Matt Callewaert
Ithaca,NY
Summary
A highly motivated quantitative analyst with comprehensive mathematical modeling and implementation skills and in-depth knowledge of quantitative finance including Term Structure Models, Financial Derivatives, Risk Management, Probability Theory and Stochastic Calculus; seeking a position as a Quantitative Analyst or related where these skills and knowledge will add greater value.
Overview
1
1
year of professional experience
Work History
Summer Pricing Analyst
ARTDAI
05.2023 - 08.2023
- Developed a machine learning predictive program to provide fair-value current pricing for art.
- Construction of a proprietary data model for art financial analytics derived from an art expert database allowing for large-cap insurers and capital management companies to appropriately mark assets.
- Aided in the pitching of the database to bulge-bracket banks and large AUM capital management firms.
- Built quantitative metrics to evaluate the risk profiles of fine art, artists, and overall markets.
Summer Research Analyst
NEPC
05.2022 - 08.2023
- Researched various assets including equities, fixed income, and derivative products to forecast financial returns for clients.
- Aided clients, mainly pension funds, to determine risk tolerance, desired returns, and portfolio selection to allocate funds appropriately to money managers across different asset classes.
- Performed due diligence on money managers in both the Private Equity and Hedge Fund industries to determine risks associated with investments
Education
Bachelor of Arts - Economics
Cornell University
Ithaca, NY05.2024
Minor - Business Management
Cornell University
Ithaca, NY05.2024
High School Diploma -
The Roxbury Latin School
West Roxbury, MA05.2020
Skills
- Proficient programming skills in Python and VBA
- Experience with building advanced statistical methods in a big data environment
- Research in developing risk and valuation models for fine art
- Expert level at Stochastic Calculus, Econometric Analysis, Multivariate Regression, Machine Learning, Statistical Modeling
- Creative and self-starter
- Excellent interpersonal and communication skills
- Able to work on multiple projects simultaneously
- Great team-player
- Highly self-disciplined, detail-and results-oriented
- Strong organizational skills; good time management, capable under pressure and to responsibly manage to tight deadlines
- Algorithm Development
Accomplishments
Developed a new methodology in pricing options with substantial improvements in pricing accuracy and computational cost.
Additional Information
- CFA level II candidate
- Awards: University of Pennsylvania Graduate Fellowship, Chinese Academy of Sciences Fellowship, National First Fellowship of China
- Publications: (First-author) J. Chem. Theory Comput., vol. 4, pp. 1643-1653, 2008; Chemical Physics, vol. 345, pp. 73-81, 2008
- Languages: English (fluent), Mandarin (native)
Timeline
Summer Pricing Analyst
ARTDAI
05.2023 - 08.2023
Summer Research Analyst
NEPC
05.2022 - 08.2023
Bachelor of Arts - Economics
Cornell University
Minor - Business Management
Cornell University
High School Diploma -
The Roxbury Latin School
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