Anna Srapionyan, Phd Email & Phone Number

Boston, MA, US

Global Asset Allocation (GAA) | Fidelity Asset Management Solutions (FAMS)

West Hollywood, California, US

Huys Foundation supports Armenian youth achieve educational excellence, with an academic and professional commitment to Armenia and the Armenian nation. Read more at https://huysfoundation.org/.

Boston, Massachusetts, US

55ip, a JPMorgan Company, is a tax-smart investment strategy engine that dramatically improves financial advisors’ efficiency and effectiveness.

Charlotte, NC, US

Exotic/Non-linear rates

Ithaca, NY, US

• Financial Engineering with Stochastic Calculus I (ORIE 5600) - Fall 2015, Fall 2016, Fall 2017, Fall 2018
• Quantitative Methods of Financial Risk Management (ORIE 5650) - Spring 2018, Spring 2019
• Derivatives Securities I and II (NBA 6730/6740) - Fall 2017
• Introduction to Engineering Stochastic Processes II (ORIE 4520/5520) - Fall 2015
• Introduction to Engineering Stochastic Processes I (ORIE 3510/5510) - Spring 2016My responsibilities include giving recitations, holding office hours and grading homework/exams.

Ithaca, NY, US

• In addition to serving as a role model and resource for newly appointed TAs in the Engineering College, I also
• developed and co-facilitated workshops to prepare new TAs for their roles in working with students,
• learnt innovative teaching methods,
• received training in workshop facilitation,
• conducted microteaching sessions.

Ithaca, NY, US

• Quantitative Methods of Financial Risk Management (ORIE 5650) - Outline:
• Mean-variance portfolio theory,
• Risk measures,
• Multivariate models for market risk,
• Modeling dependence via copulas,
• Credit risk management and

Ithaca, NY, US

• Engineering Probability and Statistics (ENGRD 2700) - Topics:
• random variables,
• probability distributions,
• expectation,
• limit theorems,
• estimation,

FAST amplifies and empowers scientific advancement and technological innovation in Armenia and beyond.

Charlotte, NC, US

Quantitative Strategies Group, Exotic/Non-linear rates

Minneapolis And St. Paul, Minnesota, US

• The Math-to-Industry Boot Camp at the Institute of Mathematics and its Applications is an intense six-week session designed to provide graduate students with training and experience that is valuable for employment.
• Designed decisions making strategy for sending offers by determining Key Performance Indicators (KPIs) and using a reinforcement learning algorithm called contextual bandits
• Generated a revenue increase of 243 million dollars in a year (ten million people, extrapolated) compared with distributing offers randomly

London, GB

Implemented the novel algorithm of “Arbitrage-Free Smoothing of the Implied Volatility Surface” (M.R.Fengler, 2005)

Singapore, Singapore, SG

• The project objective was to produce prices and hedging strategy for portfolios of financial products.
• Created the tools for the pricing and risk management of financial products using a leading third party library, F3 from FINCAD
• Built a pricing “engine” that enables the user to accurately price a portfolio of vanilla options on equities

Yerevan, AM

Assisted in coordinating the Luys Mentorship Initiative, facilitating cooperation amongst the Luys community members and ensuring rich mentoring experience.Website: http://www.luys.am/en/mentorship

Doctor Of Philosophy (Phd), Applied Mathematics

Master Of Arts - Ma, Applied Mathematics

Master Of Science (Ms), Financial Mathematics

Bachelor'S Degree (With Honours), Mathematics