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Quantitative credit analysis

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 of the risk and profit considering the default correlation among the credits within countries and industries.

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$5/hr Ongoing

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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 of the risk and profit considering the default correlation among the credits within countries and industries.

Skills & Expertise

AnalysisCredit AnalysisDerivativesMathematical ModelingMonte Carlo SimulationPortfolio AnalysisStatistics

5 Reviews

  • Julio 29 says,

    Alena's R code skills are at the very top (5star for Tech skills). I appreciated that she can go out of her path to find the best matching solution (5star for Creativity). I definetely recommend her and hope to work together again soon. Thanks

    for online coaching session R Database on Sep 23, 2016

  • Sean 207 says,

    Once again, Alena exceeded our expectations. I would have no hesitation in highly recommending her to any employer.

    for Automate word reports using excel on May 20, 2016

  • Sean 207 says,

    Alena is a highly talented VBA coder who exceeded our expectations in completing a difficult automation problem. She consistently provided innovative solutions to seemingly intractable problems. Most importantly, she took the time to understand the underlying problem we were trying to solve and was very pleasant to work with throughout the process. I would have no hesitation in highly recommending her to any employer.

    for Automate word reports using excel on May 09, 2016

  • swaziri says,

    I had an excellent experience working with Alena Teplicanova. I had some statistical analysis that required planning and developing a script. She was very helpful throughout the whole project, helping me to better focus on my end product and suggesting better ways of analyzing. She is very knowledgable, helpful and very professional in all levels. It was a great and pleasurable experience.

    for Statistical Analysis on Apr 19, 2016

  • Robin 15 says,

    Great work.

    for Back testing / US Markets on Sep 28, 2015