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. |