Improver

Felix Polyakov

Quantitative Analyst at Bank Leumi

Israel

Pricing and analytics of FX and interest rate derivatives
Modeling of mortgage prepayment rate
Risk management, model validation, quantitative stress testing

Research in the area of Computational Neuroscience and Applied Mathematics.

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Experience:

• Student (Tashkent State University)
• Economist (People's Bank of Uzbekistan)
• Post doctoral fellow (Weizmann Institute of Science)
• Quantitative Analyst (Bank Leumi)
• Student (Weizmann Institute of Science)

Skills:

• Monte Carlo Simulation
• Quantitative Finance
• Fixed Income
• Analysis
• Basel II
• FX Options
• Foreign Exchange (FX) Options
• Capital Markets
• Credit Risk
• Market Risk
• Applied Mathematics
• Interest Rate Derivatives
• Stress Testing
• Matlab
• Financial Modeling
• Trading Systems
• Modeling
• Bloomberg
• Statistics
• Risk Management
• Financial Risk
• Quantitative Analysis
• Mathematical Modeling
• Quantitative Analytics
• Financial Engineering
• VBA
• Derivatives
• Bonds
• Options