Proficiencies:

• Stochastic modeling
• Derivatives pricing models: equity, rates and credit
• Optimal multi-period constrained portfolio construction: volatility, risk, liquidity and capital reservation constraints
• Dynamic risk management: market, credit and liquidity risk
• Big-data exploration and time series analysis
• Mathematical programming and optimization algorithms

Experience:

• Top Wall street sell-side firms
• Top structured-credit, convertible bond and multi-strat hedge funds
• Top 4 US banks
• Top Global reinsurance companies
• Top fintech firms