1. (page 1 of 2) Resume of Michael Maroun (January 5, 2017)
(page 1 of 2) Resume of Michael Maroun (January 5, 2017)
CONTACT INFORMATION
Michael Maroun (US Citizen) Cell Phone: +1-510-685-8111
38 Mendum Street Personal Email1 (preferred contact): marounm@gmail.com
Boston, MA 02131 Personal Email2: mmaro001@ucr.edu
EDUCATION
University of California Riverside, CA
Ph. D. Mathematical Physics June 2013
University of Florida Gainesville, FL
M. S. Theoretical and Mathematical Physics August 2002
University of Texas Austin, TX
B. S. Physics May 2000
EMPLOYMENT HISTORY
2016-present Model Risk Auditor, AVP State Street, Corporate Audit
2016-2016 Quantitative Analyst, Intern Citizens Bank, Model Risk Management
2015-2016 Professional Researcher University of California, Department of Mathematics
2014-2015 Visiting Assistant Professor New Mexico Institute of Mining & Technology, Dpt. Math
2013-2015 Visiting Assistant Researcher University of California, Department of Mathematics
2012-2013 PhD Graduate Researcher University of California, Department of Physics & Astronomy
2010-2013 Economic Analyst Center for Sustainable Suburban Development / Dpt. Economics
2006-2012 PhD Graduate Instructor University of California, Department of Mathematics & Physics
2002-2006 Visiting Lecturer Florida Atlantic University, Am. Soc. of Mechanical Engineers
2003-2005 Instructor/Tutor Lynn University, Institute for Advancement and Learning
2000-2002 Graduate Instructor University of Florida, Department of Physics
FELLOWSHIPS, AWARDS, DISTINCTIONS, AND MEMBERSHIPS
2013 Member of the American Mathematical Society (AMS)
2013 Lindau Scholar and Fellow of the University of California Graduate Division
2012 Kennedy J. Reed Prize for “best theoretical physics research” from the American Physical Society (APS)
2012 Member of the American Physical Society (APS)
2012 NSF Young Scholar/delegate to the 62nd
Lindau Meeting of Physics Nobel Laureates & Young Scholars
2011 Inducted Member of the Permanent Intl. Session of Research Seminars at the University of Messina, Italy
2009 Outstanding Teaching Assistant Award from the American Association of Physics Teachers (AAPT)
2007 Graduate Division Fellow of the University of California
2001 GAANN Fellow of the U. S. Department of Education at the University of Florida
SKILLS
Software: Beamer, Bloomberg, Calypso, Discovery, Excel, HTML, LaTeX, Linux, Maestro Data Acquisition, Maple,
Mathcad, Mathematica, MathML, Matlab, MS DOS, Power Point, R, RiskFrontier, SAS, SPSS, TeX, Windows, Word
Hardware: Scintillator Detectors, Oscilloscopes, Amplifiers, Lasers, HV-Power Supplies, HV-Solenoids, Transformers,
Multi-meters, Spectroscopes, Geiger Counters, Radioactive Sources, Interferometers, Micrometers, Electronics
KEY WORD TOPICS
Asset Liability Management, ALM, Anti-Money Laundering, AML, Basel I, II, III, BCBS 239, BCBS 248,
Comprehensive Capital Analysis Review, CCAR, Dodd-Frank, DFAST, Enterprise Risk Management, ERM, Economic
Capital, EC, Foreign Exchange, FX, Interest Rate Derivatives, IRD, Loss Given Default, LGD, Probability of Default,
PD, SR 11-7, SR 15-18, Value at Risk, VaR, Volcker Rule
RESEARCH INTERESTS
Brownian motion, Lévy/Markov processes, stochastic calculus (Itô, Malliavin, Stratonovich), Black-Scholes-Merton
equation, mathematical finance, fractal analysis, graph and network theory, derivatives, exotic options, path dependence,
quantitative modeling, optimization, forecasting, predictive analytics, generalized functions, partial/stochastic differential
equations, integral transforms, functional integration, special functions, Feynman-Kac formula, harmonic analysis,
structured products, quantitative risk analysis, nonlinear autoregressive conditional heteroskedasticity

2. (page 2 of 2) Resume of Michael Maroun (January 5, 2017)
(page 2 of 2) Resume of Michael Maroun (January 5, 2017)
SELECTED PUBLICATIONS
• " Generalized Spectrum of the Derivative of a Dirac Delta Function as a Schrodinger Potential", (in preparation).
