1. WILMER E. HENAO
Tel. 201-978-0980 wilmer.henao@courant.nyu.edu
SUMMARY
Finance Professional with excellent mathematics and economics background. Integrates hands-on
software development and integration, statistical analysis, risk assessment and strategic creation:
•Quant. Research •Development Maintenance of Software •Programming
•Risk Analytics •Mathematics/Statistics/Finance •Team Oriented
COMPUTER SKILLS
Programming SQL, Excel VBA, VB, HTML, C/C++ (certified), C#, Java, caml, scheme
Operating Systems Windows, UNIX-like
General Applications R, Matlab, Splus, FACTSET, Bloomberg, MarketQA, Mathematica, TeX,
GNU Tools (emacs, cygwin, etc)
WORK EXPERIENCE
ING INVESTMENT MANAGEMENT New York, NY
Quantitative Research Analyst, Quantitative Research (2005 – Present)
Development of tools for quantitative construction, optimization and calibration of portfolios including
backtesting engine, simulations, installation and calibration of optimizers, Integration of third party
libraries (Mosek, APT Optimizer, APTxVAR dll's) into production processes. Testing of constraints
Author of research articles highlighting portfolio analysis, investment ideas, and trading opportunities,
using economic, fundamental, financial, stochastic and statistical tools
Time series analysis, Kalman Filter, econometric and statistical arbritage techniques in general.
Calculation of risk and exposures for the different equity portfolios using orthogonal and/or fundamental
factor techniques
Calculation of turnover and cost reduction strategies
Enhanced equity portfolios utilizing “plain vanilla” derivative instruments (Closed end funds)
Process automation resulting in reports and files critical to portfolio managers and research analysts
Coordination with IT department for the creation and maintenance of processes
Creation of proprietary strategies
DAVIVIENDA Bogota, Colombia
Assistant Actuary, Risk Department Intern (2001 – 2002)
VaR Analysis, Creation of a Credit scoring model using Discriminant analysis
Calculating price of exotic fixed income derivative instruments
EDUCATION
NYU, COURANT INST. OF MATHEMA Sc. MSc. Scientific Computing New York, NY (2009-2010)
Numerical Methods, Programming Languages, Open Source Tools.
COLUMBIA UNIVERSITY, MA in Mathematics of Finance New York, NY (2004 – 2005) GPA = 3.8
Numerical methods for PDE, Stochastic Methods in Finance, Sec. Pricing: Models and Computation
Research Project: solution of partial differential equations for Asian options.
UNIVERSIDAD DE LOS ANDES Bogota, Colombia
BS. in Mathematics (1998 – 2004) Thesis on Information Geometry and Discriminant Analysis
Multivariate Statistics, Measure Theory, Stochastic Differential Equations, Stochastic Processes
BA. in Economics (1997 – 2003)
Econometrics, Macroeconomics, Microeconomics, Mathematical Economics
GRADUATE TEACHING ASSISTANT (Universidad de los Andes)
Calculus 1: Fall 2001, Fall 2003
Calculus 2: Spring 2002, Spring 2004
Introduction to Linear Algebra: Summer 2004
COLLEGE ACTIVITIES
President of the mathematics student body at Universidad de los Andes (1999-2001)
Reached final stage at the National Mathem. Olympiad for 4 consecutive years (1998 - 2001) at U. level
Recipient of ECOPETROL sponsorship during undergrad studies, awarded to only 32 students in the
country
Achieved the best ICFES scores (similar to SAT) in Colombia in 1995 among 300.000 other students

2. MEMBERSHIPS
•American Mathematical Society (AMS) • Society for Industrial and Applied Mathematics (SIAM)
OTHERS
Recipient of intercultural sponsorship to study for 1 year in Denmark from AFS Intercultural Programs
Fluent in Spanish, English and Danish – Able to read: German + most Scandinavian and latin languages
GRE General 800/800 Quantitative GRE Subject (Mathematics) top 83 percentile
690/800 Verbal