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Felix Polyakov

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.


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:

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