Aliaksandr Panko Email & Phone Number

Zurich, Switzerland

Zurich, Switzerland

• Corporate instant credit project as a part of Risk Methodology team.The project allows companies to apply for credit at UBS and get the decision and amount immediately.- whole lifecycle of a model development- project.
• Corporate risk-based monitoring project as a part of Risk Methodology team.The project executes the monitoring of existing credit contracts in order to predict future defaults and notify credit officers and client.
• Software Developer and Scrum master in Group TreasuryVendor solution replacement- Agile development with CI/CD approach in Python, GitLab, Databricks- Client rate modeling- Hedging- Interest rate risk transfers.

Untere Bruech 109, CH - 8706 Meilen

• Financial consulting in area of valuation and modeling (OneSumX implementation project for Nord LB as a part of Sopra Steria team) - Chart of accounts with allocation rules - Import and export of market data and.
• RaPID (fintech software solution for banks and insurers) development and Generali Versicherung RaPID implementation project - Data migration, validation and analytics (with extract-transform-load (ETL) principle).
• Project management - Directly supervised 2 freelancers

Zurich, Switzerland

• Creating various market and order books (central limit order book, dark book, Swiss EBBO book) trading data analyses incl. statistical analysis and data visualization.
• Processing large data sets and generating new insights using Python.
• Contributing to the development of SIX trading infrastructure for equity trading.
• Analyzing quotes from European exchanges and creating project reports.

Switzerland

• Data Science: - import / export - validation and preporation - transformation - mining and analysis - visualization
• Investment strategies development - quantitative models development - signals generation - investment strategies backtesting - quantitative performance analysis based on a large set of indicators

Luzern, Switzerland

• Created a portfolio management R shiny application based on the target risk contribution methodology and the portfolio managers’ views: - underlying data was taken from Bloomberg API using C# and combined with internal.
• Created an R shiny application for an event study to scan for abnormal returns around dividend and reporting dates - data manipulation - statistical analysis - R shiny application
• Created a risk contribution R shiny application which consolidates all sources of total company risk as well as risk budget utilization to a single portfolio view - methodology development and implementation - R shiny.
• Project documentation and presentation in markdown, LaTeX and the Confluence
• Developed 2 R packages
• Business communication language is German

Austria, Vienna

• Programmatically (R) collected, validated and analyzed stocks and bonds ESG, performance and fundamental data
• Created and applied ESG scores filter, studied the filter influence on the stocks and bonds universe and portfolio performance
• Created, implemented and validated a set of investment strategies based on ESG screening. Compared the performance of newly created factors with the Fama-French factors
• Documented and presented the research project which concluded if ESG scores filtering harms the performance in the US and European markets

Vienna

Described above

Vienna

• Financial modelling for interest rate and credit risk in R and Python: - creation - validation - stress testing
• Created a reporting automation application using R, Python and VBA
• Prepared the projects documentation

Minsk

• SAP automation solutions configuration, enhancement and customization
• Implementation of transportation management projects for Nike, Adidas, CMA CGM Group, Alutech as a part of an international team with top quality standards using Agile, Scrum, Kanban
• Main responsibilities: - functions and classes architecture design and implementation - OOP full-stack development in ABAP - Documentation and presentation of the implemented project modules

Minsk

• Customizing and OOP ABAP development of SAP ERP and SAP CRM modules for MTBank in ABAP language
• Created the documentation and presentations
• Backlog planning

Master Of Science - Ms, Quantitative Finance, 1.92/5 (Excellent)

Financial Modeling, Programming (R), Financial Markets and Institutions, Continuous Time Finance, Portfolio Management, Corporate Finance.

Master Of Science - Ms, Financial Engineering, 93/100 (Excellent)

Asset Management, Financial Mathematics, Modeling, Programming (R, Python, C#, VBA)

Specialist In Applied Mathematics And Computer Science (Bachelor + Master'S Degree), Applied Mathematics And Computer Science, 7/10

Econometrics, Statistics, Probability, Functional Analysis, Numerical Analysis, Optimization, Java, C++, C, SQL, OOP, Algorithms and.