Аналитик, изучение данных - 1538

Analytical tasks that I successfully solved:
Assessment and forecast of the volatility of financial assets, securities, currencies and derivatives.
Analysis and clarification of the logic and dependence of changes in the balance of open interest and the price of derivatives (futures and options).
Analysis of trends and macro-financial reporting to determine the stage of the economic cycle and forecast business activity, the value of stock indices and treasury bonds.
Collection and analysis of highly specialized data, reports, presentation of results and forecasts in the form of presentations.
(Grain market) Construction of regression equations and assessment of the correlation of assets, financial indicators.
Forecasting financial statements by the method of relation to revenue + analysis of the correlation of balance sheet items and financial.
results.
Estimation of npv, irr, determination of the rate of return, estimation in terms of DCF.
Analysis of the dependence of operational losses on the qualifications of workers.
Analysis of the profitability of activities and identification of deviations in the pricing policy of a construction company, the formation of an equation (formula) for calculating the cost of square meters.
m.
...
Formation of a comprehensive risk assessment in a commercial bank.
Determination of the logic and dependence of banking risks.
Analysis of probabilistic distributions of losses from certain types of risks.
Combined calculation of credit risk (according to the BC methodology in the latest edition) and the risk of depreciation of the outpost.
We used VaR (where there were CFaR data) and an improved approach (when assessing operational risks by indicative amounts), gap + var for assessing and forecasting liquidity gaps + assessing and forecasting the costs of raising additional funds to eliminate gaps through overnight and MBC.
Adaptation of standard methods of risk assessment based on the sum of losses and probabilities for the analytical assessment of unquantifiable (according to the classification.
NBU) reputation, legal and strategic risk.
Formulation of a proposal for additional regulations to limit the risk of appetite comm.
banks to the set of NBU standards.
Formulation of the concept of a special type of securities, a hybrid instrument for "selling the risk load" (risk certificate (combination of characteristics of the deposit.
Of the certificate and swap transactions).
Formulation of a method for calculating prices for active and passive banking products based on risk transfer and market risk fees (premiums for each individual risk, for the dominant value at risk).
Analysis of the structure and dynamics of the country's gold and foreign exchange reserves, criteria of sufficiency and necessity, assessment of the quality of the structure, sources of replenishment and expenditures (analysis of the balance of payments and a report on the country's investment position).
Assessment of the relationship between the exchange rate against the hryvnia and the dynamics of gold reserves Analysis of the structure and dynamics of gas consumption by household consumers Clustering (segmentation) of household gas consumers Forecasting daily gas consumption of household consumers Gas balance analysis 29 years old, married, 1 child, car driver.
PhD in Economics (financial risks).
Until financial markets got married, financial analysis, data mining was a hobby.
The level of knowledge of English is Upper-Intermediate (British Council certificate in 2014), as of the end of 2020 I practically do not use it for 6 years, I think, a little higher than Intermediate.
I speak fluently Russian (native) and Ukrainian (second native).
Interested in analytical work with industry data, as well as Big Data.
In 2020, by the nature of tasks, he began to work with large, poorly structured, cluttered data (more than 5 million.
rows, 60+ columns) - this is interesting, but I felt the need to recall linear algebra, the basics of regression analysis and switch from Power Query and formulas in EXCEL to SQL + R, Python (very, very slowly, but I master, my level in this matter is “zero out of five ").
I am satisfied with the work in the company, there are nuances, such as for everyone and always.
Interested in really powerful sentences that are either:
a) give more opportunities to develop at the same level of remuneration;
b) very interesting for salary.
I am ready to learn new things and develop, both at the expense of the company and in my free time from work.
Previously I knew the main instructions and regulations of the NBU, now I am more aware of the gas codes.
I plan to grow through experience working with data and learning tools for working with them.
Very important:
I'm working on the result, I'm doing it, bye.
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"Plato is my friend, but the truth is dearer", my personal time is less expensive than an interesting job, when I have to work harder, especially while searching for the best way to solve a problem, I accept gatherings, including on weekends (if my family allows it), as normal the phenomenon is probably in the blood.
I really do not like subordination in the corporate structure, especially when it interferes with quickly creating benefits for the company and you have to deal with unnecessary and abstract, from a professional point of view, things.
He studied economics in depth, dealt with:
Analysis, testing and conversion of methodologies for calculating financial risks Financial accounting (enterprises) Financial accounting (banks) Financial analysis Fundamental analysis (at micro and macro levels) Marketing (in financial enterprises) Mathematical modeling (regression analysis and forecasting by models) Organization of the CRM data structure Forecasting financial and general economic indicators Forecasting rates and trends in financial markets in general and for individual assets Calculation and analysis of financial risks Calculation of prices of active and passive banking products Collecting, processing and presentation of primary financial and marketing data BlockChain - mining, coin trading, analytics, I understand well the structure of cryptocurrencies, crypto exchanges, crypto wallets, as well as the fundamental value of cryptocurrencies. Has a scientific degree, thesis topic "Risks in the pricing of banking products."