Aydoğan DURMUŞ Ph. D.

Anasayfa I Biography   I    İletişim   I     Linkler     I    Arama

Aydogan Durmus PhD.

Risk Eğitim

Sakarya Universty Department of Econometrics

                               adurmus@sakarya.edu.tr

Egitim

Ph.D. in Economics, May 30,2002 Graduation

 Graduate School, and University Center and City

 UniversityOf New York, NY.

Dissertation: Two essays,

. The Determination of The U.S. Internet Users' Characteristics,

  Dynamic Preference Change

. Rendering of The Leading Edge Internet Users By an Econometric Study.

M.A., Master of Arts, Economics, Sept.1994 - June 1996.

 Northeastern University, Boston, MA. 

B.Sc., Bachelor of Science, Econometrics   Sept.1988 - June 1992.

 Istanbul University, Istanbul, Turkey.

Certification

Executive Program, Managing Credit Risk:

 The Great Financial Challenge, November. /1999.

  NYU Stern School Of Business Executive Development Programs.

  Prof. Edward Altman and Prof. Anthony Saunders.

Graduate Certification in UNIX Systems/C/C++, November 2000.

 Professional Development And Training, Worcester Polytechnic Institute, MA.

 Completion of concentrated full time 9 module technical program including.

Workshop-Seminar, Measuring Financial Risk in the

21st Century, October/1999.

Organized by Treasury in Washington. D. C.

Skills Summary

Econometric Skills: Time Series and predictive modeling,

Discriminate Analyst, Cluster & Factor Analyst,Association Rules, Linear &

 log-Linear Regression, Experimental Design,Correspondences Analysis,

and General Linear Modeling.

Programming Languages and Libraries:C/C++, Matlab,

UNIX Shell Programming

Software:

Math:    Matlab, Maple.

MS Office: Word, Excel, PowerPoint, and FrontPage.

Database: MsOffice Access, Brio-Explorer, and Avenue.

Statistics and Econometrics: TSP, SPSS, SAS, ET, STATA 5.0, and Minitab.

Operating Systems:

MS Windows: DOS/3.11/95/98/ME/NT4/2000.

UNIX System Administration, Sun 6.1, and TCP/IP Networking.

Professional Experience

Long Island University CW Post Campus, New York. Sept. 01-2002 Dec.-2002

Teaching Statistics course

SUNY-Westchester College New York. Sept. 01-2002, Dec.-2002.

Teaching three Economics Courses.

 Business Analyst, Fidelity Investment, Marlboro, MA. 02/00-09/00.

·Analyze whole businesses or senior management issues/rollups as it related

to methodologies, accounting policy and management reporting.

·Performs complex financial analysis with respect to financial planning, operating

results, new business initiatives and other projects.

·Worked in the Customer Analysis group and responsibility was follow regular

change in the number of customers. Using CRM data information, figure out

customer behaviors and using number of phone calls information to understand

 customer reaction for any unexpected movement on the market.

Tax Consultant & Customer Phone representative, Merrill Lynch,

Somerset, NJ.   12/99-02/00.

· I worked as a customer phone representative and use Merrill Lynch special CRM software.

·Merrill Lynch customer has question regarding yearly investment account statement,

 which shows their portfolio activities during one year. Helped to customer's questions,

which is related tax issue and account statement.

· Given brief explanation how to fill in the tax form and make it better

understanding their yearly portfolio account

Research Assistant, Hunter College, Department of Economics NY. 09/98 -03/99

· Carried out data management and statistical programming tasks in SAS

 and   STATA in support of a project titled Indian Agricultural Development.

 Used Probit, Logit and try to found market factor interaction and find elasticity.

College Adjunct Teacher, Brooklyn College, Department of Economics

NY. 01/98/ 06/99.

· I taught Microeconomics for Undergraduate class.

Economist, State Statistics Institute, Istanbul, Turkey.      06/92 - 06/93.

· Collected and analyzed data on the economy of regional industry in Istanbul

 with a special focus on consumer price index data set.

·Long-term and short-term time series analysis to forecast export/imports for local region.

·Produced databases and conducted market research; performed long-term and

short-term forecasting of wholesale sector, and econometric analysis over the

effects of the regional price index; produced time series analysis of some leading

commodity prices and quantities. Unix system and SPSS was used during that position.

INTERNSHIPS: Risk Management, Industrial Development and

Investment Bank, Turkey.  06/92 - 09/92

·Credit evaluation for each company, which needs loan for short term and

long-terms, before making decision for credit. Specific market research and

predicted to default rate base on specific characteristics in company.

·Collected data regarding client company to evaluate its time wise financial performance

Finance Background:

·                     Columbia University; Business School.

                Financial Engineering, Prof.Steve Kou.

                Advance Derivative, Prof.Howard Corby.

                Financial Theory I, Prof.Gur Huberman.

                Macroeconomics II, Prof.Miller.

·                     New York University, L.N.Stern School Of Business.

                Advanced Futures and Options, Prof. Subrahmanyan.

                Equity Instruments and Markets, Prof.Hunter, John.

                Financial Risk Management, Prof.Boudoukh, Jacob.

                Financial Theory I, Prof.Jouini, Elyes.

·                     Baruch College, Finance Department.

                Portfolio Theory    Prof. J.Mitchel.

                International Financial Management.

·                     Graduate School, CUNY.

                Financial Theory, Prof.S.Neftci.

                Uncertainty in Derivative Market, Prof.N.Cakici.

RiskNews

Mortgage

Basel II

Kredi

Derecelendirme

CDS, CDO ve Securitization

Credit Scoring

Vadeli Islemler ve Opsiyon Piyasalari

Risk Yönetimi

Tahvil ve Bono

Finans Mühendisliği

Risk Sözlügü