I am technically minded portfolio analyst, differentiated by my social prowess and ability to see through the details to comprehend the bigger picture.
As an Actuarial and Finance graduate from UNSW, my understanding of risk (financial or otherwise) is very strong from both a quantitative and qualitative perspective, yet paradoxically I have been described by friends as "one of the only people I know who isn't completely risk averse". I will soon be an Associate of the Actuaries Institute, having successfully completed all Part I and Part II exams.
I have a passion for, and experience in data science, and am competent-to-expert in several high level programming languages (including R, Python, Octave, VBA and Excel). I am well versed in the machine learning paradigm, have implemented parallel computation structures, understand Map Reduce, and actively use both Windows and Linux AWS EC2 instances for many of my projects.
My investment management experience has brought me a thorough understanding of financial instruments and capital markets, particularly with regard to structured finance and asset backed securities.
In my spare time you will find me teaching and practicing karate, skiing the steepest lines I can find, working on personal projects (usually data science, logistics or investment related), or managing my personal investments.
Portfolio Analyst @ From January 2014 to Present (1 year 11 months) Quantitative Analyst @ Forecast, Pricing, and Cash Flow Waterfall Models
Residential Mortgage Backed Securities (RMBS)
Loss, CPR and Prepayment analysis From May 2013 to December 2013 (8 months) Mathematics Tutor @ Self-started mathematics tuition company for high school and university students.
High School: Maths (including Extension 2), Physics, French
University: Actuarial Courses, Statistics, Excel From 2006 to 2013 (7 years) Sydney Area, AustraliaActuarial Analyst @ Superannuation, Income and Age Pension prediction models
Australian and US Social Security systems
Stochastic Modelling From December 2011 to February 2012 (3 months) Self Defence Consultant @ Direct sales of karate memberships, including to cold leads
Comprehensive sales training
Generating and maintaining a loyal customer base From February 2009 to February 2010 (1 year 1 month) Ski Instructor @ 3 seasons: 2008/09, 2010/11, 2011/12
Teaching children, teenagers and adults.
Progression of all skill levels From December 2008 to February 2009 (3 months)
Bachelor of Commerce, Actuarial Science, Finance @ University of New South Wales From 2010 to 2013 Jesse Treharne is skilled in: Financial Modeling, VBA, Machine Learning, Big Data, Excel models, Actuarial Science, Portfolio Management, R, Python, Data Analysis, RMBS, Sentiment Analysis, Predictive Analytics, GNU Octave, Structured Finance