Daniel Margulis
EMCR EMCR
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Daniel Margulis

Expert

Russia

Educational experience

  • Boston University

    MSc in Mathematical Finance

  • Lomonosov Moscow State University

    Specialist Degree in Mathematics

Work experience

  • PAO PROMSVYAZBANK

    Head of Model and Product implementation Group, Financial Risks — 2 years 4 months

  • JSC ROSSELKHOZBANK

    Head of Financial Modelling Department, Internal Treasury — 1 year 2 months

  • PAO SBERBANK

    Chief Economist, Interest Rate Risk Management — 1 year 6 months

  • AO RAIFFEISENBANK

    Leading Market and Balance Risk Management Analyst, Vice President — 1 year

  • ZAO RAIFFEISENBANK

    Market Risk Analyst — 1 year 3 months

  • OJSC JSCB RUSSOBANK

    Head of Department of Current Liquidity Management — 1 year 7 months

  • Uranium Holding ARMZ

    Leading Specialist, Department of Complex projects and special tasks — 1 year 6 months

  • Ernst & Young

    Advanced Staff, Business Advisory Services — 11 months

I can help with

Derivatives and complex securities pricing, Interest rate risk modelling (Including optionality FTP adjustments and short rate stochastic models) and hedging, Calculation of risk metrics (NII, EVE, Economical Capital), PD and Country Risk premium calibration

Areas of expertise

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