Grair Sarkisian Email & Phone Number

Ереван, Армения

Ереван, Армения

Ереван, Армения

· Developing innovative internal index setup platform· Developing, setting up and backtesting of momentum, trending and other type index strategies· Developing web application and website· Setup, deployment and support of FTP, API and cloud calculations

Moscow Russia

· Developed and successfully implemented models for pricing credit / deposit products in accordance with market conditions.· Pricing of LTP and interest rate risk.· Participation in the development and implementation of FTP system.· Developing financial models.· Pricing of interest rate derivatives.· Automotion of financial settlements.· Building models for forecasting of market rates.

Moscow,Russia

Analyst, Pricing division (Treasury), Department of Finance· Evaluation of embedded options for credit / deposit products.· Calculation of interest rate risk.· Calculation of transfer curves.· Developing financial models.

Moscow,Russia

Intern, Section of development of risk valuation models, Office of market risks,Department of risk Sberbank CIB.• Worked on estimating the value of the sensitivity coefficient for inflation-linked bonds. The sensitivity coefficient was used to evaluate the risk metrics DV01 and VaR for portfolios with inflation-linked bonds.

Moscow,Russia

Intern, Office of methodology of risk operations in global markets,Department of methodology and risk control.• Developed and successfully implemented a statistical test of automatic detection of a disorder of the boot process quotes.

Moscow,Russia

I was trading on the Moscow Exchange on my own.• Traded on the stock market, using various tools of technical analysis and some fundamental indicators.

Moscow,Russia

Intern, Section of the commercial work, Office of support railway transport,Department of transport and logistics.• Elaboration of the commercial proposals from transport companies (TC), gathering information about the TC and formation of sheets bidding. • Optimization of the tabular form of competitive sheets in Excel format.• Optimization of the core quarterly forms for the importation of raw materials to the company. • Calculation and optimization of the main forms of internal reporting of financial performance of the department.