Data Scientist responsible for risk management and validation of ML and statistical models used in the bank for diverse financial applications. Models deployment areas include: pricing optimization, marketing, credit risk, regulatory compliance.

Quantitative financial advisory for derivatives pricing.Valuation of derivatives (options, forwards, contingent payments) using closed form solutions and numerical methods.Build models and simulations (Monte Carlo) for valuation of debt instruments and complex securities.Programming: R, Python, Excel VBA.

Project management and system engineering of hardware/software multi-disciplinary projects. Helmet mounted display systems and satellite communication project

Managed group responsible for physical design flow development, test chips for digital and high speed analog IPs, backend design services from RTL to physical signoff and delivery of tested die.

Managed design and verification groups. People and projects management.Chip and core products in the communication area.Set-up a 25 person chip design team in East-Europe.

Development of chips and IP cores from feasibility study and architecture till lab bringup.