Data Science, FRM

Resume posted by Aleksandr in Finance.
Desired salary: $3,100.00
Desired position type: Any
Location: Kostiantynivka Donetsk Oblast, Ukraine

Contact Aleksandr

Summary

Web-scraping — bot (rvest, httr), Docker+Selenium
Web applications — Shiny, Markdown, plotly;
Text-mining — bag of words, bigrams and the frequency of words;
Data-mining — regression and classification problems;
Big Data — data.table, parallel, Amazon Web Services

Education

2002 2005гг. Konstantinovsky Industrial College, Economics and Entrepreneurship – junior finance specialist

2005 2008гг. Donetsk National University of Economics and Trade named after Mikhail Tugan-Baranovsky, Accounting and Auditing – master

Experience

ISO 31000 risk management consultancy

  • Dveloped and Implemented insurance policy of market risk of sunflower oil using soybean futures. Increased operating margin by 11%

  • Developed and implemented options hedging strategy. The model managed inter product spread between aluminium scrap and primary aluminium

  • Managed portfolio of the local government bonds and forward contracts

  • Develoed risk map for professional cosmetics company

  • Developed model to hedge catastrophe risk of sudden drop in price of gold for a jewelry factory

  • Modelled National Bank of Ukraine currency auctions as a part of statistical research to forecast local currency exchange rate

  • Resarch the impact of Dow Jones news wires mood (positive, negative) on the index itself

  • Conducted seasonality study of London Metals Exchange prodcuts.

  • Created probabilistic forecast model for LME productsа

Skills

  • R (5 years),

Specialties

    FRM

Spoken Languages

    Ukrainian, Русский (Родной)