Michael Nagi

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DRU POLLINI
752 Franklin Ave #3, Brooklyn, NY 11238  (310) 916-8820  drupollini@gmail.com
EDUCATION
BARUCH COLLEGE, CITY UNIVERSITY OF NEW YORK
Master of Science in Financial Engineering, expected December, 2012; GPA: 3.9
08/11
–Present
UNIVERSITY OF SOUTHERN CALIFORNIA
Master of Arts and Bachelor of Arts, Economics, Cum Laude; Dean’s List
Major: Economics; Minor: Mathematics
08/03
–05/08
LONDON SCHOOL OF ECONOMICS
Coursework included econometrics, economic theory, and emerging markets
09/05
–06/06
QUANTITATIVE AND FINANCIAL SKILLS
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Financial time series: autoregressive models, principal component analysis, intraday variance
Numerical methods: Monte Carlo and trees to value derivatives and calculate Greeks, bond analytics, and VaR
Volatility surface: dynamics of volatility, calibrating stochastic volatility models, and simulation
Interest rate models: Libor Market Models, factor models, interest rate derivatives, and forecasting rates
COMPUTER SKILLS
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Python, R, C++, MATLAB, VBA, Excel, Linux shell scripting; Bloomberg certified
FINANCIAL EXPERIENCE
AUTONOMY CAPITAL, New York, NY – Bloomberg Top 20 hedge fund
05/12
Technology Group, Intern
–08/12
 Developed tools to move company toward a systematic approach to trading fixed-income instruments
 Created a distributed system for storing, analyzing, and visualizing time series data
 Modeled and valued bonds, swaps, and term structures; presentation available at http://drupollini.bitbucket.org
DATA MANAGEMENT EXPERIENCE
MJHS, New York, NY
09/10
Insurance Examiner, Claims Department
–08/11
 Supervisory roles: automated reporting system in VBA, oversaw flow of work, and managed claims accounting
TEACHING AND RESEARCH EXPERIENCE
BARUCH COLLEGE, New York, NY
Teaching Assistant, Baruch MFE Program
 Evaluate and mentor graduate students in financial pricing and software engineering courses
SHERWOOD TEST PREP, New York, NY
GRE Instructor
 Concepts, strategy, and organizational skills to weekend classes of up to 20 students
UNIVERSITY OF SOUTHERN CALIFORNIA SELF-CONTROL RESEARCH LAB
Behavioral Neuroscience Research Assistant, Psychology Department
 Mathematical analysis for a study on temporal economic decision-making and its localization in the brain
 Developed model based on the economic theory of discrete choice; designed variables and analyzed the
results with maximum-likelihood estimation and logistic regression
08/10
–Present
07/10
–12/12
09/09
–06/10
PUBLICATIONS
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“Moderators of the association between brain activation and farsighted choice,”
S. Luo, G. Ainslie, D. Pollini, L.Giragosian and J.R. Monterosso. NeuroImage, 59(2), 2012.
AWARDS
 Ercolano Prize for Best Baruch MFE Student
ACTIVITIES AND INTERESTS
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Team Captain, IAFE Annual Academic Competition (2011), Baruch MFE
Carpentry (furniture-building); long-distance running, swimming, and cycling
2012
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