Working on projects risk management, valuation, optimization, in machine learning, or high frequency algorithmic trading.
I enjoy bringing innovate, and quantitative solutions to just about any problem. I work on all aspect of delivering a solution: research, modeling, coding, IT, project management.
Over 15 years of modeling experience includes:
? Providing full-range solutions for financial modeling needs for financial institutes, government and utilities throughout Europe.
? Manager of quantitative modeling departments; serving risk management, trading, operations, business development
? Extensive experience with trading derivatives, trading research & strategy design
? Strong mathematical, numerical and performance optimization knowledge
Specialties: Machine Learning, algorithmic trading, risk management, hedging strategies, weather and energy markets, structuring, valuation (assets, exotic derivatives), forecasting. Numerical methods, high performance computing, C++, high dimensional problems