Risk and quantitative analyst with strong background in mathematics and technology. Buy-side and sell-side experience. Currently work on firm-level (cross-asset class) stress-testing & hedging. Before that, managed risk for FI Credit trading business within BarCap. Prior to that, managed risk on $5 ...more

Risk and quantitative analyst with strong background in mathematics and technology. Buy-side and sell-side experience. Currently work on firm-level (cross-asset class) stress-testing & hedging. Before that, managed risk for FI Credit trading business within BarCap. Prior to that, managed risk on $5 BN credit & distressed portfolio. I hedged against systematic credit, equity and interest rate risks, modeled portfolio's exposures to various risk factors, generated risk reports. Generated short or relative value alpha ideas, hedge optimization. I am interested in risk management, hedging, applying quantitative methods to investment process (idea screening, arbitrage, systematic trading, algorithmic trading, data mining). Specialties: Quantitative analysis, Credit derivatives, CDX/CDX/ITRX, Risk management, Risk Systems, VAR/CVAR, Hedging, Hedge funds, Funds of funds, Statistics, Arbitrage, Relative Value, Models, R, C++, Matlab, Python, Co-integration, Regression Analysisless