Nima Pourtolami
Director @National Bank Financial
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WORK HISTORY
Director @National Bank Financial
CA
Quantitative Researcher - Options Market Making– Volatility prediction: Building models to predict volatility of stocks.– PnL simulation: Simulation of PnL of books with linear and non-linear payoffs including vanilla options, structured products, foreign exchange- Built backtesting frameworks to test newly developed strategies- Market microstructure analysis, market activity report
EDUCATION
Amirkabir University of Technology - Tehran Polytechnic
Master’s Degree
University of Oklahoma
Master’s Degree
Concordia University
Doctor of Philosophy (Ph.D.)
SKILLS
ABOUT NIMA POURTOLAMI
Prolific record and expertise in modeling, optimal implementation, testing, and improvement of mathematical models, interpretation and communication of data. COMPUTER/ DATA ANALYSIS SKILLS Mathematica, Matlab C++, python, Java, Scala Machine learning Apache Spark, SQL Parallel computing Linux QUANTITATIVE SKILLS Stochastic processes and differential equations, statistics, probability theory, linear algebra, vector spaces, functional analysis, variational methods FINANCE Derivatives/Option pricing, fixed income, VaR, CVaR, credit risk, CVA RESEARCH HIGHLIGHTS Simulation (Monte Carlo in Mathematica & C++) of Higgs particle production rates Warped extra dimensions in general geometries Beyond the standard model of particle physics model building Higgs boson phenomenology Neutrino physics The Casimir force (Vacuum fluctuations) PT symmetric quantum field theory Quantum Hall effect in bilayer graphene The stochastic fractal properties of fluid turbulence
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