For the past 12 years I have worked in the investment management industry as a generalist quant. I have comprehensive experience in designing, building, validating and coordinating the implementation of quantitative models, with an emphasis on risk systems, optimizers and portfolio analytics in ...more

For the past 12 years I have worked in the investment management industry as a generalist quant. I have comprehensive experience in designing, building, validating and coordinating the implementation of quantitative models, with an emphasis on risk systems, optimizers and portfolio analytics in general. Companies I have worked for include Western Asset Management, Citigroup Asset Management, Deutsche Bank Securities and Independence Investment Associates. I have a MBA from Massachusetts Institute of Technology Sloan School of Management and a PhD in Engineering Physics from Sofia University. I am fluent in Russian, Portuguese, and Bulgarian. Specialties: I have extensive experience in applying analytical methods to a broad range of investment problems. My quantitative research is focused on risk management, portfolio construction and return attribution analysis. I have substantial expertise in designing and coordinating the implementation of investment decision support systems. I have in-depth understanding empirical finance, finance theory, various areas of information technology.less