Data scientist and financial models' developer and validator. Expertise in modeling/validation of multi-factor dynamic equity/credit trading & risk models. CCAR/DFAST risk modeling & validation. Asset Allocation Portfolios modeling and stress-testing. Time series analysis, ML, ECM, ARIMAX. Hands-on ...more

Data scientist and financial models' developer and validator. Expertise in modeling/validation of multi-factor dynamic equity/credit trading & risk models. CCAR/DFAST risk modeling & validation. Asset Allocation Portfolios modeling and stress-testing. Time series analysis, ML, ECM, ARIMAX. Hands-on expertise with all aspects of big data models development. Extensive knowledge of major financial data: sources, cleaning methods and application platforms.less