

1984-1990   Moscow Institute of Physics and Technology Russia

                      M.S. Diploma with Honors in»Theoretical Astrophysics».

                      In 1984-1988 coordinated the preparation and conducting

                      of ALL-USSR Phys-Tech Olympiades in physics and

                      mathematics for high-school students.