• "Closed-form solutions of generalized Greenshield relations for the social and user optimums of a single entry
corridor", (in preparation with Dr. Richard Arnott, Distinguished Professor of Economics at U. California)
• “Generalized Quantum Theory and Mathematical Foundations of Quantum Field Theory” (June 2013 Ph.D.
dissertation Publisher’s Link: http://www.escholarship.org/uc/item/3jb5b2dr ).
SELECTED SEMINARS AND LECTURES GIVEN
“The Spectrum of the Asymmetric Harmonic Oscillator, its Eigenfunctions, and Time Evolution"
New Mexico Institute of Mining and Technology: Department of Mathematics Colloquium. September 12, 2014
“A New Method for the Spectrum of the Laplace Operator Plus Finite Derivatives of the Delta Distribution”
American Mathematical Society Western Sectional Meeting, Riverside, CA. November 3, 2013.
“The Modified Feynman Integral via the Imaginary Resolvent w/Schrödinger Potentials as Measures…”
American Mathematical Society Annual Meeting, San Diego, CA. January 9, 2013.
“A Metric on the Space of Quantum Fields”
American Physical Society CA-NV Annual Meeting, San Luis Obispo, CA. November 2, 2012.
“Impurity Induced Gauge Fields, Self-Similarity & Low Frequency Modes in 2d Atomic Molecular Systems”
IAMIS Workshop on Fractal Geometry & Dynamical Systems Theory. June 22, 2012.
“The Free Imaginary Resolvent and the Modified Feynman Integral for the Dirac Equation”
University of California, Riverside: Mathematical Physics and Dynamical Systems. May 24, 2012.
“Number Theoretic Solutions to a Certain Nonlinear Cauchy Problem with Optimized Constraints”
American Mathematical Society Annual Joint Mathematics Meetings, Boston, MA. January 4, 2012.
“Economic Optimization in 1D Traffic Flow with Connections to Number Theoretic Functions”
1st
Intl Meeting: Permanent Intl Session of Research Seminars Univ of Messina, Sicily. Nov 8, 2011.
“The Modified Feynman Integral with Singular Potentials”
University of California, Riverside: Mathematical Physics and Dynamical Systems. April 28, 2011.
“The LWR Theory of Traffic”
University of California, Riverside: Fractal, Analysis and Mathematical Physics. April 21, 2011.
“The Feynman Integral and Extensions”
10th
International Conference of Path Integrals, Howard University, Washington, DC. July 14, 2010.
“PDE Constrained Optimization and the Lambert W-Function: A Step Toward the Social Optimum”
Edward J. Blakely Center for Sustainable Suburban Development, Riverside, CA. June 24, 2010.
“The Rigorous Feynman Integral, Analytic Continuation and Convolution”
American Mathematical Society Western Sectional Meeting, Riverside, CA. November 8, 2009.
"The Modified Feynman-Kac Formula and Convolution as Dynamics"
University of California, Riverside: Mathematical Physics & Dynamical Systems. October 16, 2008.
"Analytic Calculus, Probability-Statistics, Differential Equations and the Fourier and Laplace Transform"
Florida Atlantic University: American Society of Mechanical Engineers. January 28/26, 2004/2005.
"Geometry and Physics"
Institute for Fundamental Theory at the University of Florida. October 10, 2001.
SELECTED COURSES TAUGHT
Course Units Type Topics Covered Sessions Institution
MATH 332 3(S) Lecture Vector Analysis S15 NMT
MATH 335 3(S) Lecture Ordinary Differential Equations S15 NMT
MATH 131 4(S) Lecture Calculus and Analytic Geometry F14 NMT
MATH 131 4(S) Lecture Calculus and Analytic Geometry F14 NMT
PHYS 156C 4(Q) Discussion Quantum Mechanics III Sp12 UCR
PHYS 212A 4(Q) Discussion Graduate Statistical Mechanics W12 UCR
MATH 022 4(Q) Discussion Business Calculus 1d to multivariables W09;F12 UCR
MATH 023 4(Q) Discussion Computational Linear Algebra & Matrices F07 UCR
MATH ASME NA Lecture Differential Eqs, Fourier & Laplace Transform S05 FAU
MATH ASME NA Lecture Probability, Statistics, Analytic Calculus S04 FAU
PHY 2054 3(S) Discussion Electricity, Magnetism & Optics Sp 02 UF
PHY 2048L 3(S) Laboratory Mechanics, Heat & Vibrations/w calculus F00,01; Sp 01 UF