Sofya Kovalenko Email & Phone Number

London, GB

London, England, United Kingdom

• Rotations across LDI, IG Credit (public and private) and Private Equity
• Macroeconomic Research, Asset Allocation
• Portfolio monitoring and analysis

London, England, United Kingdom

• Completed a 3-week rotational training across the Buy-side, Sell-side and IBD roles, achieving a Level 6 Diploma with Distinction.Buy-side
• Traded across different futures indices on US PCE data release on the CME simulator, using fundamental market analysis, and technical analysis to find the best entry/exit points
• Generated an alpha of 9.75% on a fictitious 12-month $20million client portfolio with 60/40 asset allocation. Based on the client’s objectives and risk appetite as well as the macro sentiment, I adjusted the 60/40 mix.
• Leveraged client relationships to facilitate their trades and make a commission. Used cross trades to manage the bank’s position of risk effectively as well as provided competitive bid/offer spreads via the quote.
• Managed energy price risk by trading a calendar/crack box spread through the volatility of hurricane Harvey (2017). Using a relative value strategy, I mitigated oil price risk by hedging the front month gasoline to oil.
• Automated the market making process by building a quant model in Python. It executed incoming orders from hedge funds by providing a skewed bid/offerIBD

Bachelor Of Science - Bs, Economics

Mathematics A*, Economics A*, French A*, Further Mathematics A