I am a motivated and passionate individual interested in a challenging career offering me opportunities to learn and apply myself. I currently work as a quantitative analyst at Bank of the West, where my projects span optimization, regression modeling, simulation, and basic machine learning. I am always interested in opportunities which are heavily mathematical, notably those involving
I am a motivated and passionate individual interested in a challenging career offering me opportunities to learn and apply myself. I currently work as a quantitative analyst at Bank of the West, where my projects span optimization, regression modeling, simulation, and basic machine learning. I am always interested in opportunities which are heavily mathematical, notably those involving algorithm design, machine learning, and artificial intelligence.
Quantitative Analyst @ • Anomaly detection – Wrote a simple algorithm which detects behavioral shifts in any time series, assuming the existence of some regular behavior (trends with noise, periodicity, bounded variance).
• Simulation – Created coherent simulations of MSA-level macroeconomic variables for use in the bank’s credit VaR calculation. Also simulating changes in the yield curve for an economic value of equity VaR calculation.
• Optimization – Performing a balance sheet optimization for the bank, which includes regulatory requirements as linear constraints.
• UI design – Created an interactive scatter plot of loan scorecard (loan vs no loan) variables with a time dimension allowing the user to visualize and investigate the evolution of the new loans acquired by the bank.
• Regression – Adjusted 20 bank-level loss and revenue regression (linear) models from the Federal Reserve to fit on Bank of the West data. From February 2014 to Present (1 year 11 months) Statistics Instructor @ Taught Distributions, Regression, Probability, Confidence Intervals, Hypothesis Testing From August 2012 to December 2012 (5 months) Adjunct Lecturer @ Performed research in mirror symmetry, extending the results proved in my thesis.
Taught courses ranging from calculus through basic proof-writing and number theory. From September 2011 to June 2012 (10 months)
Ph.D., Mathematics @ UCSD From 2004 to 2011 M.A., Mathematics @ UCLA From 2001 to 2003 B.S. (Honors), Mathematics @ UCLA From 1999 to 2003 Glendora High School From 1995 to 1999 Michael Slawinski is skilled in: Research, Teaching, Mathematical Modeling, LaTeX, C++, Python, Monte Carlo Simulation, Option Pricing Models, Matlab
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