Donatas Vadopalas Email & Phone Number

Lithuania

Vilnius, Vilniaus, Lithuania

DeRISK is a technology-driven investment, risk management and treasury services provider focused on professional, corporate clients. We help clients develop and maintain innovative solutions for managing risk, liquidity and investments.

Vilnius, Vilniaus, Lithuania

- Responsible for advising clients and internal team on derivatives pricing, risk management and trading;- Trading and management of Currency and Commodity exposures;- Advisory, development and implementation of sophisticated financial modelling and risk measurement approaches to corporate clients;- Development and implementation of financial models in BI software (Power BI).

Vilnius, Vilniaus, Lithuania

CONNFIN is quantitative research, development and advisory company focused on financial markets. CONNFIN Group capabilities span:- Bespoke investment & risk management services for professional clients;- Advisory in financial and risk modelling;- Advisory in capital markets, portfolio and investment management research;- Data analytics.

Vilnius, Vilniaus, Lithuania

Quantitative Analyst focused on Research & Development services within financial services industry:- Researched efficiency of asset allocation methods and implemented portfolio back-testing models;- Researched and developed multi-asset quantitative investment strategies for Hedge Fund and Asset Management clients;- Developed derivatives and structured products pricing methodologies and tools using historical and live market data for trading applications;- Implementation of quantitative credit risk (retail banking) modelling solution (IFRS 9);- Implemented universal probability of default modelling algorithm for retail loans;- Implemented business and finance analytics solution to an SME in Microsoft Power BI.Quantitative development of Blockchain - based derivatives exchange. (Level01 Technologies, start-up located in Hong Kong):- Developed quantitative methodology for building FX volatility surfaces and implied probability distributions;- Researched Implied Volatility modelling methodologies for FX and Commodity asset classes;- Build real-time derivatives pricing tools and analytics;- Developed real-time analytics capabilities for end-users of innovative derivatives exchange.

Vilnius, Vilniaus, Lithuania

- Insurance claim data analysis, providing insights into core business statistics;- Developed MS Excel data analytics tools to improve business decision making;- Liaised with external parties on data collection, verification and quality assurance.