NATHAN BORGGREN, PHD, CQF

San Jose, CA

c: 631-897-5699, h: 408-440-2617

nborggren@gmail.com





EDUCATION

 

Fitch Learning                                                                                                                                            June 2014 – Present

Certificate of Quantitative Finance

 

Curriculum of the CQF involves many aspects of contemporary quantitative finance split into 6 modules.

 

·       Random nature of prices, time series analysis, Stochastic Calculus, Martingales

·       Risk and Return, Modern Portfolio Theory, CAPM, Value at Risk, Volatility Models.

·       Black Scholes equations, numerical and analytic solutions, exotic options, the Greeks.

·       Interest rates and products, fixed-income products, stochastic interest rates, HJM and SABR models.

·       Credit Products and Risk, CDOs, CDSs, CVAs, investment under uncertainty.

·       Advanced techniques, stochastic volatility, Monte-Carlo techniques, energy derivatives, cointegration.

 

Programming: python (pandas, numpy, scipy, beautifulsoup), VBA Excel, mercurial, TeX, mathematica

 

Stony Brook University, Stony Brook, NY                                                                     August 2005 – December 2011

Ph.D., Physics

 

·       Developed functional analysis methods to generate a general computational framework for studying energy and flux landscapes in biological systems.

·       Dissertation work applied developed techniques to a better understanding of immunity in a bacteria infected with a virus.

 

Programming: python (ROOT, scipy, TKinter for GUIs, dolfin (fenics)), C++, mercurial, TeX

 

Stony Brook University, Stony Brook, NY                                                                             August 2005 – August 2009

Master of Arts, Physics

 

Northern Arizona University, Flagstaff, AZ

Bachelor of Science, Physics, Department of Physics and Astronomy                         Fall 1998 - Spring 2002

Bachelor of Science, Mathematics, Department of Mathematics and Statistics     Fall 1998 - Spring 2002

 

 

PROFESSIONAL EXPERIENCE

 

Computation Decorporated                                                                                January 2012 – Present

New York, NY; San Jose, CA; Kahului, HI

 

·       Developed personalized software for private fund management and stochastic methods in finance, Research and developed tools for automatically parsing of news sources and scientific literature to parameterize and develop assorted algorithms

·       In Fall of 2014, designs of optics-based implementation and hybrid optics-traditional computation of numerical algorithms were initiated.  Multiple design possibilities of various products are being explored with professional optical engineers. 

 

Programming: python (pandas, numpy, scipy, beautifulsoup), matlab, mercurial, TeX, mathematica, vmware, linux, amazon cloud

 

Stony Brook University, Stony Brook, NY                                                   January 2009 – December 2011

Research Assistant

 

·       Used C++ and Python to implement finite-element analysis of Fokker-Planck equations involved in modeling the protein-DNA interactions that establish cell fate.

·       Created a GUI to easily interact and explain codes and quickly scan parameters.

·       Object-Oriented approach allowed for a vast extension of the class of problems the codes could solve.

 

Programming: python (ROOT, scipy, TKinter for GUIs), C++, mercurial, TeX

 

Stony Brook University and Brookhaven National Laboratory, Department of Nuclear Chemistry

Research Assistant                                                                                                                             May 2007 – December 2008

·       Data analysis of 4 billion AuAu collisions with C++, python, and ROOT for the Phenix Collaboration at the Relativistic Heavy Ion Collider (RHIC) at BNL.

·       Developed mathematical and python techniques to separate out pions, kaons, protons, and their antiparticles out of E = mc^2 spectrum.

·       Measured four-momentum correlations between identified particles to extract the HBT effect, i.e. particle wavefunction interference from extended sources.

 

Programming: python (ROOT, scipy, TKinter for GUIs), C++, cvs, TeX, ~10TB datasets

 

University of Arizona, Lunar and Planetary Laboratory, Tucson, AZ

Research Assistant                                                                                                                              August 2003 – August 2005

·       Data analysis of Titan’s atmosphere using the INMS (Ion and Neutral Mass Spectrometer) aboard the Cassini spacecraft.

