Negin Alizadehvandchali
Senior Quantitative Analyst @Ally
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WORK HISTORY
Senior Quantitative Analyst @Ally
EDUCATION
University of Houston
Master's degree
Amirkabir University of Technology - Tehran Polytechnic
Bachelor of Science - BS
National Organization for Development of Exceptional Talents (Sampad)
High School Diploma
University of Houston
Doctor of Philosophy - PhD
ABOUT NEGIN ALIZADEHVANDCHALI
Quantitative Analyst with expertise in statistical modeling, interest rate forecasting, and risk management within Treasury Balance Sheet Management (BSM) at Ally Financial. Specializes in designing and implementing Retail Deposit Pricing Models (RDPM) and Retail Auto Pricing, utilizing advanced quantitative methodologies, including Error Correction Models (ECM), Support Vector Regression (SVR), Regression, Monte Carlo simulations, and nonlinear statistical modeling. Highly proficient in Python programming, statistical analysis, quantitative risk modeling, Interest Rate Risk (IRR) management, and data-driven balance sheet optimization. Earned a Ph.D. in Experimental High-Energy Physics through collaboration with CERN\'s ALICE experiment, focusing on analyzing relativistic heavy-ion collision data, investigating Quark-Gluon Plasma, and developing high-performance computational methods. Extensive experience with large-scale dataset analysis, computational simulations, statistical inference, mathematical modeling, and software development in C++ and Python. Core competencies include Python, C++, Quantitative Modeling, ECM, SVR, Monte Carlo Simulation, IRR, Risk Management, Balance Sheet Optimization, Statistical Analysis, Big Data Analytics, High-Performance Computing, Quantum Mechanics, Advanced Problem-Solving, and Team Collaboration.
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