Position: Business Analyst
Category: Business Analyst
English level: fluent
Years of experience: 2

Programming Languages / Frameworks / Software
· Python, R, SQL, Matlab, SAS, Excel Visual Basic, LaTeX, EViews, Microsoft Office

Language Proficiency
  · English (fluent), Russian (native), Kazakh (native), Korean (intermediate), Turkish (intermediate)
1. Quantitative Finance Lab - Research Assistant
· Investigated the persistence of WTI and Brent long-run relationship after the shale oil supply shock in 2011
· Conducted Augmented Dickey-Fuller Test, Philips-Perron unit-root tests allowing for a break in trend, intercept, trend & intercept, analysed
Gregory-Hansen cointegration test to construct Vector Error Correction Model in R
· Interpreted the short-term equation of a trivariate VECM model by identifying the speed and direction of its convergence to its mean level by Generalized IRF in R

2. Quantitative Finance Lab - Research Intern
· Studied the calculation of VaR of a portfolio using Monte-Carlo simulation with Geometric Brownian Motion and the estimation of CoVaR by quantile regressions, multivariate GARCH, copula approaches
· Applied continuous time stochastic processes in finance for modelling random motion of an asset price in Black-Scholes model in VBA
· Conducted a literature review on optimal ask and bid for high frequency trading, measuring resiliency of an electronic LOB

3. Financial Markets Trading Lab - Research Intern
· Implemented Loughran-McDonald algorithm in Python to conduct sentiment analysis on 6000+ whitepapers
· Closely worked with LexisNexis, Google Trends, ICOBench to construct cryptocurrencies database that would be utilized to run regressions · Replicated Pastor-Stambaugh (2003) paper’s main table on liquidity in SAS using WRDS crsp database

4. KPMG - Audit Intern
· Executed meticulous delivery of year-end financial statements audit of the largest National Management Holding in Kazakhstan
· Enhanced risk assessment analytics, evaluation of control activities, impairments tests, P&L analysis, preparation of cash flows and consolidated
reporting of final deliverables

5. IBM - Student Consultant
· Delivered internal analysis, market analysis, business expansion strategies; identified clientele, partnership and target segments
· Pinpointed the importance of blockchain’s role in subrogation, supply chain insurance and ILS markets by presenting the final deliverable