Career

During my undergraduate Mathematics studies in Germany, I supported sales people at Deutsche Bank for 7 months and decided to pursue a front office career later on. After completing the Financial Engineering degree, I would like to join a derivatives trading desk at a major New York-based investment bank with international flavor.


EDUCATION
CARNEGIE MELLON UNIVERSITY, Tepper School of Business Pittsburgh, PA
Master of Science in Computational Finance GRE Quant: 800/800 Dec '08
  • Merit Scholarship recipient
  • Member of Graduate Finance Association, Alpha Asset Management, Quantitative Finance, Real Estate, Latin American Business clubs
JACOBS UNIVERSITY BREMEN, School of Engineering and Science Bremen, Germany
Bachelor of Science in Mathematics Jun '07
  • Bachelor thesis: “Efficient Computation of Transparent Boundary Conditions for Waves Traveling in Shear Flow”
  • Black-Scholes PDE: Presented to graduate students on derivation of Black-Scholes Partial Differential Equation and European call price formula
  • Ornstein-Uhlenbeck process: Presented to graduate students on stochastic processes with particular focus on the Ornstein-Uhlenbeck process
  • Efficient matrix computation: Presented on efficient matrix computation applications in Google search
EXPERIENCE
DEUTSCHE BANK Frankfurt, Germany
Fixed Income Sales Support, Summer Analyst Jun '06 – Sep '06
  • Supervised allocations, confirmations to clients, and on-time settlements in Euroclear and domestic markets
  • Facilitated Sales Support teamwork between offices in Frankfurt, Milan, Paris, and Madrid
  • Trained a full-time analyst to assume my responsibilities after the internship
  • Used Bloomberg, Euclid, Magellan, Bloomberg Autobahn, TradeWeb, MarketAxess
  • Tested and supported an SQL contact database
Fixed Income US Domestic Settlements, Analyst Jan '06 – Feb '06
  • Built a macro which reduced the daily report generation time from 20 min. to 15 sec.
Fixed Income EuroClear Post-Settlements, Summer Analyst Jun '05 – Sep '05
  • Monitored, resolved and followed up on failing bond trades
  • Helped to improve the quality of fails reporting
  • Communicated with sales assistants, traders and external clients
  • Used AXS Point, ET905, dbTrader, E-Track, dbClient, Counterparty Finder
ACTIVITIES
TEPPER OPPORTUNITY FUND, Analyst
  • Provide fund managers with analyses of US healthcare companies using relative and DCF valuation
JACOBS UNIVERSITY INVESTMENT CLUB, President
  • Led an Equity Research project on Central and Eastern European companies, received positive evaluations from JPMorgan, Deutsche Bank, Goldman Sachs, East Capital
PULSE COPY SERVICES, Financial Manager
  • Communicated with clients, devised pricing policies, prepared accounting and sales forecasts
JACOBS UNIVERSITY STUDENT GOVERNMENT FINANCIAL AFFAIRS COMMITTEE, Leader
  • Allocated student parliament budgets, worked closely with administration, managed budget accounting
ADDITIONAL INFORMATION
Languages: Lithuanian (native), English & German (fluent), Russian & Spanish (basic)
Computer skills: C/C++, VBA, Matlab, Mathematica, SPSS
Mathematics: Participated in local and international Mathematics competitions
Investments: Outperformed the Lithuanian Stock Exchange index OMXV on a regular basis
Other activities: Debating (participated in European Debating Tournament 2003 and World Schools Debating Championship 2004), singing, playing saxophone (graduated from a music school), basketball, tennis