Curriculum Vitae

Contact mobile phone: +447554433210

Personal e-mail address:  amirlan.seksenbayev@gmail.com

 

EDUCATION

Queen Mary University of London                                                London, United Kingdom

PhD in Mathematical Science                                                          Expected Graduation Date:                                                                                                                                           January 2021

  • Faculty: Probability and Applications
  • Research Interests: Stochastic Sequential Optimisation problems, Ulam’s Problem, Martingale and Markovian Processes, Online Monotone Subsequence Selection problems, Decision Theory
  • Courses Taken: Applied Bayesian Methods, Fundamental Theory of Statistical Inference, Big Data Analysis
  • Awards and Distinctions: Queen Mary University of London scholarship for 3.5 years at UK Research Council’s rate with 50% of tuition fees covered

 

Queen Mary University of London                                                 London, United Kingdom

Master of Science in Mathematical Finance                     Graduation Date: December 2015

Program certified by the International Association for Quantitative Finance

  • Grade: Distinction
  • Main Courses: Computational Methods in Finance, Financial Derivatives, Mathematical Modelling in Finance, Advanced Computing in Finance, Stochastic Calculus and Black-Scholes Theory, Econometrics
  • Final Thesis: The SABR stochastic volatility model and its applications. Performed a model parameters calibration to the real market data, implemented Monte Carlo and quasi-Monte Carlo simulations methods for pricing the derivatives in C++ as part of the thesis.

 

University College of London                                                          London, United Kingdom  

Bachelor of Science in Mathematics with Economics   Graduation Date: September 2014

  • Grade: 2.1 (Upper-Second with Honours)
  • Main Courses: Mathematical Methods, Mathematical Analysis, Stochastic Methods in Finance, Probability and Inference, Computational Methods and Programming

 

WORK & PROFESSIONAL EXPERIENCE

Teaching Assistant at Queen Mary University of London         London, United Kingdom

January 2017 – Present

Department: SEFP (Science and Engineering Foundation Programme)

Module: Discrete Mathematics

Level: Foundation Programme

  • Conducted weekly tutorial classes of approximately 150 students to help them understand concepts better and answer all the relevant questions
  • Marked and distributed the weekly courseworks submitted by students, which count toward the final mark for the course
  • Provided any other teaching support required by the lecturer conducting the course

 

Department: School of Mathematical Sciences

Module: Financial Programming

Level: Master’s level module

  • Conducted the 3-hour lab sessions with approximately 30 students weekly
  • Provided help with programming projects. Projects included creation of finance related interfaces and routines built in VBA for Excel and C++, such as Black-Scholes option pricer.
  • Conducted and invigilated two sessions of 3-hour mid-term exam

 

Fixed Income Sales at MeritKapital Ltd                                                          Limassol, Cyprus

March 2016 – August 2016

 

About the firm: MeritKapital Ltd is a licensed boutique investment firm with the head office situated in Limassol, Cyprus; also has an affiliated office in Riga, Latvia. Recently a licensed securities brokerage firm has been established in London under a name of MeritKapital UK Ltd, which shares the ownership and the management team with the Cyprus firm. MeritKapital Ltd provides asset management, brokerage and corporate finance services, it has a particular niche in Emerging Markets fixed income space. Long-standing relationships and a network of globally renowned counterparties allows the firm to provide an industry standard infrastructure for the facilitation of clients’ needs.

Department: Sales and Trading

Position: Fixed Income Sales

  • Generated daily trade logs for Sales and Trading desk utilising Bloomberg functions to acquire trade data for subsequent export and manipulation in Excel
  • Closely followed a primary bond markets to inform the clients and the counterparties on possible investment opportunities
  • Developed a new service line of structured products to offer to the existing and new clients. This included establishing relationships with the underwriters, researching the current trends in the market, generating presentations and newsletters for the interested clients, tailoring the structured products to the needs of investors, looking for potential local and overseas clients.
  • Revised and ran a day-to-day updates to the company’s P&L accounts for both offices in Cyprus and in Latvia, which were then used as a reference for the internal audit
  • Revised and analysed a large set of trade and clients’ portfolios data using Excel to generate an annual CySec report
  • Cold-called potential clients and counterparties encompassing insurance firms, hedge funds and asset management firms
  • Participated in an investors’ conference call before a new bond issue by a large Russian transportation firm to create a comprehensive report at client’s request
  • Successfully brought in a new brokerage clients and new counterparties for fixed income trading

 

 

Summer Internship at Citigroup                                                                 Almaty, Kazakhstan

June 2013 – July 2013

Department: Corporate and Investment Banking

Position: Corporate Banking Intern

  • Built an interface for efficient Expense Accounts keeping using Excel and VBA for Excel
  • Analysed financial statements of the client for Credit Approval Memo document
  • Assisted in preparation of Greenlight Summary documents for short-term loan deal with multinational Oil & Gas Company

 

Student Society Committee at UCL Kazakh Society                       London, United Kingdom

                                                                                                                September 2011 – May 2014

Position: Sports Officer

  • Organised all sporting events for the society of more than 100 members
  • Networked with representatives of different Student Societies all over the UK
  • Organised weekly sports training sessions for all society members

 

Work Experience at Halyk Bank                                                                 Almaty, Kazakhstan

July 2010 – August 2010

Department: Treasury

Position: Head Trader’s Assistant

  • Supported a Senior Trader in charge of trading bonds and commodity derivatives
  • Assisted in construction of a Quarterly Financial Report, providing decision makers with analysis on performance of assets
  • Analysed large sets of data on trades using Excel

 

SKILLS, ACTIVITIES & INTERESTS

Language Skills: 

  • Kazakh – native
  • Russian – fluent
  • English – fluent

 

Technical Skills: 

  • C++ under Visual Studio and Linux gcc. Completed the courses in Computational Methods in Finance and Advanced Computational Methods in Finance. Areas of expertise: Object Oriented Programming, polymorphism, STL
  • Python: operational experience in academic setting and in coding for Hadoop cluster interface
  • Scala: academic experience in the setting of Big Data Analysis
  • Excel and VBA: Object Oriented Programming, Macros
  • SQL, HTML: operational experience
  • Pascal: operational experience

 

Certifications and Trainings: 

  • Attended a two-day intensive course on Big Data Analysis provided by London Taught Course Centre.
  • Microsoft Office Specialist in Excel Certificate (Score: 90.5%)
  • Microsoft Office Expert in Excel Certificate (Score: 89%)
  • Queen Mary Finance Trading Programme Certificate
  • Bloomberg Aptitude Test (Score: 630, featured in the Hall of Fame for July 2015 as the 3rd best result in EMEA region, Top 97th percentile)

 

Activities: 

  • Conduct online tutorials in Mathematics for GCSE/A-level students in collaboration with Best Start Education, London, UK.
  • In summer 2014 worked with the founder of a start-up “Fotopodarok KZ”. I was involved in strategy and sales for the start-up
  • In college, I was elected to be a House Representative of my student accommodation (Abbey College, Birmingham, UK, 2010). Responsibilities included ensuring that students were following the regulations of the College and representing their views on a weekly Representatives Meeting
  • In High School, successfully participated (placed 2nd) in the Almaty Mathematical Team Contest (Almaty, Kazakhstan, 2007)

 

Interests:

  • Regularly participate in Football Leagues and Tournaments
  • Used to run a blog for sharing and discussing the up-to-date news. Have used HTML, Java and SQL in process of creating and designing the website
  • First Category Rank chess player
  • Coding extensions for Google Chrome internet browser
  • Astronomy
  • Calligraphy
  • Contributing to Zooniverse

 

 

A pdf version of the CV is available at request.