Anna Ignashkina, Phd Email & Phone Number

Luxembourg

Luxembourg

Risk monitoring of direct investments (private equity/debt)Monitoring of KPIs, regular submissions to investment committees, includingplatform topics and quarterly watchlist updates.Escalation of assets showing early signs of underperformance. Python model development to efficientlymonitor asset performance.Liquidity risk managementQuarterly asset- and fund-level cash flow projections, assessment of implications on funds liquidity.External credit facility… Show more Risk monitoring of direct investments (private equity/debt)Monitoring of KPIs, regular submissions to investment committees, includingplatform topics and quarterly watchlist updates.Escalation of assets showing early signs of underperformance. Python model development to efficientlymonitor asset performance.Liquidity risk managementQuarterly asset- and fund-level cash flow projections, assessment of implications on funds liquidity.External credit facility monitoringParticipation in covenant negotiations for external credit facilities (both fund level and assetlevel). Monitoring of covenants, prevention of covenant breaches, communication with stakeholderson course of action in case of proximity to the limits.Responsible for calculation of performance scenarios and risk indicators for PRIIPS KIDmanufacturing. Quarterly submission of Annex IV reports and AIFMD leverage calculation. Show less

Luxembourg

I was a part of the Enterprise Risk Management team. I was working on Pillar 1 models(e.g. financial haircuts, LTV, liquidity adjustments), Pillar 2 ECAP models (price risk, spread risk, inter-risk diversification, etc.) and IFRS9 (ECL framework). I was also involved in the derivatives pricing and web application development. I created automated solutions using Python and Git.

Luxembourg

Conducted research in the areas of asset pricing and asset management.I created quantitative trading strategies using network analysis and natural language processing (NLP), and collected data for my own database on the US 10-Q and 10-K financial reports. I have published a paper on "Short-Term Reversals, Returns to Liquidity Provision and the Costs of Immediacy"(2022) in the Journal of Banking and Finance (co-authored with Kalle Rinne and Matti Suominen).I have… Show more Conducted research in the areas of asset pricing and asset management.I created quantitative trading strategies using network analysis and natural language processing (NLP), and collected data for my own database on the US 10-Q and 10-K financial reports. I have published a paper on "Short-Term Reversals, Returns to Liquidity Provision and the Costs of Immediacy"(2022) in the Journal of Banking and Finance (co-authored with Kalle Rinne and Matti Suominen).I have participated in the following workshops:1. PhD workshop: Financial Economics of Insurance at Princeton University 20192. PhD Masterclass: Delegated Money Management in Equilibrium at Stanford University 20183. SoFiE Summer School in Machine Learning for Asset Pricing at University of Chicago in 2018. Show less

Doctor Of Philosophy - Phd, Finance, General

Master'S Degree, Economics And Finance

Studied the price impact of clinical drug trials news in the US biopharmaceutical sector

Master'S Degree, Applied Economics

Activities and Societies: Worked in the field of financial econometrics on zero-inflated Poisson models

Bachelor'S Degree, Applied Mathematics And Informatics

Worked in the field of cluster analysis, created and implemented a polynomial algorithm for a clustering problem