Head Of Treasury Quantitative Research
CurrentIn charge of modelling capital utilization, allocation and optimization
Feb 2022 - Present
AeroLeads people directory · profile
Dana Manuela Calistru, Ph.D. Email & Phone Number
Head of Treasury Quantitative Research, Balyasny Asset Management
at
Balyasny Asset Management L.P.
1 work email found
@bamfunds.com
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Current company
Role
Head of Treasury Quantitative Research, Balyasny Asset Management
Location
New York City Metropolitan Area, United States, United States
Who is Dana Manuela Calistru, Ph.D.? Overview
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Quick answer
Dana Manuela Calistru, Ph.D. is listed as Head of Treasury Quantitative Research, Balyasny Asset Management at Balyasny Asset Management L.P., based in New York City Metropolitan Area, United States, United States. AeroLeads shows a work email signal at bamfunds.com and a matched LinkedIn profile for Dana Manuela Calistru, Ph.D..
Dana Manuela Calistru, Ph.D. previously worked as Head of Treasury Quantitative Research at Balyasny Asset Management L.P. and Director, Quantitative Trading Strategies, Risk and Financial Resource Management at Cantor Fitzgerald. Dana Manuela Calistru, Ph.D. holds Phd, Physics - Laser Physics from The Graduate Center, City University Of New York.
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Email format at Balyasny Asset Management L.P.
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*@bamfunds.com
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AeroLeads found 1 current-domain work email signal for Dana Manuela Calistru, Ph.D.. Compare company email patterns before reaching out.
Profile bio
About Dana Manuela Calistru, Ph.D.
Highly quantitative fixed income trading, analytics and risk professional with strong management, business and problem-solving skills. Extensive expertise in risk management, liquidity management, margin optimization, capital and balance sheet allocation and optimization, markets, portfolio construction and analysis, securities valuation, P&L management, in various trading environments. Independent thinker, industry recognized for developing creative, expert solutions addressing complex markets problems. Winner of 2 Risk Magazine awards for risk management.Strong management and project management skills. Proven track record in bringing to successful completion projects involving cross divisional teams.
Listed skills include Prime Brokerage, Fixed Income, Capital Markets, Hedging, and 18 others.
Current workplace
Dana Manuela Calistru, Ph.D.'s current company
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7 roles · 27 years
Dana Manuela Calistru, Ph.D. work experience
A career timeline built from the work history available for this profile.
Director, Quantitative Trading Strategies, Risk And Financial Resource Management
Instrumental in building the Fixed Income Financing franchise from ground zero, and running it as the division’s largest revenue generator in a well-controlled risk environment.In charge of financial resource management and optimization: risk, capital, margin, balance sheet, liquidity, for the fixed income financing trading business.Responsible for.
2017 - Dec 2022
Capital, Liquidity, Risk And Margin Management
Golden Oak Tree, Llc
Developed bespoke solutions for fixed income financing portfolios optimizing capital/margin, balance sheet and risk utilizationDesigned client-specific collateral allocation and cash usage optimization solutionsDesigned and implemented client specific portfolio margin methodologies
2015 - 2017
~2 yrs
Director, Global Head Of The Portfolio Risk And Margin Group
In charge of the global risk and margin portfolio group, responsible for implementing cross asset portfolio margin methodologies, analyzing complex client portfolios and managing portfolio risk and margin for major hedge funds. Active participant in client meetings (PM, CFO, CRO level) presenting and reviewing clients’ risk, margin, portfolio margin.
2013 - 2015
~2 yrs
Director, Global Head Of Financial Resource Utilization, Risk And Analytics, Fixed Income Financing
Led the research, modelling, development and implementation of a proprietary trading and financial resource management in-business global system, covering risk, balance sheet and RWA allocation, liquidity management, margin and collateral optimization used for daily trading business operation and tactical client management decisions, for the global Fixed.
2008 - 2015
~7 yrs
Senior Vice President, Fi Financing Trading
Responsible for relative value trading and desk level hedging for the US Fixed Income Financing desk, driven by desk positions and economic forecasts affecting the short end of the curveResponsible for macro hedging and relative value trading for the US Fixed Income Financing desk, covering cash instruments, swaps, basis, futures and short dated ETOs.
2002 - 2008
~6 yrs
Government Analytics
Worked on the expansion of Fixed Income pricing librariesOne of the two main contributors to the implementation of the Bond Futures modelDesigned and implemented a horizon analysis calculator for vanilla and callable instruments with embedded term repo assumptions, factor and fed-moves based scenario analysisImplemented various analytics (TEDs, ASW,..).
1999 - 2002
~3 yrs
2 education records
Dana Manuela Calistru, Ph.D. education
Phd, Physics - Laser Physics
The Graduate Center, City University Of New York
Bs, Ms, Physics - Optics And Spectroscopy
University Of Bucharest
FAQ
Frequently asked questions about Dana Manuela Calistru, Ph.D.
Quick answers generated from the profile data available on this page.
What company does Dana Manuela Calistru, Ph.D. work for?
Dana Manuela Calistru, Ph.D. works for Balyasny Asset Management L.P..
What is Dana Manuela Calistru, Ph.D.'s role at Balyasny Asset Management L.P.?
Dana Manuela Calistru, Ph.D. is listed as Head of Treasury Quantitative Research, Balyasny Asset Management at Balyasny Asset Management L.P..
What is Dana Manuela Calistru, Ph.D.'s email address?
AeroLeads has found 1 work email signal at @bamfunds.com for Dana Manuela Calistru, Ph.D. at Balyasny Asset Management L.P..
Where is Dana Manuela Calistru, Ph.D. based?
Dana Manuela Calistru, Ph.D. is based in New York City Metropolitan Area, United States, United States while working with Balyasny Asset Management L.P..
What companies has Dana Manuela Calistru, Ph.D. worked for?
Dana Manuela Calistru, Ph.D. has worked for Balyasny Asset Management L.P., Cantor Fitzgerald, Golden Oak Tree, Llc, Barclays, and Lehman Brothers.
How can I contact Dana Manuela Calistru, Ph.D.?
You can use AeroLeads to view verified contact signals for Dana Manuela Calistru, Ph.D. at Balyasny Asset Management L.P., including work email, phone, and LinkedIn data when available.
What schools did Dana Manuela Calistru, Ph.D. attend?
Dana Manuela Calistru, Ph.D. holds Phd, Physics - Laser Physics from The Graduate Center, City University Of New York.
What skills is Dana Manuela Calistru, Ph.D. known for?
Dana Manuela Calistru, Ph.D. is listed with skills including Prime Brokerage, Fixed Income, Capital Markets, Hedging, Risk Management, Market Risk, Quantitative Analytics, and Repos.
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