Summary
Overview
Work History
Education
Skills
Certification
Languages
Accomplishments
Hobbies
Additional Information
Timeline
Generic
Fatih Yazgan

Fatih Yazgan

28A De Beauvoir Road, N1 5SU London,

Summary

Senior Index Specialist working in MarketVector Indexes, a US-based investment management firm with USD 32B in assets under management, and a quant trader that developed a quantitative financial model built on ETF trading. Seeking to continue professional growth in asset management, data analysis and commodity trading. Effective in equity research, risk & performance analysis, portfolio optimization, exchange-traded products, quantitative data analysis, and quant trading.

Overview

7
7
years of professional experience
1
1
Certification

Work History

Senior Index Specialist

MarketVector Indexes
10.2020 - Current

Indexing & Investment:

  • Researched public securities to conduct technical and fundamental analysis
  • Developed benchmark equity indexes designed to underlie financial products
  • Prepared and reviewed data for equity index rebalance and reconstitution
  • Analyzed product crypto and equity ETPs whose assets under management increased by 140% in 2 years
  • Calculated risk and performance of the many financial products by statistical approaches
  • Maintained current index constituents by corporate action treatments
  • Monitored ESG criteria for ESG indexes and provided consistent implementation

Alternate Data:

  • Ingested alternative datasets using in-house frameworks and conducted data quality checks
  • Surfaced possible alpha during equity research of datasets for developed and developing country stocks
  • Conducted summarization and clustering using text-based datasets
  • Compared and consolidated datasets from different vendors (Bloomberg, Refitiniv, Factset) to provide a unified dataset to researchers
  • Created a Python package with commonly used methods (retrieving data from SFTP server and database)

Team:

  • Managed a team of up to 6 people in the equity team

Consultant

Maven Partners
10.2016 - 10.2017
  • Conducted ARPU Stimulation by extracting meaningful insights and business value from customer datasets to design a new business strategy resulted in over 8% increase in campaign revenue
  • Advised senior clients on data-driven strategies by designing new operational data-driven marketing campaign for dealers, dedicated approximately 20% operational cost reduction
  • Developed customer journey model in order to reduce credit card cancellation rates and analyzed sample datasets to create proposals for various clients in financial services
  • Selected target groups among customers by statistical models to implement niche product offerings

Education

MSc - Economics

University of Konstanz
Germany
09.2020

BSc - Management Engineering

Istanbul Technical University
Turkey
02.2016

Skills

  • Python (pandas, numpy, matplotlib)
  • R Programming
  • SAS (Enterprise)
  • MS Office (Excel, PowerPoint)

Certification

Algorithmic Trader Programme (CPD certificate)

Alphachain Capital - London, England

  • Built a machine-learning model in Python, developed & trained supervised models for prediction & binary classification tasks (linear, logistic regression) to independently pull data, run algorithm and place trading orders
  • Focused on equity trading, especially on SPY
  • Live model deployed to cloud with a target of beating market by 10-15% in a year without increasing the risk taken significantly

Languages

English
Advanced (C1)
German
Intermediate (B1)

Accomplishments

  • GRE General Test Quantitative: 168 - top 5% percentile

Hobbies

Basketball, Snowboarding, Kitesurfing, History

Additional Information

  • Available to face-to-face interviews
  • Sponsorship required

Timeline

Senior Index Specialist

MarketVector Indexes
10.2020 - Current

Consultant

Maven Partners
10.2016 - 10.2017

MSc - Economics

University of Konstanz

BSc - Management Engineering

Istanbul Technical University
Fatih Yazgan