Andrew Paul Acosta

About Andrew Paul Acosta

Experienced data analyst with deep knowledge of finance and statistics, statistical analysis, and enterprise risk analysis. Experience with numerical analysis packages and scripting languages. Association for Computing Machinery (ACM) Senior Member, and INFORMS Mentor- In-depth project work in big data predictive analysis including relational data mining, neural network, nearest k-neighbor, association rules, time series, regression trees, sequence clustering, and Naïve Bayes- Expertise in power market risk model analytics of PJM and other ISO/RTO markets including peak/off-peak load analysis, using day-ahead and real-time market data of power generation, transmission, and congestion at various LMP zones/hubs- Mentor and accomplished practitioner in market risk measurement, volatility, predictive modeling, option pricing, risk analytics, yield curve modeling, and analysis of financial market data in researching fixed-income instruments and derivatives, especially mortgage products- Experience in exchange-traded derivatives, margining, and strategy. Experience in analyzing cashflow-based valuation models and the ability to analyze/estimate the sensitivity of model parameters to pricing. Monte Carlo simulation, Hull-White, Black-Karasinski, AD & Co, AFT, Bloomberg, Intex, SPAN margin.Specialties- Data Mining/KDD, Knowledge Management- Operations Research- financial derivatives and their markets- energy/power markets- coding (Python, R, SQL, C++, Java, MATLAB, VB)- futures, options, swaps, FX- risk management, pricing models, and hedging strategies.Contact me at

Experience

1. Mentor

   Stem Muse

   Sep 2024 — Present

Education

• Illinois Institute of Technology

  M.S., Financial Engineering

  2004 — 2006

• Roosevelt University

  MBA, Finance

  2001 — 2004

• Princeton University

  Analysis of Algorithms

• Walden University

  Doctor of Philosophy (Ph.D.), Knowledge Management

  2010 — 2015

• University of Chicago

  Econometric Analysis

• Massachusetts Institute of Technology

  Real Analysis

Skills

• Monte Carlo Simulation
• Capital Markets
• Time Series Analysis
• Quantitative Analytics
• Risk Management
• Higher Education
• Haskell
• Business Intelligence
• Biostatistics
• Bloomberg
• Risk Analysis
• Predictive Analytics
• Data Science
• Analytics
• Numerical Analysis
• C++
• Business Analysis
• Predictive Modeling
• Sql
• Quantitative Finance
• Python
• Latex
• Statistics
• Mathematica
• Commodities
• Bayesian Methods
• Data Analysis
• Financial Markets
• Clinical Trials
• Credit Risk
• Matlab
• Hadoop
• Regression
• Fixed Income
• Engaging Public Speaker
• Derivatives
• Java
• Knowledge Management
• Vba
• Big Data