Skills:
Stochastic Analysis, Simulations, and Modeling, Financial Modeling including Black-Scholes Formulation and Options Pricing, Stochastic Filter Theory and Target Tracking including Kalman Filter, Monte-Carlo, and Particle Filter Approximations, Infinitely Divisible and Stationary Processes with Applications to Simulation, Markov Chain Models and Ergodic Theory, Analytic Problem Solving, Numerical Methods in Mathematical Modeling, Linear Programming, Partial Differential Equations, Statistical Data Analyst, Variable Reduction through Principal Components or Factor Analysis, Cluster Analysis, Multivariate Multiple Regression, Robust and Logistic Regression, Database Design, SQL, Postgresql, Oracle, MySQL, PHP, Computer Science, Object-Oriented Programming with C++, Analysis of Algorithms, Software Engineering, Hardware/Software Concepts, Distributed Computing, Theory of Operating Systems, Technical Writing