プロフィール詳細

プロジェクトを作成

★★★★★

☆☆☆☆☆

★★★★★

☆☆☆☆☆

Yury Z.に依頼

United Kingdom

Finance and Economics Expert experienced in Systematic Macro Trading & Development

プロフィール概要

I have 13+ years of experience in financial services, including 6 years in investment research and portfolio management at the largest Emerging Markets macro hedge fund. Currently, I partner with consultancies, hedge funds and family offices to develop systematic macro strategies and portfolios. At Pharo Management, a $12bn Emerging Markets hedge fund, my investment strategies were the second biggest contributor to the overall fund performance. I also managed a $100mn high conviction investment portfolio of credit, FX and interest rate assets, generating double digit annual returns and a Sharpe ratio of 2.25. At Noble Group, I traded gasoline, diesel and other oil liquids, while also working on large multi-million dollar deals in the oil and gas sector. I can help you with signal generation, backtesting, development and portfolio management. I can also build and test for you econometric and financial models. Areas of expertise: -- Performing financial and economic analysis -- Developing investment strategies and ideas -- Financial and economic modelling and forecasting -- Building econometric and statistical tools -- Coding in R and other programming languages -- Designing risk management processes In addition to my quantitative and analytical skills, I have an extensive network of relationships with industry analysts, investors, traders and policymakers. Importantly, I bring to bear a global perspective, having lived and worked in 3 different continents and 2 global financial centres - London and New York. Please send me a message and I am happy to discuss your needs and how I can help.

専門分野

• ★ R
• ★ Investment Management
• ★ Macroeconomics
• ☆ Data Analysis
• ☆ Algorithm Design
• ☆ Predictive Modeling & Analytics
• ☆ Data Visualization
• ☆ Financial Modeling
• ☆ Statistics
• ☆ Statistical Theory
• ☆ Pure Mathematics
• ☆ Mathematical Analysis
• ☆ Statistical Finance
• ☆ Mathematical Finance
• ☆ International Economics
• ☆ Political Economy
• ☆ Econometrics
• ☆ Economic Evaluation
• ☆ Risk Management

サービス

• Research
• Consulting
• Data & AI
• Product Development

Research Market Research, User Research, Fact Checking

Consulting Scientific and Technical Consulting

Data & AI Predictive Modeling, Statistical Analysis, Algorithm Design-Non ML, Data Visualization, Big Data Analytics, Data Insights

Product Development Prototyping

職務経験

Systematic Macro Strategist

Family Office

4月 2020 - 現在

Macro Strategist

Consulting

1月 2019 - 現在

Economist

Pharo Management

8月 2013 - 1月 2019

Structuring/Trading

Noble Group

8月 2011 - 8月 2013

学歴

Masters of Science (Distinction)

London School of Economics and Political Science, University of London - United Kingdom

9月 2010 - 7月 2011

Bachelor of Science

Carnegie Mellon University

8月 2001 - 8月 2006

認定資格

• 認定資格の詳細は未入力です。