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.
EDUCATION
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
PROFESSIONAL BACKGROUND
KROLL BOND RATING AGENCY (KBRA), New York, NY, Associate, Data Science and Quantitative Modeling, 2024 – Present
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Time-series, credit risk modeling
KROLL BOND RATING AGENCY (KBRA), New York, NY, Senior Analyst, Data Science and Quantitative Modeling, 2022 – 2024
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Time-series, credit risk modeling
THE NEW SCHOOL FOR SOCIAL RESEARCH (NSSR), New York, NY, Part-Time Faculty – Finance and Economics, 2022 – Present
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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
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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.
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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
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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
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Statistical coding of central banking data from various nations for faculty and academic publishing regarding wealth accumulating behavior.
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Statistical coding of central banking data for academic publishing through the use of R, Python and SPSS.
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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.
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Exploratory data mining, querying (SQL) and making complex data useful and interpretable.
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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
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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.
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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
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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
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Publishing various analytical economic reports based on algorithmic and manual data cleaning.
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Internal data analysis as well as greater market data analytics; reporting on a monthly & quarterly basis.
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Created and managed an in-house research department in collaboration with marketing and IT.
QUANTITATIVE ANALYTICS PROFESSIONAL / CONSULTANT, New York, NY, Independent, 2010 – Present
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Developing data analytics and research utilizing statistical methodologies and scripting in R, Python, SQL and MatLab for economic and financial publishing deliverables.
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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
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Analyzed company filings, i.e. 10-K, 10-Q, earnings reports, earnings conference calls; IPO due diligence.
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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
SKILLS
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
Undergraduate Courses:
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
REFERENCES
Supplied upon request.