kevinmanyara_resume

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Kevin Ototo Manyara 2032 Frist Center. Princeton University (609)-510-7463 [email protected] Education Princeton University C Major: Operations Research and Financial Engineering · Certificate: Engineering and Management Systems · Coursework: Financial Investments, Optimization, Statistics, Probability and Stochastic Processes, Linear Algebra Kapsabet High School K, K · Program: Kenya Certificate of Secondary Education (KCSE) Professional Experience Montgomery Investment Technology C, NJ Quantitative Finance Intern June. ’16 – September. ’16 Conducted an extensive comparison of the Option Pricing Models (Black Scholes, Binomial, Monte Carlo) as a pre- internship project Modeled valuation of options assuming a non-normal distribution, specifically the Student’s T distribution.Implemented a Student’s T Monte Carlo simulation and closed form Gosset Formula to price European-style calls and puts in MATLAB. Compared numerical results to the Black Scholes Formula and other normal distribution models Examined the valuation of American-style options using Binomial,Trinomial and Least Squares Monte Carlo algorithms Researched for Bloomberg published working papers regarding advanced derivative valuation. Uasin-Gishu County Government (Finance & Economic Planning Dept.) E, K Finance Intern July ’15 – August ’15 Assisted in the auditing of incoming revenue from the sale of licenses and work permits Participated in the processing of licenses and work permit fees Database management qLearning Applications GmbH P, NJ Campus Manager March. ’15 – September. ’15 Strategically developed the qLearning app content and usage at Princeton Coordinated qLearning courses and execute marketing related activities in order to promote qLearning and the offered courses Office of Information Technology (O.I.T) P U Student Technology Consultant March. ’14 – September. ’15 Provided in-room support for students using the campus information technologies and networked resource including wireless connection troubleshooting and computer application issues. Projects Large Scale Transportation Systems Modelling & Analysis Fall Semester ’15 Studied the current transportation demand in the USA from a systems technology and planning perspective with a focus on fundamental modeling and analytical methodologies that support the formulation and analysis of self driving taxis. Data analysis and visualization in MATLAB, Excel and R Experimental Image Processing & Optimization Fall Semester ’14 Formulated image sharpening and smoothing functions as linear optimization problems in AMPL to reveal a nebula in a star system Leadership Experience International Students Association at Princeton (ISAP) P, NJ Publicity Chair April ’14 – Present Publicize ISAP activities such as cultural events and parties that provide a common ground for social interaction for all foreign and American students Represent the collective interests of all foreign undergraduates attending Princeton University Engineers Without Borders, Kenya P, NJ Team Member April ’14 – Present Partnered with village of Muchebe in rural Kenya to address the availability of basic necessities through active design and construction of facilities, in multiple five-year projects Skills: Option Pricing, DCF Analysis, MS Office, Big Data Programming languages: Matlab, AMPL,R,Java, Natural languages: English, Swahili Interests: Soccer, Guitar

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Page 1: kevinManyara_Resume

Kevin Ototo Manyara2032 Frist Center. Princeton University (609)-510-7463 [email protected]

EducationPrinceton University Class of 2017Major: Operations Research and Financial Engineering · Certificate: Engineering and Management Systems· Coursework: Financial Investments, Optimization, Statistics, Probability and Stochastic Processes, Linear AlgebraKapsabet High School Kapsabet, Kenya· Program: Kenya Certificate of Secondary Education (KCSE)

Professional ExperienceMontgomery Investment Technology Camden, NJ

Quantitative Finance Intern June. ’16 – September. ’16• Conducted an extensive comparison of the Option Pricing Models (Black Scholes, Binomial, Monte Carlo) as a pre-

internship project• Modeled valuation of options assuming a non-normal distribution, specifically the Student’s T distribution.Implemented

a Student’s T Monte Carlo simulation and closed form Gosset Formula to price European-style calls and puts in MATLAB.Compared numerical results to the Black Scholes Formula and other normal distribution models

• Examined the valuation of American-style options using Binomial,Trinomial and Least Squares Monte Carlo algorithms• Researched for Bloomberg published working papers regarding advanced derivative valuation.

Uasin-Gishu County Government (Finance & Economic Planning Dept.) Eldoret, KenyaFinance Intern July ’15 – August ’15

• Assisted in the auditing of incoming revenue from the sale of licenses and work permits• Participated in the processing of licenses and work permit fees• Database management

qLearning Applications GmbH Princeton, NJCampus Manager March. ’15 – September. ’15

• Strategically developed the qLearning app content and usage at Princeton• Coordinated qLearning courses and execute marketing related activities in order to promote qLearning and the offered

coursesOffice of Information Technology (O.I.T) Princeton University

Student Technology Consultant March. ’14 – September. ’15• Provided in-room support for students using the campus information technologies and networked resource including

wireless connection troubleshooting and computer application issues.

ProjectsLarge Scale Transportation Systems Modelling & Analysis Fall Semester ’15

• Studied the current transportation demand in the USA from a systems technology and planning perspective with a focuson fundamental modeling and analytical methodologies that support the formulation and analysis of self driving taxis.

• Data analysis and visualization in MATLAB, Excel and RExperimental Image Processing & Optimization Fall Semester ’14

• Formulated image sharpening and smoothing functions as linear optimization problems in AMPL to reveal a nebula in astar system

Leadership ExperienceInternational Students Association at Princeton (ISAP) Princeton, NJ

Publicity Chair April ’14 – Present• Publicize ISAP activities such as cultural events and parties that provide a common ground for social interaction for all

foreign and American students• Represent the collective interests of all foreign undergraduates attending Princeton University

Engineers Without Borders, Kenya Princeton, NJTeam Member April ’14 – Present

• Partnered with village of Muchebe in rural Kenya to address the availability of basic necessities through active designand construction of facilities, in multiple five-year projects

Skills: Option Pricing, DCF Analysis, MS Office, Big DataProgramming languages: Matlab, AMPL,R,Java,Natural languages: English, Swahili

Interests: Soccer, Guitar