Jason Yarmish

jason-j1@juno.com
(818) 527-6474

Summary
PhD Mathematics; MS Financial Engineering; Data Scientist at BrokerGenius; C++; Data Visualization; High GPAs;
Adjunct Professor – NYU graduate financial engineering program; Financial industry internship.
Quantitative, programming and cognitive skills. Hard worker, lucid communicator and a quick study.

**Professional Experience**
Data Scientist	BrokerGenius, (brokergenius.com), New York	Aug. 2016 – May 2017
• Utilizing scientific analysis and proprietary data, conduct expert analyses of the secondary ticket market often automating for reuse on a scheduled basis • Through extensive research compiled over 450 relevant variables for each ticket in the secondary ticket market • Designed the structure of new database creating efficiency for storage and data retrieval • Development & automation, compilation and computation of venue data for machine learning and visual analyses

Adjunct Professor	NYU School of Engineering, New York	Oct. 2013 – Present
• Teaching self-created graduate-level Financial Engineering C++ course with emphasis on financial applications • Teaching self-created graduate-level Financial Engineering Data Visualization course • Created curriculum, notes and videos to communicate complex/technical information lucidly • Currently creating course R advanced tools for Data Science for the Fall 2017 semester.

Intern	Raven Securities, (NYSE Broker), New York	2010
• Worked with traders and programmers. • Designed proprietary algorithmic trading strategy based on volume, volatility and bid-ask spreads. • Adjusted high frequency trading triggers daily upon post-trade result analysis using Excel and VBA • Favorable results led to the project manager deeming the strategy and implementation highly successful

**Education**
BA, Mathematics (minor: Art)	GPA: 3.98/4.0	Pace University, New York	May 2007
MS, Mathematics	3.90/4.0	NYU School of Engineering, New York	May 2010
MS, Financial Engineering	3.84/4.0	NYU School of Engineering, New York	May 2011
PhD, Mathematics	3.88/4.0	NYU School of Engineering, New York	Jan. 2014
Dissertation: Elliptic Brunn-Minkowski Theory: Generalizations of the Brunn-Minkowski Inequalities

**Skills**
• Quantitative: Game Theory, Data Visualization, Linear Algebra, Probability, Statistics (Society of Actuaries: Exam P/1) • Programming: C++, Python, R, Lucene, VBA, Processing (Processing is an open source programming language and IDE) • Other: Excel, Latex, Illustrator, ElasticSearch, Kibana, Google Drive • Some knowledge: SQL, matlab, html, spark Adept at learning new skills, software and programming languages

**Past Projects** (sample)
• Word-frequency analysis: last statements of Texas Department of Criminal Justice death row offenders (Python & Processing) • Web data extraction, tracing mathematical genealogy paths from a given mathematical ancestor (Python) • Delta hedging implementation, including expandable stock options class (C++) • Cumulative prospect theory implementation – behavioral finance model (Excel) • Interactive random walk visualization: exploration of two state Markov process’ frequency distributions (Processing) • Dow Jones pattern analysis: future market directional moves based on prior gain-loss sequences (C++ & Excel) • Game theory pattern analysis via algorithmic simulators; designed new technique for finding equilibria (VBA & C++)

**Graduate Coursework** (sample)
Corporate Finance	Probability	Statistics	Linear Algebra
Derivative Contracts	Contract Economics	Behavioral Finance	Stochastic Calculus
Financial Risk Management	Stochastic Processes	Optimization Methods	Financial Econometrics

**Other Coursework** (sample)
MIT Professional Education:	Data Science: Data to Insights
Coursera:	The Data Scientist’s Toolbox	Exploratory Data Analysis
	R Programming	Getting and cleaning data
	Getting Started with Python	Using Databases with Python
	Python Data Structures	Using Python to Access Web Data
MapR Academy:	Introduction to Big Data	Apache Hadoop Essentials
	MapR Converged Data Platform Essentials	Introduction to Apache Spark
	Build and Monitor Apache Spark Applications	Create Data Pipelines Using Apache Spark

Jason Yarmish, PhD