Damien N. Parker is a Quantitative Research Consultant and a PhD graduate from the New School for Social Research working in NYC and Palm Beach, FL.
The New School for Social Research
- Ph.D, Advanced Econometric Theory; Financial Economics, 2018
The New School for Social Research
- M.Phil., Advanced Econometric Theory; Financial Economics, 2017
The New School for Social Research, NY
- MA, Quantitative Economics, 2015
Baruch College, Zicklin School of Business
- MBA, Finance; Economics, 2010
Hampshire College, Five College Program
- BA, Music Theory, 2001
New York University
- General Studies, 1997
Collegiate High School
- Diploma, 1996
KROLL BOND RATING AGENCY (KBRA), New York, NY, Senior Analyst, Data Science and Quantitative Modeling, 2022 – Present
THE NEW SCHOOL FOR SOCIAL RESEARCH (NSSR), New York, NY, Part-Time Faculty – Finance and Economics, 2022 – Present
Teaching graduate financial courses focused on the overlap between finance, time-series modeling and data science utilizing R, Tidy R & Python. Models include SVAR, SARIMA, GARCH, OLS, GLM; Logistic Regression.
SAINT PETER'S UNIVERSITY, Jersey City, NJ, Adjunct Professor, 2019 - 2022
Teaching Undergraduate Principles of Economics courses as well as Graduate level Master’s courses such as Advanced Microeconomics, Advanced Econometrics; Financial Modeling with an equal emphasis on both theory and application.
Developing learning modules at both the Undergraduate and Graduate level and educating with regards to data analytics, quantitative coding/modeling in R, E-views, Excel and all relevant computer software.
LYNN UNIVERSITY, Boca Raton, FL, Adjunct Professor, 2021 - 2022
Teaching Graduate courses such as Business Modeling, Economics and Technology Applications in Excel.
HEILBRONER CENTER FOR CAPITALISM STUDIES, The New School, New York, NY, Graduate Fellow & Research Assistant, 2017 - 2019
Statistical coding of central banking data from various nations for faculty and academic publishing regarding wealth accumulating behavior.
Statistical coding of central banking data for academic publishing through the use of R, Python and SPSS.
Quantitative coding and qualitative data analytics of aggregate balance sheet/cash flow analysis and visualizations of assets (stocks, bonds, real estate), debt holdings and incomes for trend identification and market forecasting.
Exploratory data mining, querying (SQL) and making complex data useful and interpretable.
Researching and analyzing Federal Reserve multiply imputed data for algorithmic coding and Bayesian Statistical modeling, i.e. parametric and non-parametric econometric and clustering models of wealth distributions and trends.
THE NEW SCHOOL, New York, NY, Graduate Finance, Teaching Assistant, 2016
Teaching quantitative lab sessions on stochastic processes, Brownian motion, intertemporal modeling, stock and firm valuation methodologies, yield curve and derivatives pricing using MatLab, R and Excel.
Teaching optimal portfolio and debt modeling (financial structure) of firms through advanced Excel functions, R and MatLab programming.
BIELEFELD UNIVERSITY, Bielefeld, Germany, Research Assistant, 2016
Providing empirical results, validation and testing of theoretical financial markets models of inequality in the U.S. and Germany as well as running programmed simulations. A cross-University research grant.
TOWN RESIDENTIAL/THOR EQUITIES, New York, NY, Chief Statistician, 2013 – 2015
Publishing various analytical economic reports based on algorithmic and manual data cleaning.
Internal data analysis as well as greater market data analytics; reporting on a monthly & quarterly basis.
Created and managed an in-house research department in collaboration with marketing and IT.
QUANTITATIVE ANALYTICS PROFESSIONAL / CONSULTANT, New York, NY, Independent, 2010 – Present
Developing data analytics and research utilizing statistical methodologies and scripting in R, Python, SQL and MatLab for economic and financial publishing deliverables.
Creating dashboard tools and economic market research reports for real estate firms.
PILOT ADVISORS/PARADIGM LLC, New York, NY, Hedge Fund-Financial Analyst Intern, 2009
Analyzed company filings, i.e. 10-K, 10-Q, earnings reports, earnings conference calls; IPO due diligence.
Built models, wrote fundamental analytical reports for bottom up long/short equity positions.
CONFERENCES AND LECTURES
- HEILBRONER CENTER FOR CAPITALISM STUDIES, New School for Social Research, Capitalism Symposium, 2017
AWARDS AND DISTINCTIONS
- Casa 214 Condominium Association, Palm Beach, FL, Treasurer; Vice President, 2020 – Present
- Beta Sigma Gamma Honor Society, Baruch Zicklin School of Business
Apple and PC OS, R programming, Python, SQL, LaTex, BibTex, Mathematica, MatLab, EViews, Jupyter Notebook, SPSS, Excel, Power Point, Word,
Bayesian Statistics, Parametric, Non-Parametric and Cluster Modeling.
PORTFOLIO OF COURSES TAUGHT
EC-101 Macroeconomic Principles
EC-102 Microeconomic Principles
FN-410 Business Finance
FN-411 Financial Management
Graduate MS, MBA & PhD Courses:
EC-502 Advanced Microeconomics
FN-504 Advanced Econometrics and Financial Modeling
GECO-6269 Financial Economics
GECO-6021 Financial Modeling
MBA-601 Business Analytics and Modeling
MBA-511 Economics and Technology Applications
Supplied upon request.