·       Developed an IDL GUI to integrate hydrostatic equilibrium equations using Cassini INMS data points for initial conditions to extract temperature, density, and pressure profiles of Titan’s atmosphere.

·       Members of the collaboration reused GUI and other software, aiding in the discovery and quantification of an atmosphere on Enceladus  which includes H20.

·       Discovered and quantified large amplitude atmospheric waves in Titan’s atmosphere.

·       Adapted linear algebraic techniques, singular value decomposition, to extract densities of molecular species from mass spectrum in a novel way.

 

Programming: Fortran, IDL, mathematica, TeX

 

Northern Arizona University, Department of Physics, Flagstaff, AZ

Undergraduate Research Assistant                                                                                        September 1999 – May 2001

·       Extended the capabilities of an ultra-high-vacuum chamber for the spectroscopic study of astronomically relevant ices; namely added to an X-Ray Photoelectron Spectroscopy chamber a liquid helium source and an infrared spectroscoper

 

Programming: mathematica, HyperChem

 

Stony Brook University, Department of Physics and Astronomy, Stony Brook, NY

Research Experience for Undergraduates                                                                                 June 2000 – August 2000

·       Experimental and numeric study of acoustic analogues to quantum chaos questions

 

Programming: mathematica, linux

 

Northern Arizona University, Department of Mathematics and Statistics, Flagstaff, AZ

Undergraduate Research Assistant                                                                                        September 1999 – May 2002

·       Studied functional analysis methods, analytically and numerically, for non-linear partial differential equations.

·       Studied bifurcations resulting from perturbations of boundaries, as in classically chaotic billiard problems, and bifurcations resulting from parameters of the equations.

 

Programming: mathematica, linux

 

 

TEACHING EXPERIENCE

 

Bard Prison Initiative, Bard College, Napanoch NY                                                                        Jan 2015 – Present

Professor of Mathematics

 

·       Enable talented and driven individuals to pursue advanced mathematics while incarcerated at maximum and medium security correction facilities.

·       Developed and delivered a course on Partial Differential Equations; I have been able to deliver the course at the graduate level despite being an undergraduate course.

·       I teach Calculus II, methods of integration.

·       I have been able to teach python methods to clarify and expand mathematical topics through the use of SAGE, in the IPython environment.

 

Programming: ipython, sage, linux

 

 

PJL Educational Services LLC , New York, NY                                                                                        May 2014 – Present

 

·       Private tutoring and personalized education for high-school and undergraduate Physics and Mathematics students at New York University.  Also tutored economics and statistics.

 

Programming: TI85, excel

 

NB Physics Tutoring, Philadelphia, PA                                                                                     August 2013 – May 2014

Private Tutor

·       Private tutoring and personalized education for undergraduate Physics and Mathematics students at University of Pennsylvania, Drexel University, and Temple University in Philadelphia.

·       In mathematics, tutored Linear Algebra, Differential Equations, Partial Differential Equations, Calculus I,II,III, Group Theory, and Real Analysis.

·       In Physics, tutored Mechanics, Electromagnetism, Quantum Mechanics, Relativity, Thermodynamics, Statistical Mechanics, and Fluid Mechanics.

 

Northern Arizona University, Flagstaff, AZ                                                                                  Fall 2002 – Spring 2003

Private Tutor, NAU Tutoring Center

 

·       Privately tutored the complete sequence of Mathematics and Physics undergraduate and graduate courses

 

Stony Brook University, Stony Brook, NY                                                                                       August 2005-May 2010

Teaching Assistant, Department of Physics and Astronomy,

 

Physics for Environmental Science, Teaching Assistant - August 2005 – December 2005

Physics for Life Sciences, Teaching Assistant - January 2006 – May 2007

Statistical Mechanics, Graduate Teaching Assistant - January 2010 – May 2010

 

Stony Brook University, Stony Brook, NY                                                                                       August 2008-May 2009

Teaching Assistant, Department of Chemistry

 

