I'm an experienced economist with 6+ years of experience in quantitative finance and macroecnomic research. I joined the sector in 2015, working as a model validator of credit and market risk models.
I am located in London, as part of a highly skilled quantitative analyst team working for large global banks.
- Experienced Quantitative Analyst with over 6 yearsโ experience working on critical risk initiatives within global financial risk institutions.
- Strong expertise in model risk across many regulatory frameworks (including SR 11-7, IFRS9, Basel, CECL), stress testing (including PRA SS 3/18, CCAR DFAST) and PPNR forecasting.
- Proven track record of delivery within risk management covering model validation, management reporting, regulatory assessment, and project management.
- Strong ability to collaborate with various stakeholders across the business and explain technical concepts to senior management.
- Skilled in
Python
,R
,SQL
, statistics, and econometrics. - Team leader, capable of manage several projects across different methodologies.
Job Position | Company | Field | Work Period |
---|---|---|---|
Lead Quantitative Analyst | CRISIL Irevna UK Ltd | Risk Management | 15.05.2017 โ until now |
Economist Adviser | Ministry of Treasury (ARG) | Public Sector | 01.01.2017 โ 15.05.2017 |
Economist | Nicolas Dujovne & Asoc. | Economic Research | 01.05.2016 โ 31.12.2016 |
Public Debt Analyst | Ministry of Economics (ARG) | Public Sector | 01.04.2011 โ 01.12.2015 |
More about work experience in my LinkedIn.
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I enjoy learning programming languages that helps me to improve my dayly work and increase my productivity , such as:
R
Python
SAS
Matlab
SQL