Los Angeles, CA 90089-0253 email: mashayek@usc.edu

FIELDS

Financial Economics, Applied Econometrics.

EDUCATION

Ph.D. Economics, USC (expected) May 2007.

M.S. Mathematical Finance, USC, 2004.

M.S. Industrial Engineering, IRPD, Iran, 1997.

B.S. Electrical Engineering, Sharif University, Iran, 1994

EXPERIENCE:

Econometric analyst and modeler at Countrywide mortgage bank, Calabasas, California. May2006-Dec 2006. (Developed a multiple destination duration model for Fallout risk in

Pipeline risk management)

Intern: portfolio credit risk analyst at National City Bank, Cleveland, Ohio. Summer2005. (Developed a single factor model for Mortgage portfolio Risk in MATLAB)

Teaching assistant, USC, 2001-2006:

1. ” Economic and Financial Time Series”, Fall 2006, Prof. Hsiao.

2. “Advanced Statistics and Probability”, Fall 2006, Prof. L.Goukosian.

3. “Economics of Financial Markets” Spring 2005, Prof. L.Goukosian.

4. “Economic and Financial Time Series” Fall 2004 (got a TA award), Prof. H. Pesaran.

5. “Economic and Financial Time Series” Fall 2003, Prof. R. Moon.

6. “Financial Markets” Spring 2005, Prof. Cvitanic.

Research Assistant, Professor Easterlin, Economics USC, May 2002-Jan.2005 (Data Analysis and Econometrics Modeling.

Economic Analyst & Fund Manager in Tehran Stock Market, March1999- August 2001 at Iran Foreign Investment Co.

Taking part in a training Course at Deutsche Bank Asset Management (DBAM) in Frankfurt,Germany, April 2001.

Lecturer, Institute for Research in Planning and Development (IRPD), March 1998-Oct 2000 Teaching Introductory Microeconomics and researcher.

Teaching assistant, IRPD, 1995-1998: 1) Advanced econometrics, 2) Finance theory

Familiarity with: Pascal, Matlab, Stata, TSP, Eviews, Microfit, KMV portfolio manager, SAS, SQL, CRSP, Compustat.

PUBLICATIONS AND PAPERS

“Fallout Risks in Residential Mortgage Commitments”, Working paper at CountryWide.

“A New Structural Approach to The Default Risk of Companies ,” Working paper

“The Importance of Simultaneous Jumps in Default Correlation ,” Working paper

“Modeling and Estimation of VaR using Extreme Value Theory,”

“A Locally Parametric Nonparametric Estimation of the Short Term Interest Rate Model” ,ICFAI Journal of Financial Risk Management, March 2006.

“An Empirical Estimation and Model Selection of the Short-Term Interest Rates”, (Presented in 2005 Winter Simulation Conference (WSC '05) December 2005 in Orlando, Florida)

“Demand system estimation with panel data” “,Iranian commerce journal,1999,(Joint Paper with Davood Suri) in Persian & English. Accepted in ERF seminar in 1999 in Egypt.

HONORS AND AWARDS

Merit Fellowship, USC School of Letters, Arts, and Sciences, 2004-2005.

The Best TA Award of Economics Department of USC, Dec. 2004.

Merit Fellowship, USC School of Letters, Arts, and Sciences, 2001-2002.

A One-year Scholarship for best B.Sc. Thesis from Ibn-Sina Scientific Contest, 1994.

A One-year Scholarship for scientific achievement in the Nationwide University Entrance Examination, Iran, August 1990.