Physical Chemistry Laboratory, Teaching Assistant - August 2008 – December 2008

Physical Chemistry, Teaching Assistant - January 2009 – May 2009

 

CONFERENCES, HONOURS AND AWARDS

Institute for Advanced Study, Theoretical Physics Prospects in Computational Biology, 2012

Topological and Variatonal Methods for Partial Differential Equations, Northern Arizona University, 2012

Gordon Conference, Stochastic Physics in Biology, 2011

Princeton Summer School Participant, Optical Lattices and Quantum Phase Transitions 2011

Simons Center for Geometry and Physics, Topological Quantum Computing 2011

Simons Conference, New Trends in Quantum Computation 2010

Princeton Summer School Participant, Topological Quantum Hall Effects 2010

American Geophysical Union, Spring Meeting 2005 , Cassini Ion Neutral Mass Spectrometer (INMS) Results from Titan

University of Arizona Star Award, Lunar and Planetary Laboratory 2005

Scholarship for Outstanding Academic Achievement in Physics and Mathematics, NAU, 1999-2002

The Year of Literature Award, NAU, 1998-2002

NASA Space Grant Recipient, 1999-2001

American Physical Society, Annual March Meeting, Development of a System to Study the Photolysis and Radiolysis of Ices, 2001

62nd Putnam Mathematical Competition, Arizona Champion, 2001

Vesto M. Slipher Award for Excellence in Mathematics, NAU, 2001

Vesto M. Slipher Award for Excellence in Physics, NAU, 2000

 

PROGRAMMING

Python, pyROOT, FEniCS/dolfin, C++, VBA, LATEX, Mathematica, IDL, fortran, Matlab/Octave

 

SELECTED WORKS

 

Probabilistic and Flux Landscapes of the Phage Lambda Genetic Switch N.A. Borggren, Stony Brook University Dissertation

 

Nuclear modification factors of phi mesons in d+Au, Cu+Cu and Au+Au collisions at psNN = 200GeV with Phenix Collaboration (2011) Phys. Rev. C, doi:10.1103/PhysRevC.83.024909, e-print arXiv:1004.3532

Measurement of Transverse Single-Spin Asymmetries for J/psi Production in Polarized p+p Collisions at sqrt(s) = 200 GeV with Phenix Collaboration (2010) Phys. Rev. D, doi:10.1103/PhysRevD.82.112008, e-print arXiv:1009.4864

 

Analysis of Titan’s neutral upper atmosphere from Cassini Neutral Mass Spectrometer Measurements

J. Cui, R.V. Yelle, V. Vuitton, J. H. Waite, Jr., W. T. Kasprzak, D. A. Gell, H. B. Niemann, I. Mueller-Wodarg, N. Borggren, G. G.

Fletcher, E. L. Patrick, E. Raaen, and B. A. Magee (2009) Icarus, doi:10.1016/j.icarus.2008.12.005

 

The Vertical Structure of Titan’s Upper Atmosphere from Cassini Ion Neutral Mass Spectrometer Measurements

R. V. Yelle, N. Borggren, V. de la Haye, W. T. Kasprzak, H. B. Niemann, I. Mueller-Wodarg and J. H. Waite, Jr. (2006),

Icarus, 182:567-576.

 

Waves and Horizontal Structures in Titan’s Thermosphere I. C. F. Mueller-Wodarg, R. V. Yelle, N. Borggren, and J.H. Waite, Jr. (2006), J. Geophys. Res., 111, A12315, doi:10.1029/2006JA011961.

 

Ion Neutral Mass Spectrometer Results from the First Flyby of Titan J. H. Waite, Jr., H. Niemann, R. V. Yelle, W. T.Kasprzak, T. E. Cravens, J. G. Luhmann, R. L. McNutt, W.-H. Ip. D. Gell, V. De La Haye, I. Mueller-Wodarg, B. Magee, N.Borggren, S. Ledvina, G. Fletcher, E.Walter, R. Miller, S. Scherer, R. Thorpe, J. Xu, B. Block, and K. Arnett (2005), Science,308, 982-986.