Overall experience: More than 20 years of aggregate experience in Investments, Portfolio Management, Risk Management, ALM, Financial Engineering and Academia. Investment professional with broad experience in Investments and Risk Management. Experience and Interest in Tactical asset allocation and Tactical risk managementDetailed knowledge of Market Risk practices and principles. Pricing and valuing derivative instruments.Expert level of stochastic analysis/stochastic calculus for financial applications. Knowledge of Energy Risk and pricing Energy Derivatives (Spread and Volumetric options, Tolling Agreements). Experience with simulations techniques, risk measurements and sensitivity analysis.High Interest in stochastic programming applications in Electricity trading, storage and delivery optimization process.Academic Interest in Tactical Risk Management and its implementation.Studies of Insurance products as a part of Actuarial Science postgraduate programSpecialties: Applied Risk Management,Quantitative Risk Analysis,Derivatives Strategies,Quantitative Finance,Investments and Portfolio Optimization, Tactical Asset Allocation,Energy Risk and Pricing Energy Derivatives
Listed skills include Derivatives, Risk Management, Portfolio Management, Quantitative Finance, and 16 others.