Andrey Lvovsky personal email
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Andrey Lvovsky phone numbers
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 Analysis
Hedge Fund Management Firm
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Portfolio RiskHedge Fund Management Firm Mar 2012 - Present
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Vp, Market Risk Portfolio ManagementBarclays Capital Nov 2009 - Mar 2012New York, Ny, Us2011: Aggregate bank-level risk analysis and mitigation. VAR and Stressed VAR optimization. Macro stress scenarios, coherent stress testing (multipe asset classes), early warning indicators. Hedging (using FX, IR, credit and equity derivatives). Economic capital methodology. Regulatory capital analysis.2009-2010: Oversaw market risk for bank’s prop credit trading desks. Provided daily VAR sign off. Discussed risk parameters, limits and limit excesses with traders, propose ways to decrease the level of risk, including various hedges. Enhanced existing DVAR methodology through custom-made tools and also leveraging off of bank’s research and development resources. Developed frameworks for performance attribution, long-term risk metrics, diversification metric, risk models for new products. -
Senior AnalystPlainfield Asset Management Mar 2006 - Aug 2009Greenwich, Ct, UsHedged and managed risk for a $5 bn portfolio of HY bonds, bank debt, public and private equity, CDS.Analyzed and modeled portfolio risksAnalyzed effectiveness of different instruments for hedging Created quantitative trading and hedging modelsProduced and analyzed risk reports, presented risk strategy to investorsManaged the implementation of RiskMetricsUsed econometric methods such as ARCH, ARIMA, VECM, LASSOWorked with credit indices (CDX, ITRX), single-name CDS, high yield debt, equity index options and futures, IRS, swaptions, inflation swaps -
Manager, Portfolio AnalystUbp Asset Management Jan 2003 - Mar 2006Produced risk management package on monthly and quarterly basis. Ran optimization analysis; analyzed leverage, exposures, liquidity and concentrations top-down and bottom-up. Conducted interviews with managers, analyze performance, PPMs, and due diligence questionnaires. Became Co-Portfolio Manager for Global Long/Short Equity FoF in Jan '05. Developed new analytical framework for the portfolio, changed 70% of managers in the portfolio, achieved +12.5% return in 2005.
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Senior Software EngineerGartner Inc Jan 2001 - Jan 2003Lotus Notes, C++, Java
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ConsultantXpedior Dec 1999 - Sep 2000UsLotus Notes/Java
Andrey Lvovsky Skills
Andrey Lvovsky Education Details
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Nyu Stern School Of BusinessFinance -
Lomonosov Moscow State University (Msu)Mathematics
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679 High School, Moscow
Frequently Asked Questions about Andrey Lvovsky
What company does Andrey Lvovsky work for?
Andrey Lvovsky works for Hedge Fund Management Firm
What is Andrey Lvovsky's role at the current company?
Andrey Lvovsky's current role is Portfolio Risk/Hedging at Hedge Fund.
What is Andrey Lvovsky's email address?
Andrey Lvovsky's email address is an****@****ail.com
What is Andrey Lvovsky's direct phone number?
Andrey Lvovsky's direct phone number is +120327*****
What schools did Andrey Lvovsky attend?
Andrey Lvovsky attended Nyu Stern School Of Business, Lomonosov Moscow State University (Msu), 679 High School, Moscow.
What are some of Andrey Lvovsky's interests?
Andrey Lvovsky has interest in Mathematics, Teaching, Mma, Volleyball, Good Movies, Kickboxing, Reading, Barbecuing For Friends, Crossfit, Spending Time With The Family.
What skills is Andrey Lvovsky known for?
Andrey Lvovsky has skills like Market Risk, Hedge Funds, Portfolio Management, Credit Derivatives, Quantitative Analytics, Hedging, Risk Management, Equities, Capital Markets, Equity Derivatives, Var, R.
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