Posted by on November 11, 1998 at 01:11:19:
QUALIFICATIONS:
Acquired expertise, research and programming skills in
Financial Engineering and Economics at the University
of Michigan, with the emphasis on
· financial risk management: marking-to-market,
risk management of options positions, Value-At-Risk,
firm-wide risk management;
· derivatives pricing using mathematical models: from
the Black-Scholes analysis for plain vanilla options
to multi-factor, interest rate and credit risk models;
· derivatives pricing using numerical procedures:
Monte Carlo simulation, bi- and trinomial trees,
finite difference method;
· quantitative methods in statistics, econometrics,
and time series analysis.
EDUCATION:
1998, MS in Financial Engineering
(GPA 8.33 on a scale of 9), University of Michigan, USA
1998, MA in Economics (GPA 7.7 on a scale of 9),
University of Michigan, USA
1996, Postgraduate Diploma in Business Economics,
University of Strathclyde, Glasgow, UK
1992, Diploma of Engineer in Electronics
(GPA 4.6 on a scale of 5), MISIS, Moscow, Russia
SKILLS:
· Computer: C++, MATLAB, STATA; UNIX; MS Windows 95,
Word 97, Excel 97.
· Language: Russian (native), English (fluent),
Mandarin (beginner).
WORKING EXPERIENCE:
1997-98, Research Assistant, National Bureau of
Economic Research, USA
Processing and analyzing large firm-level data for
the National Bureau of Economic Research project on
reallocation of physical capital.
1997-98, Instructor, University of Michigan, USA
Designing and teaching Introductory Macroeconomics.
1996-97, Research Assistant in Project
"Teaching Economics in Russia", Tufts University, USA
Designing and processing a questionnaire for the
survey on economic higher education.
1995-96, Assistant-Consultant, Banking Advisory
Services, EC-TACIS Program in Kazakstan
Assisting international consultants in providing
advice and presentations to local banks on banking,
research and collecting data on banking, interpreting,
and translating documents.
MEMBERSHIPS AND AWARDS:
· Member of Global Association of Risk Professionals
since Spring 1998
· Research Fellowship, Economics Department,
University of Michigan, Summer 1997
· Graduate Fellowship, Rackham Graduate School,
University of Michigan 1996/97
· British Gas/University of Strathclyde/Foreign and
Commonwealth Office Scholarship 1995/96