Dr. Alexander L. Baranovski
Angestellt, Senior Risk Analyst, IBM Deutschland Financial Markets Services GmbH
Düsseldorf, Deutschland
Werdegang
Berufserfahrung von Alexander L. Baranovski
Bis heute 6 Jahre und 6 Monate, seit Dez. 2017
Senior Risk Analyst
IBM Deutschland Financial Markets Services GmbH
1 Jahr und 5 Monate, Juli 2016 - Nov. 2017
Senior Risk Analyst
Erste Financial Services GmbH (ehem. Portigon Financial Services GmbH)
2 Jahre und 5 Monate, Feb. 2014 - Juni 2016
Senior Risk Analyst
Portigon Financial Services GmbH
http://www.eurobankingonline.org/wp-content/uploads/2014/05/eb14-d-Alexander-Baranovski-factor-model-calibration.pdf http://www.eurobankingonline.org/wp-content/uploads/2014/05/eb14-d-Alexander-Baranovski-portfolio-risk-measuring-v2.pdf
2 Jahre und 11 Monate, März 2011 - Jan. 2014
Senior Risk Analyst
Portigon AG ( former WestLB AG)
http://mpra.ub.uni-muenchen.de/36300/1/MPRA_paper_36300.pdf http://www.eurobankingonline.net/Duesseldorf%202009/Duesseldorf%202009.htm http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2009-004.pdf
credit risk modelling: MCMC and MLE methods in asset correlation analysis based on transitions in credit ratings; PD derivation from the fitted CDS/Bonds spread curves; loan/bond pricing;Quasi-Monte Carlo methods based on chaotic m-sequences in high-dimensional pricing problems;
6 Monate, März 2007 - Aug. 2007
Wissenschaftlicher Mitarbeiter
TU Dresden/Center for Information Services and High Performance Computing
: performance analysis of parallel MATLAB programs using the Star-P software platform.
3 Monate, Dez. 2006 - Feb. 2007
Forscher
Weierstrass Institute for Applied Analysis and Stochastics/Berlin
research work in the field of "Applied Financial Mathematics" with the key aspects: valuation and hedging of high-dimensional financial products. http://edoc.hu-berlin.de/series/sfb-649-papers/2010-37/PDF/37.pdf
1 Jahr und 10 Monate, Jan. 2005 - Okt. 2006
Forscher
Royal Observatory of Belgium/Royal Meteorological Institute of Belgium
http://www.ann-geophys.net/26/231/2008/angeo-26-231-2008.pdf http://www.ieice.org/proceedings/NOLTA2005/HTMLS/paper/5092.pdf http://www.ieice.org/proceedings/NOLTA2005/HTMLS/paper/5143.pdf
6 Jahre und 9 Monate, Apr. 1998 - Dez. 2004
Wissenschaftlicher Motarbeiter
TU Dresden
Institute for Fundamentals of Electrical Engineering and Electronics (until May 2004) and Vodafone Chair Mobile Communications Systems (June – December 2004). >20 publications
10 Monate, Juni 1997 - März 1998
Risk Analyst
Interregional Investment Bank, Moscow
1 Jahr und 6 Monate, Dez. 1995 - Mai 1997
Senior Researcher
Joint Institute for Nuclear Research/Lab of Computing Techniques and Automation
research on topic "Nonlinear Problems of Computational and Mathematical Physics: Investigations and Software"
5 Jahre und 6 Monate, Juli 1990 - Dez. 1995
Senior Researcher
Tomsk State University of Automatic Control Systems and Radio Electronics, Rus.
>10 publications
1 Jahr und 4 Monate, Nov. 1992 - Feb. 1994
Fellow of the Communaute francaise de Belgique
Free University of Brussels, Belgium
A.L. Baranovski, D. Daems, Design of 1-Dchaotic maps with prescribed statistical properties. Int. Journal of Bifurcations And Chaos, Vol.5, N 6, pp.1585-1598, 1995
4 Jahre und 10 Monate, Sep. 1985 - Juni 1990
Junior Researcher/Researcher/Senior Researcher
Tomsk Polytechnical University, Department of Radio Engineering
Senior Risk Analyst
Portigon Financial Services GmbH
Ausbildung von Alexander L. Baranovski
3 Jahre und 1 Monat, Dez. 1996 - Dez. 1999
Applied Mathematics
Tomsk State Academy of Automatic Control Systems and Radio Electronics
3 Jahre und 1 Monat, Nov. 1986 - Nov. 1989
Applied Mathematics
Tomsk Polytechnical University
4 Jahre und 10 Monate, Sep. 1980 - Juni 1985
M. Sc. in Mathematics
Tomsk State University, Russia
theory of probability and mathematical statistics
Sprachen
Deutsch
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Englisch
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Russisch
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Ukrainisch
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