Experience

Commerzbank Digital Technology Centre Bulgaria

• Bulgaria
• IT Services and IT Consulting
• 300 - 400 Employee

• Quantitative Developer

  • Sep 2022 - Present

  Linear rates quant Linear rates quant



EPAM Systems

• United States
• IT Services and IT Consulting
• 700 & Above Employee

• Quantitative Developer

  • May 2018 - Sep 2022

  Investment bank Quantitative Analytics - Python/C++ development Investment bank Quantitative Analytics - Python/C++ development



Barclays

• United Kingdom
• Financial Services
• 700 & Above Employee

• Quant

  • Jun 2017 - May 2018

  Quantitative Analytics - multi-curve construction - pricing of linear rate instruments - curve shocking methodology - pricing and risk of treasury portfolio (swaps, FRAs, caps/floors, European swaptions, Bermudan swaptions) - quant C++ Library development Quantitative Analytics - multi-curve construction - pricing of linear rate instruments - curve shocking methodology - pricing and risk of treasury portfolio (swaps, FRAs, caps/floors, European swaptions, Bermudan swaptions) - quant C++ Library development



Morgan Stanley

• United States
• Financial Services
• 700 & Above Employee

• Risk Quant

  • Sep 2015 - May 2017

  Risk Analytics - pricing and risk of interest rate derivatives - development and testing of new VaR methodology in Rates - testing PnL accuracy of the risk measures and full-revaluation scenarios. - development in Scala and Python Risk Analytics - pricing and risk of interest rate derivatives - development and testing of new VaR methodology in Rates - testing PnL accuracy of the risk measures and full-revaluation scenarios. - development in Scala and Python



Markit

• United Kingdom
• Information Services
• 400 - 500 Employee

• • Sep 2012 - Sep 2015

  Fixed Income Indices and Bond Analytics- creating new Bond Indices- pricing and analytics of Bonds- development in Python

• • Jun 2012 - Aug 2012

  Index Research and Design