Joshua Johnstone

Joshua Johnstone

FM Ambassador

Followers of Joshua Johnstone693 followers
location of Joshua JohnstoneRochester, New York, United States

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  • Timeline

  • About me

    Delivering enterprise-class risk analytics

  • Education

    • University of North Carolina at Greensboro

      2014 - 2017
      Bachelor of Arts - BA Music 3.899

      Activities and Societies: Piano (Dr. Paul Stewart, instructor), Organ (Dr. Andre Lash, instructor), Choral Conducting (Dr. Bill Young, instructor), Musical Director - UNCG Spartones A Capella, UNCG Math Club, Ratio Christi (Christian Apologetics) Coursework completed includes probability, statistics, numerical analysis, financial math, music theory (four semesters), keyboard harmony, and music history. I completed a senior research project on American barbershop quartet singing.

    • North Carolina State University

      2017 - 2018
      Master's degree Financial Mathematics 4.0

      Activities and Societies: NC State Chorale (Section Leader) Skills developed include options & derivatives pricing, financial risk management, asset allocation, statistical inference, Monte Carlo simulation, big data manipulation, and mathematical interest theory. Coding skills include SAS, VBA, and R.

    • North Carolina State University

      2011 - 2014
      Mathematics 3.765

      Coursework completed includes ordinary and partial differential equations, physics (including classical mechanics, electromagnetism, quantum mechanics, and special and general relativity), Java, Maple, engineering statics, and honors coursework in history and literature.

  • Experience

    • NC State Department of Mathematics

      Jan 2018 - Dec 2018
      FM Ambassador

      I provided professional and alumni outreach support for fellow financial math (FM) graduate students. I organized and documented networking events, acted as a liaison between FM faculty, students, and alumni, and interviewed and supported prospective and incoming students. I was the co-editor of Quant Quarterly, the official publication / newsletter for the FM program.

    • SAS

      May 2018 - May 2024

      I designed and developed quantitative risk management solutions for corporate clients in the banking, oil & gas, and agriculture commodities industries. I designed and implemented pricing algorithms in Python and SAS for calculating cash flows and risk metrics for complex financial instruments. I created demos and proofs-of-concept for presales activities leading to successful customer wins. I advised development teams to tailor solutions to specific business user requirements. I provided domain expertise towards the development and testing of risk analytics software on distributed and cloud-based computing platforms. I designed and developed quantitative risk management solutions for customers in the banking, insurance, and oil/energy industries. I assisted in the design and development of risk management / asset-liability management software products for financial institutions.

      • Research Statistician Developer

        Apr 2022 - May 2024
      • Sr. Associate Research Statistician Developer

        Jan 2019 - Apr 2022
      • Risk Management RQS Graduate Intern

        May 2018 - Dec 2018
    • Concert Singers of Cary

      Sept 2022 - now
      Assistant Director

      I assist the Artistic Director in the musical direction of the ensemble. I lead rehearsals, conduct works at our concerts, assist in repertoire selection, and am responsible for event logistics.

    • FRG | Financial Risk Group

      Jul 2024 - now
      Risk Consultant
  • Licenses & Certifications

  • Volunteer Experience

    • Eagle Scout

      Issued by Boy Scouts of America
      Boy Scouts of AmericaAssociated with Joshua Johnstone
    • Board Member

      Issued by Concert Singers of Cary on Jun 2022
      Concert Singers of CaryAssociated with Joshua Johnstone
    • Musical Director

      Issued by VocalMotion on Nov 2019
      VocalMotionAssociated with Joshua Johnstone
    • Piano Teacher

      Issued by Salvation Army Boys & Girls Club on Sept 2016
      Salvation Army Boys & Girls ClubAssociated with Joshua Johnstone