Banner Image

Skills

  • Analysis
  • Portfolio Analysis
  • Statistics
  • Backtesting
  • Correlation Analysis
  • Credit Analysis
  • Derivatives
  • Forecasting
  • Investment Portfolio Design
  • Mathematical Modeling
  • Mathematics
  • Monte Carlo Simulation
  • Programming
  • R Programming
  • Trading Strategy

Sign up or Log in to see more.

Services

  • Quantitative credit analysis

    $5/hr Starting at $25 Ongoing

    Dedicated Resource

    Risk and return evaluation (VaR, default adjusted spread, default probability, ....) of a credit portfolio or credit derivatives (CDO, CMBS, ...). Monte carlo simulation of a portfolio fo loans and evaluation...

    AnalysisCredit AnalysisDerivativesMathematical ModelingMonte Carlo Simulation

  • Quantitative macroeconomical analysis

    $5/hr Starting at $25 Ongoing

    Dedicated Resource

    Various ad hoc analysis of macroeconomy - house prices, default probailities, economical cycles, non-performing loans, correlation analysis etc. Possible to prepare a simple application for analysis based...

    AnalysisCorrelation AnalysisForecasting

  • Applied mathematics and statistics

    $5/hr Starting at $25 Ongoing

    Dedicated Resource

    Providing any type of mathematical and statistical consultancy and modelling in applied mathematics, whether it's biology or economy.

    MathematicsR ProgrammingStatisticsVBA Programming

  • Trading strategies

    $25/hr Starting at $25 Ongoing

    Dedicated Resource

    Programming of investment strategies based on client's demand. Testing proposed strategies to gain predicted profit and loss, winn to loss ratio, average investent return and othe figures based on backtesting...

    BacktestingInvestment Portfolio DesignPortfolio AnalysisProgrammingTrading Strategy

About

A company of one person aimed to provide services of quantitative analysis in economy and finance. Joining the knowledge from statistics, mathematics, programming, economy and finance.

Company was setup in 2008 to provide services for Erste Group Bank research depatment mainly aimed to support a credit analysis and macro research. During the time the projects extended to cover also technical solutions for credit, i.e. development of application for portfolio credit analysis. Many various analyses were performed since then for Erste Bank.

Founded: 2008

Meet the Team

  • Alena

    Alena

    Mrs.

Work Terms

Currently it's not possible to provide full-time services, only part-time or other flexible time options.

Attachments (Click to Preview)