Justin Bunch

Consultant for Financial Services in Risk Advisory

Project based assignment for implementing the algorithmic allocation of assets using the parametric portfolio policies and market timing algorithms (Brandt and Santa -Clara (2006) and (2009)).

Intern for the Equity Product Development Department at Solactive. My job is to support the team's effort to develop custom indices for various customers. I have conducted the selection and back-testing for numerous examples such as Japanese full-market, Cyber Security and Volatility weighted indices.

Analysis and Controlling of Strategy Portfolios for FERI AG: - Constructed and maintained a multi-level arithmetic and geometric equity performance attribution in Excel with VBA - Constructed a Brinson-styled marginal risk contribution report for the attribution analysis - Designed a system to flag portfolios categorized by appropriate risk and performance measures - Automated general reporting tasks in Excel using VBA and SQL queries

- Investigated the effect of public human capital expenditures on economic growth - Collected data and utilized software tools including Excel and STATA to manage data - Conducted quantitative modelling using Ordinary Least Squares regression in STATA

Dr. Thomas Boston - Co-authored encyclopedia article on Millennium Development Villages - Studied empirical impact evaluation techniques in SPSS and STATA

- Investigated the relationship between national culture and outcomes in science and technology - Conducted research on institutional economic theory, the quantification of culture, and their relationship to national R&D outcomes - Incorporated research results into quantitative modelling assessments using OLS and logistic regression in STATA

Assisted with the publication of the employee newspaper, conducted budget and invitation management for a large event, as well as assisting the implementation of a new employee monitoring software.

Capital Markets and Risk Management with a quantitative focus

Economics and International Affairs with a focus on econometric analysis of questions in both economics and political science.