Adela N Comanici

Houston, TX

Canada Mortgage and Housing Corporation (Cmhc) Société Canadienne D'hypothèques Et De Logement(Schl) Mar 1, 2015 - Mar 1, 2016
Quantitative Analyst and Developer
Lara Mar 1, 2015 - Mar 1, 2016
Risk Management
University of Glasgow Mar 1, 2015 - Mar 1, 2016
Fellow and Researcher
J Maximillians University Mar 1, 2015 - Mar 1, 2016
Research Assistant
Canada Mortgage and Housing Corporation (Cmhc) Société Canadienne D'hypothèques Et De Logement(Schl) Mar 1, 2015 - Mar 1, 2016
Capital Management

Virginia Tech 2008
University of Ottawa 2004
Universitatea „Babeș - Bolyai” Din Cluj - Napoca 2000
Bachelors, Bachelor of Science Universitatea „Babeș - Bolyai” Din Cluj - Napoca 1998
Master of Science, Masters Universitatea „Babeș - Bolyai” Din Cluj - Napoca 1997
Bachelors, Bachelor of Science Sorbonne Université
Rice University

Financial Advisory
Academic Research
Market
Undergraduate
Infectious Diseases
Evolution
Ead
Natural Resources
Investment Portfolios
Nonlinear Dynamics
Introductory
Correlation
Vanilla
Bonds
Seasonal
Distribution Strategies
Trees
Profit
Map
Flat Patterning
Muscle
Strategies
Nyiso
Variables
Daily Reports
Risk Management
Deloitte
Policy
Applied Mathematics
Calculations
Quantitative Investing
Portfolio Optimization
Fixed Income
Stochastic Differential Equations
C
Retail
Logistics
Swaps
Modeling
Batch Files
P&L Analysis
Mathworks
Building Societies
Cva
Academia
Marketing
Arguments
Vba
Unstructured Data
Dynamical Systems
At Risk
Pattern Recognition
Swing
Usa
Regulations
Model Development
Structured Finance
Teaching
Mortgage Lending
Gems
Diagnostics
Fourier Analysis
Canada
Interest Rates
C++
Fsa
Cardiac
Quantitative Risk
Risk
Trading
Econometrics
Asymptotic Theory
Stochastic Processes
Actuaries
North American
Automation
Trading Strategies
Neural Networks
Market Valuation
Diffusion
Risk Modeling
England
Filter
Finance
United Kingdom
Projection
Pjm
Endur
Segmentation
Monte Carlo Simulation
Dynamics
Numpy
Travel
Canadian
Credit Management
Quantitative Models
Simulations
Maple
Funding
Risk Models
Metrics
Data Mining
Game Theory
Genetic Algorithms
Citizenship
Linux
Methodology
Principal Component Analysis
Networking
Forecasting
Entry
Bloomberg
Partial Differential Equations
Validation
Futures
Reports
Economic Capital
Testing
Pricing Strategy
Probability
Market Risk
Standalone
Supply
Optimal Control
Research
International Conferences
Complex Transactions
Loans
Gaussian 03
Financial Markets
Structured Products
P&L
.Net
Power
Rice
Houston
Space
Relational Databases
Stress Testing
Erp
Energy
Expansion Strategy
Mbs
Allegro
Risk Assessment
Securitization
Catastrophic
Descriptive Analysis
Quantitative Analytics
Ols
Plants
Analytics
Pricing
Weather
Var
Shell
Comparison
Germany
Romanian
Wavelets
Heat
Financial Econometrics
Pca
Sas
Validating
Margin Improvement
Equities
Exploratory
Fx Options
Stocks
Network Communications
Asset
Theory
Libraries
Graph Theory
Ir
Carbon
Python
Optimization
Cluster Analysis
Volumetric
Liabilities
Pairs Trading
Black Scholes
Databases
Mathematics
Compare
Solar Energy
Books
Rwa
Congestion
Differential Equations
Matlab
Jump
Constrained Optimization
Credit Risk
Adjustments
Honor
Variable Products
Regulatory Policy
Embedded Systems
Scholarships
Monte Carlo
Detection
Revenue
Delta
Computer Science
Systemic Risk
Integration
Financial Structuring
Optimizations
Algorithms
Liquidity Risk
Lgd
Factor
Valuation
Demand Forecasting
Stochastic Methods
Front Office
Telecommunications
Strategy
Supervision
Wind
Risk Analysis
Variable
Microsoft Excel
Spread
Msc
Quantitative Finance
Nymex
Analysis
Ratings
Fx Derivatives
Auto
R
Commodities
Multivariable Calculus
Transmission
Gas
Option Pricing Models
Rights
Financial Engineering
Counterparty Risk
Virginia
Financial Modeling
Data Analysis
Magnolia
Decision Trees
Workshops
Values
Petroleum
Correlations
Scalability
Project
Sql
Contractual Agreements
Quantitative Research
Datasets
Equity Derivatives
Unix
Cir
Spss
Markov Chains
Internal Audit
Means
Code
Coal
Portfolio
Scenario Analysis
Paris
Data Preparation
New York
Data Analytics
Ancillary Services
Energy Markets
Product Control
Profiles
Diversification
Exotic
Tolling
Sensitivity Analysis
Timber
Platforms
Marking
Swings
Factor Analysis
Controlling
Conceptual Modeling
Calibration
Statistical Learning
Dodd Frank
Power Plants
Wholesale
Prototype
Newton
Arrow
Consulting
Capital Management
Ice
Insurance
Windows
Numerical Analysis
Risk Analytics
Consideration
Derivatives
Renewable Resources
Biological Systems
Structure
Tableau
Time Series Analysis
Datastream
Programming
Linear Algebra
Reuters
Statistical Arbitrage
Prediction
Assessment
Disease
Commodity
Management
Machine Learning
Statistics
Svm
Impairments
Data Storage
Livestock
Chain
Product Diversification
Exams
Statistical Inference
Options Pricing
Linear
High Frequency Trading
Vi
Bifurcation Theory
Portfolio Management
Bsc
Default
Nltk
Disease Control
Interest Rate Derivatives
Balance Sheet
Regulatory Capital
Risk Metrics
Financial Institutions
Options Strategies
Characteristics
Stochastic Optimization
Training
Energy Derivatives
Perturbation Theory
Reporting
Mdf
London
Dynamic Programming
Nonlinear Differential Equations
Project Estimation
Query Analyzer
Assumptions
Ear
Real Options
Fx Trading
Optimization Techniques
Power Markets
Npl
Pds
Heart Disease
Macro
Dimension
Scipy
Credit
Liquidity
Model Validation
Social Influence
Mining
Electricity
Business Intelligence
Mortgage Insurance
C#
Horizon
Hedging
Preserving
Gas Storage
Banking
Distribution
Commodity Markets
Classification
Stochastic Calculus
Pricing Models
Predictive Analytics
Counterparty
Volatility
Limits
Matrices
Greeks
Decision Making
Regression Models
Financial Transactions
Financial Reporting
Farms

Gazprom Marketing & Trading

Jul 2013 to 2000
Quantitative Analyst
Financial Services Authority
London, ON
Oct 2010 to Jul 2013
Quantitative Risk Analyst

University of Ottawa
Ottawa, ON
2000 to 2004
PhD in Applied Mathematics
Bolyai University
1998 to 2000
BSc in Computer Science
Babes-Bolyai University
1997 to 1998
MSc in Mathematics
University Paris VI
Paris (75)
1993 to 1997
BSc in Mathematics

C#/C++, Matlab, Python, SQL, SAS, R, Excel VBA