Zach Moyer

Experience

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  Yufeng Chinese School

  Sept 2012 - Sept 2016

  Administrator/ Instructor

  - Created web sites and web apps for viewing of student grades and other information- Created Excel algorithms and macros for rapid processing of student grade information into a easy-to-read format- Created course curriculum for math/finance and computer science classes- Taught math/finance and computer science classes, focusing on corporate finance, market analysis, advanced algebra, and numerical analysis in programming in MATLAB, Python, and VBA app building- Prepared students for Math Kangaroo math competition; 3 medal winners in 2013; 3 medal winners in 2014. - Encouraged positive attitude toward mathematics. Show less

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  Earth and Atmospheric Department, University of Alberta

  Sept 2012 - Jan 2015

  Data Anayst

  - Analyzed large data sets, translating information to Excel sheets and using Python, MATLAB, VBA, and FORTRAN for numerical analysis and vetting of string-based information- Used NOAA/ US Navy software as data source for tracking movement of Sun’s upper limb - Extensive photo analysis of thousands of images using .NET framework applications- Tracking of upper limb of the Sun across thousands of photos and quantitative analysis of celestial body movement to determine analytical and predictive models of weather patterns resulting from atmospheric phenomena Show less

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  University of Calgary

  Sept 2012 - Nov 2016

  Instructor & Grader (GAT)

  - Graded thousands of assignments and midterm examinations for students of Math and Finance- Taught students in labs for over 20 courses, including finance, computational analysis, and programming- Invigilated midterms and final examinations

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  Auspice Capital Advisors

  Feb 2014 - Jan 2015

  Quantitative Analyst (research associate)

  - Developed mathematical/statistical model for futures prices asset simulation and derivatives trading strategies, focusing on oil & gas futures prices and derivatives. - Created complex multi-layer market trend identification indicators for commodities, tailoring especially to gas and oil prices, for purposes of forecasting, in MATLAB and Python using cross-platform programming to import pre-processed data from Excel. - Created complex pivot tables, macros, and VBA on Excel scripts to pre-process complex data sets- Simulated futures contracts surface for contracts up to 5 years forward positions and for 40 years and more of simulated data- Analyzed and created model for intraday pricing for development of day-trading strategies of commodities Show less

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  Quant Advantage

  Sept 2014 - now

  Quantitative and Statistical Analyst

  Various financial and data analysis/ statistics/ IT consultant roles for capital management firms and oil and gas services and support companies in Calgary, as follows:- Software for oil & gas project estimation- Economic analysis- Created and maintained databases for accounting firm in Access, SQL, and MVD- Created applicable algorithms for the preparation of accounting and financial statements automated in Excel, Access and OpenOffice Base using VBA on Excel, macros, and scripts Show less

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  Canadian Western Bank

  Nov 2016 - Apr 2018

  Market Risk Analyst

  - Performed daily risk reporting duties- Built quantitative interest rate models- Performed ad hoc research

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  ICE NGX

  Apr 2018 - Feb 2019

  Market Risk Specialist

  - Maintained, documented, and updated a comprehensive VaR Risk Model used by the Company to establish Initial Margin charged from counterparties, including first-hand involvement in changes to the model and establishing its mathematical foundations- Oversaw and was directly involved throughout a transition to a new IT system for stresstesting- Extensive programming in Excel, VBA, R, etc. to create and establish support worksheets and streamline procedures to provide support to front-line client facing employees in Clearing department- Collaborated extensively with Settlement, Marketing, and IT departments to help transition through changes in reporting, procedures, etc during a very intense transition time (corporate restructuring) Show less