Michael Andrew Pichowsky, PhD
 Chicago IL
mpichows@kent.edu / Business Resume / Academic Curriculum Vitae

Objective:

    Seeking position in Financial Engineering, Quantitative Analysis or Financial modeling to challenge my talents, abilities and experience in researching and developing mathematical models of non-linear, strongly-coupled processes.

    U.S. citizen. Willing to relocate within the U.S. or abroad.

Education:

 

Summary of Skills:

Financial Expertise: Plain vanilla and exotic options, dynamic hedging, portfolio theory, fixed income securities, time series analysis, neural networks, Algorithms for dynamic hedging and Monte Carlo simulations.
Mathematical Expertise: Fourier analysis, orthogonal functions, linear and abstract algebra, real and complex analysis, finite and Lie groups, representation theory, partial differential equations, quantum and statistical mechanics, Lagrangian dynamics. Feynman-Kac algorithms for partial differential equations.
Languages: C/C++, Fortran, Visual Basic, Matlab, Maple, Mathematica, Perl, Linux bash, Assembly.
Applications: Excel, Powerpoint, LaTeX/TeX, CQG, Eviews 4.0, XMGrace, Trading Technologies X_Trader.
Publications: Published more than 20 articles in theoretical physics appearing in books and prestigious international journals, including: The Physical Review, International Journal of Modern Physics, Physics Letters, European Physics Journal, and the Journal of Biomechanics.
(See complete list of publications.)
Professional Speaking: Presented 60-minute research seminars at over 20 major universities;
Plenary speaker at over 15 professional research conferences in U.S. and Europe;
University lecturer for graduate and undergraduate courses in Quantum and Nuclear Physics, and Modern Physics.
(See complete list of seminars and conference talks.)
Management Experience: Directed physics research of undergraduate and doctoral students at various universities.
Seminar series organizer for the Center for Nuclear Research at Kent State University.
Associations: Sigma Xi Research Honor Society, American Physical Society, Gluonic Excitations Experimental Collaboration.

Professional Experience:

    May 2004 to present
    Financial Engineer
    TransMarket Group LLC, Chicago IL

    Development of arbitrage-free dynamical models of interest-rate term structure for use in automated trading of fixed income products.

    September 2001 to May 2004
    Research Associate and Physics Instructor
    Department of Physics
    Kent State University, Kent OH

    Developed novel algorithms to solve non-linear integral equations near singular points and analytic cuts arising from quark-antiquark scattering Green functions in quantum field theory.
    Conceived and implemented a feed-forward 7-4-1 neural network to model the price time series of NY unleaded gasoline. The network incorporated lag-1 effects without the explicit inclusion of lag-1 data and as a result could forecast price movements accurately 8 weeks ahead.
    Full responsibility for teaching of graduate/undergraduate courses Introduction to Nuclear Physics and Modern Physics.

    September 1998 to August 2001
    Research Associate
    Department of Physics and Nuclear Theory Center
    Indiana University, Bloomington IN

    Designed and developed models for few-body scattering problems necessary for experimental program at Thomas Jefferson National Accelerator Facility (Jefferson Lab) in Newport News, Virginia. Developed numerical methods for handling singular integrals in the scattering kernel. Contributed to white paper for Jefferson Lab's upgrade to a 12 GeV electron beam.

    November 1996 to August 1998
    Research Associate
    Department of Physics and Supercomputer Computations Research Institute
    Florida State University, Tallahassee FL

    Developed models to describe electromagnetic properties of strongly interacting particles. Investigated differences in quantum field theoretic and time-ordered quantum mechanical views of particle decays.

    September 1993 to October 1996
    Graduate Research Assistant
    Theory Group, Physics Division
    Argonne National Laboratory, Argonne IL

    Recipient of U.S. Department of Energy fellowship for theoretical physics research. Forwarded highly-cited, model of quark dynamics in high-energy diffractive scattering that inspired experimental activity at particle accelerators like Fermilab in Batavia, Illinois, and Jefferson Lab and led to a re-analysis of previously accepted data from CERN in Switzerland.
    Designed and implemented several vector algorithms for the Cray supercomputers at the U.S. Department of Energy's National Energy Scientific Research Center in Berkeley, California.

    May 1993 to August 1993
    Head Instructor
    Minorities Summer Research Program
    University of Pittsburgh, Pittsburgh PA

    Responsible for curriculum design, lectures in sophomore/junior physics and mathematics and coordination of graduate teaching assistants.