Ivan Samkov

Financial Risk Management / Quantitative Research & Analysis

Skype isamkov

QUALIFICATIONS and SKILLS:

FRM Part I passed (GARP) // FSFR Qualification Certificate Series 1.0 and 5.0 (The Central Bank of the Russian Federation) // Financial Engineering and Risk Management P1 and P2 (Coursera) // Risk Management - Advanced Training (Institute of Stock Market and Management, ISMM) // Econometrics Certificate (National Open University INTUIT)

  • Proficiency in Financial Risk Management - market, credit and operational risk
  • Knowledge of Portfolio management techniques, including risk measures, hedging strategies and optimization
  • Advanced Excel and VBA skills. Proficiency in Microsoft Access
  • Proficiency in writing basic database programming. Basics of using SQL and OLAP
  • Programming skills: VBA, basics of С++. Strong knowledge of HTML/CSS, basics of javascript
  • Working knowledge of Bloomberg Terminal and Bloomberg Professional Service
  • Knowledge of statistics and its application to risk management
  • Strong analytical and problem solving skills

 

CURRENT:

Financial Risk Manager at FINAM (Moscow, Russia)
2014 to present
- Portfolio Risk Analysis (equities, fixed-income and derivatives portfolios) - VaR, Expected Shortfall, Stress testing.
- Implementation and adjustment of IT-solutions for Risk Management.
- Daily analysis and reporting of the VaR results.
- Client accounts risk control.
- Performance and risk analysis of trading strategies.
- Developement and testing of risk valuation tools and methods.
- Counterparty risk estimation.

PREVIOUS:

Private Asset Manager (Moscow, Russia)
2011 to 2014
- Multi-strategy asset management including equities, fixed-income securities, and derivatives
- Market research and consulting

Hardware Developement Engineer at MKB COMPAS (Moscow, Russia)
2008 to 2011
- Development of control systems, GPS/GLONASS navigation systems for military and aerospace
- GNSS receivers design and implementation
- Projects support


EDUCATION:

Higher School of Economics, National Research University 2010 to 2012, Moscow, Russia
Master of Economics, Stock and Investments Market

National Research Nuclear University MEPhI (Moscow Engineering Physics Institute) 2003 to 2009, Moscow, Russia
M.Sc, Electronics and Automation of Physical Installations

LANGUAGES:

Russian (native) // English (intermediate) // Español (basic)