10 Sigma Risk

10 Sigma Risk LLC provides consulting services to risk managers and data analysts in the financial industry. Please contact me at "jyoon@10sigmarisk.com" for a free consultation. The company's name, 10 risk (pronounced ten sigma risk), stands for our focus on extreme market events. If we were to call a quiet market volatility level a one-sigma even... t, then a ten-sigma event is an extremely high volatility event. This type of event is relatively rare, and has occured once every 7 to 20 years in the securities market. The market crash of October 2008 following Lehman Brother's bankruptcy was an extreme event. The October 1987 U.S. stock market crash was another extreme event. I am a Data Scientist with a deep financial industry knowledge. I hold an MBA from the University of Chicago, Booth School of Business, and I am a certified FRM (Financial Risk Manager). I received a B.A. with High Honors in Economics from Mount Holyoke College. Regression, Time-Series, ARIMA, GARCH, Instrumental Methods, dummy variables, factor analysis, principal component analysis (PCA) Monte Carlo method, numerical methods stochastic processes, stochastic calculus, extreme value theory, non-normal probability density functions, skew (3rd moment), kurtosis (4th moment), Ito's Lemma, linear algebra, discrete math, vector calculus, ordinary differential equations, partial differential equationsRead More