Syed Galib Sultan 11275 3rd Ave NE, Seattle, WA-98125 Phone: 314-546-1729 E-mail: [email protected]; Website: http://galibsultan.weebly.com/ Education  PhD in Economics, University of Washington Seattle, Anticipated Graduation: May, 2015 Relevant courses taken: Advanced Time Series Econometrics, Financial Econometrics, Generalized Methods of Moments, Advanced Macro-Economic theory, Asset Pricing Theory, International Finance, Game Theory, Contract Theory  Masters in Economics, Washington University in Saint Louis, May, 2010  MSS (Masters), First Class, Dept. of Economics, University of Dhaka, Dhaka, 2007  BSS (Honors), First Class, Dept. of Economics, University of Dhaka, Dhaka, 2006 Professional Profile and Skills:  Specialized in Time Series Econometrics, Computational Finance and Applied Macro-Economics  Expert in Statistical programming (R, Eviews, Matlab) for the analysis of economic and financial time series data, especially high-frequency stock-market data. Proficient in MS office (Word, Excel, Powerpoint) and LATEX  3 years of experience in teaching Intermediate Macro-economics, Computational Finance, Principles of Micro and Macro-economics at University of Washington Seattle, Seattle University, Bellevue College and Seattle Central Community College. Academic Research Experience “An order invariant measure of price discovery and application to exchange-traded funds” - Co-authored with Dr. Eric Zivot, June 2012-Current  Proposed a new statistical method to measure the process of price discovery (a process by which new information in the market is incorporated into different asset prices) and proposed statistical solutions to the limitations inherent in the previous measure of price discovery.  Applied the new method into the market of Exchange-Traded Funds (ETFs). Critically analyzed the effect of a new financial market trend called “duplication of ETFs” or the existence of multiple ETFs in the market which track the same index.  Wrote codes in “R” programming language to analyze high-frequency intra-day stock price data. “Analysis of Cross-section Volatility and Expected Asset Returns from Jump Risk Perspective” - CoAuthored with Dr. Jonathan Brogaard  Utilized an existing method to isolate the jump risks of the stock returns from their diffusion risks. Used the measure of jump risks of stock returns to explain the puzzling positive relation between cross sectional expected future asset return and their idiosyncratic risks. “Application of Regime-Switching Model to US Public Debt Growth and Fiscal Policy Sustainability”  Applied Regime Switching model to US federal debt growth rate data to investigate under which range of interest rate the current fiscal policy is sustainable. Other Experience 1. Independent Instructor, Dept. of Economics, UW Seattle, April 2012 - current 2. Part-time Faculty, Dept. of Economics, Seattle University, March, 2014-June, 2014 3. Part-time Faculty, Dept. of Economics, Seattle Central Community College, Aug-2012-June 2013 4. Part-time Economics Instructor; Dept. of Economics; Bellevue College; Bellevue; Jan -March 2013 Awards Received  James O York Fellowship, University of Washington Seattle, 2011  University Graduate Fellowship, Washington University in St. Louis, 2008-09 References Will be provided upon request