Ioannis Georgaras

Quantitative business analyst - Market risk at Commerzbank Czech Republic
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Contact Information
us****@****om
(386) 825-5501
Location
Prague Metropolitan Area, CZ
Languages
  • English Full professional proficiency
  • Spanish Elementary proficiency
  • Greek Native or bilingual proficiency
  • Czech Elementary proficiency

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Credentials

  • Scrum Master Certification Specialization
    Coursera
    Jan, 2022
    - Nov, 2024
  • Applied Data Science Specialization
    Coursera
    Mar, 2021
    - Nov, 2024
  • Predict electricity consumption in Python using Scikit-Learn
    Coursera
    Jan, 2021
    - Nov, 2024
  • Machine Learning for Trading Specialization
    Coursera
    Oct, 2020
    - Nov, 2024
  • EFET Energy Markets Training Programme
    European Federation of Energy Traders (EFET)
    Sep, 2020
    - Nov, 2024
  • Advanced Commodity Options
    Intercontinental Exchange
    Dec, 2019
    - Nov, 2024
  • Commodity options
    Intercontinental Exchange
    Nov, 2019
    - Nov, 2024
  • International Oil Trader Academy
    Intercontinental Exchange
    Aug, 2019
    - Nov, 2024
  • Credit Analysis and rating
    Advanced Risk Management, s.r.o.
    Jun, 2019
    - Nov, 2024
  • Modeling Risk and Realities
    Coursera
    Jun, 2016
    - Nov, 2024
  • Credit Risk Modeling in R
    DataCamp
  • Kaggle R Tutorial on Machine Learning
    DataCamp
  • Quantitative Risk Management in R
    DataCamp
  • Statistical Learning
    Stanford University
  • Statistical Modelling with R
    Athens University of Economics and Business

Experience

    • Czechia
    • Banking
    • 100 - 200 Employee
    • Quantitative business analyst - Market risk
      • Sep 2022 - Present

    • Czechia
    • Oil and Gas
    • 1 - 100 Employee
    • Senior Risk Analyst
      • Mar 2022 - Jul 2022

    • Switzerland
    • Oil and Gas
    • 1 - 100 Employee
    • Risk projects developer
      • Aug 2021 - Dec 2021

      Development of new PnL calculations and reporting.

    • Data Scientist
      • May 2021 - Jul 2021

      Analysis of power demand in european markets.

    • Market Risk Analyst
      • Feb 2018 - May 2021

      Senior member of Risk, maintaining the VaR model in R, valuation of products, controlling the PnL calculation and reporting, implementing reports, establishing new products, monitoring liquidity, automating workflows etc.

    • Czechia
    • Telecommunications
    • 700 & Above Employee
    • Big Data Engineer
      • Nov 2017 - Jan 2018

    • Czechia
    • Banking
    • 700 & Above Employee
    • Market Risk Analyst
      • Jul 2016 - Oct 2017

      Part of the Market Risk Models team. Managing the risk for the bank’s Trading Book and Internal Model, which includes calculating VaR numbers, capital requirements, managing the consistency between sensitivities and limits, backtesting analysis, stress testing etc. Pricing of structured products, commodities etc. Part of the Market Risk Models team. Managing the risk for the bank’s Trading Book and Internal Model, which includes calculating VaR numbers, capital requirements, managing the consistency between sensitivities and limits, backtesting analysis, stress testing etc. Pricing of structured products, commodities etc.

    • United States
    • Higher Education
    • 700 & Above Employee
    • Teaching Assistant
      • Aug 2014 - Dec 2014

      Taught discussion sections of Precalculus Algebra, held regular office hours, proctored exams, completed exam grading and assigned final, homework and quiz grades. Taught discussion sections of Precalculus Algebra, held regular office hours, proctored exams, completed exam grading and assigned final, homework and quiz grades.

Education

  • National Technical University of Athens
    Master’s Degree, Computational and Applied Mathematics
    2012 - 2014
  • National Technical University of Athens
    Engineer's degree, Applied Mathematics
  • 1st Lyceum of Argos
    High School, Science Direction

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