Responsibilities:
+ Solvency II reporting: Production of Tripartite Reports with SCR calculations and fund-of-fund look-through from raw fund accounting data.
+ Investment guidelines (FINMA / KVAV) reporting: Calculation of Tied Assets coverage by optimizing exposures according to relevant limits.
+ Environmental, Social and Governance (ESG) reporting: Development of reporting framework and production of reports.

Daily activity:
+ Developing, maintaining, refactoring, and running the reporting framework Python and MATLAB codes.
+ Data manipulation: working with raw data, cleaning, enriching, standardizing, mapping of CIC and NACE codes, mapping FX hedges to shareclasses.

Gains: Financial knowledge on a wide range of asset classes, working with raw financial data, working in a startup team environment.

Technical environment: Python (pandas), MATLAB, Excel, Git

Activity:
+ Formulated stock trading ideas, developed algorithms.
+ Looked for predictive signals in many types of data.
+ Simulated and evaluated algorithms using backtesting.
+ Combined algorithms.
+ Developed tools to facilitate data analysis, and daily work.

Courses:
+ Data Science: Data to Insights, MIT Professional Education

Gains: Knowledge about financial markets, programming practice, working with raw financial data, working in close collaboration.
Technical environment: C++, Python, Linux shell

Research activity:
+ Studied the structure of Bell inequalities using geometric and linear programming approach.
+ Developed MATLAB program to compute optimal inversion channel for a given decoherence process
+ Studied quantum channels with memory.

Teaching activity:
+ Held lectures and practices for mathematics and computer science students.
+ Topics: probability theory, program design (structured and OO), LaTeX, operations research, information theory, calculus, and linear algebra

Gained: Teaching and course setup skills