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fice reconciliation system for fixed income derivatives under VC++/VBA 1995-1996 Ptvgrammer/Anabut at Midas Kapiti (Financial systems), Russ Berry, Avon Products in NY/NJ area. 1994-1995 Researcher at the Image of Mathematics, Ural branch, Russia. PhD thesis in Multivariate Complex Analysis.- "Surjecdvity o
ucially contributed to an analytical model design and filed a patent for this model. This included expanding on theoretical framework of R. Almgren, R. Kissel and others by enabling real-time optimization capability for the algorithm via the derivation of a certain closed form analytical utility function
office reconciliation system for fixed income derivatives under VC++/VBA 1995-1996 Partner, /Inaba at Midas Kapiti (Financial systems), Russ Berry, Avon Products in NY/NJ area. 1994-1995 Renumber at the Institute of Afathesnatia, Ural branch, Russia. PhD thesis in Multivariate Complex Analysis.- "Surfectivio
ucially contributed to an analytical model design and filed a patent for this model. This included expanding on theoretical framework of R. Almgren, R. Kissel and others by enabling real-time optimization capability for the algorithm via the derivation of a certain closed form analytical utility function
ice reconciliation system for fixed income derivatives under VC++/VBA 1995-1996 Programmer/ Anabut at Midas Kapiti (Financial systems), Russ Berry, Avon Products in NY/NJ area. 1994-1995 Researcher at the butitute of Mathematics, Ural branch, Russia. PhD thesis in Multivariate Complex Analysis.- "Surfectivi
Pre-Trade Arrafrsis: designed and implemented advanced portfolio pre-trade analysis model which had significant advantage over regular models, e.g. R. Kissel, by accounting for serial correlations in both Liquidity and Portfolio risk estimation. • Agen9' Strategy Suite: implemented a number of trading st
Entities connected to both Avon Products and R. Kissel
Stochastic Control
ORGANIZATIONVector Auto Regression
ORGANIZATIONGARCH
ORGANIZATIONARIMA
ORGANIZATIONBarclays Capital
ORGANIZATIONGranger
PERSON
Design
ORGANIZATIONAdaptive
ORGANIZATIONMarkovian
PERSONKalman
PERSONMarket Microstructure
PERSON
Marla Maples
PERSONVC++
PERSONRuss Berry
PERSONQuadratic
PERSONConvex
PERSONButtonwood Group
ORGANIZATIONSharpe
ORGANIZATIONTrade Tactics
ORGANIZATIONBNY Securities
ORGANIZATION