Andrei Vadan Email & Phone Number

Vienna, Austria

Vienna, At

Vienna, Austria

Montreal, Quebec, Canada

Cluj-Napoca

Montreal, Canada Area

Montreal, Canada Area

My main responsibility is in analyzing, designing and developing applications for short-term day–to-day operations of the company. I also work closely with the CTO to identify, analyze and develop long-term projects and future products like new quantitative metrics and reports to be used by the analysts and the clients. I am responsible as well for ad-hoc requests from clients concerning data analysis.I work mainly within the .NET framework, using VB and C#. I also manage and work with the company's database. The quantitative analysis is done using R and proprietary software.

• Speculating on a variety of futures products with the purpose of making a profit• Studying each specific product and making decisions on the potential for profit and loss• Placing buy and sell orders on each product while using specific trading strategies• Using an array of economic indicators and technical analysis in the process of anticipating market behavior• Managing position risk by hedging and implementing other risk management procedures• Writing technical and economic reports at the beginning and ending of each trading day

During my time with the Bank of Canada, I saw firsthand how financial risk impacts a financial institution while working on a financial risk management project for the Bank’s Pension Fund. The purpose of this project was for the Bank’s Pension Fund management to determine the health of their portfolio of investments through different risk metrics analysis. The risk metrics calculated (through a combination of mathematical models and programming) were used to effectively modify the Bank’s exposure to certain types of securities and assets. Once the project was completed I felt great pleasure in seeing its recommendations being applied to the overall investment strategy of the Pension Fund. I also found great satisfaction in having the opportunity to organize my own deadlines and being responsible for all the tasks required towards the project’s completion.

Master Of Science (Msc), Financial Engineering

Bachelor Of Science (Bsc), Mathematics

Dec, Pure And Applied Science