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Parvez A.
@feparvez
4.7
17
4.6
4.6
100%
Market Risk (Quant)
$20 USD / Hour
・
India (5:55 AM)
・
Joined on March 22, 2021
$20 USD / Hour
・
- Major Degree - Masters ([login to view URL]) in Financial Economics (Statistics and Economics).
- Software Skills - R, EViews, GRETL, JAMOVI, STATA, MS-Office, and SPSS
- Market Risk: Pricing, valuation, and validation.
- Expertise in Statistics and Econometrics -
OLS Regression, Multivariate Regression, Time Series, Logistic Regression, Excel ANOVA, Hypothesis Testing, Z-test, T-test, Chi-Square Test, F-test, Best Model Selection, Problems related to Inference, Estimation, Probability, Sampling, Economics.
- well-versed with the "Tidyverse package", "quantmod" of R.
- Difference-in-Differences estimation model in R.
- GARCH modeling - selecting the best model using the ruGARCH package.
- CAPM - Calculation, and analysis of beta.
- Principal component regression & Least absolute shrinkage and selection operator (LASSO) regression in R
- VECM with wald test, Granger causality test.
- Susceptible, Infectious, Recovered (SIR) model - Epidemiological model in R
- NHANES survey 2017-18 Survey analysis in STATA using sampling weight (wtint2yr).
- I can also help you in completing thesis work related to the above-mentioned topics of study.
- I deliver the best quality work with detailed descriptions as per the client's requirements. I guarantee you that the task will be completed on time effectively and efficiently.
Macroeconomics - Blanchard, Mankiw, Dornbusch and Fischer & Richard T. Froyen
Microeconomics - Hal Varian & Nicholson and Snyder
Econometrics - Chris Brooks
International economics - International Economics: Theory and Policy
Book by Marc Melitz, Maurice Obstfeld, and Paul Krugman
Keen interest in applied macroeconomics - New Keynesian Philips curve, the quantity theory of money, dynamics of inflation and growth etc.
Parvez communicated well. However, within 2 hours of the project being assigned he doubled the price. He then couldn't complete everything so I will need to hire another person to actually finish.
Parvez is an extremely talented and kind worker, who is very passionate and professional about his work. I enjoyed working with him and recommend highly recommend hiring him for projects of any kind.
Working as an intern on task-based projects on machine learning and data analytics.
Mar, 2021 - Present
•
3 years, 9 months
Quantitative Research Analyst
Mar, 2021 - Present
•
3 years, 9 months
freelancer.com
Mar, 2021 - Present
•
3 years, 9 months
Completed various projects with quality work and on time:
1. Time-Series econometrics- stationarity test, parametric and non-parametric tests, Regression analysis
2. Report writing
3. Data visualization
4. R-programming environment
5. Statistical analysis
6. Data cleaning and organization
Mar, 2021 - Present
•
3 years, 9 months
Research Associate
Feb, 2016 - Aug, 2016
•
6 months, 2 days
Jamia Millia Islamia
Feb, 2016 - Aug, 2016
•
6 months, 2 days
Volatility spillover and Integration of selected world stock markets: An analysis of contagion and structural breaks.
Feb, 2016 - Aug, 2016
•
6 months, 2 days
Education
University of Madras
2013 - 2015
•
2 years
M.Sc Financial Economics
India
2013 - 2015
•
2 years
Jamia Millia Islamia
2010 - 2013
•
3 years
BBS (Hons.)
India
2010 - 2013
•
3 years
Qualifications
Financial Engineering and Risk Management Part II
2020
Columbia University (Coursera)
Learned financial modeling especially derivatives. Done various projects like the lead-lag relationship between spot and future prices and many more.
2020
Financial Risk Management with R
2021
Duke University (Coursera)
Learned financial modeling especially risk models like GARCH model, VaR, and ES models.
2021
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