About my previous job By nature of my work I was involved in activity, which associated with decision-making process in asset management. Foreign and russian equities and ETF accounted for large part of our portfolio. First of all, like analyst, i was developing different investment ideas, was offering recommendations and conclusions on particular ideas, was selecting securities, such as equities, bonds, derivatives for any investment ideas. Besides this, I've been tracking execution of each idea, was reviewing and making rebalance of some positions. Also I oversaw compliance with the requirements of portfolio risk, volatility, asset allocation, VaR, Sharpe ratio, Sortino ratio, allowable drawdown etc. Also we had a separate activity. It was trade in riskier instruments of the Russian derivatives market FORTS: futures and options on RTS. We used different strategies and models, hedging open positions in futures positions with various combinations of put and call options. As a result, we obtained an unique positions with certain characteristics on the underlying asset - the RTS index. Also I have had experience of working with our broker directly. I was checking the status of our portfolio on resulting reports from broker with our open positions journal. I have used my own model, created with VBA in MS Excel. This model automatically reads the data from the reports of the transaction and counts indicators of open items that we needed (gain / loss on the instrument, currency P&L, volatility, etc.) And now I'm looking for a new job, where I can develop and receive new skills.

From English to Russian and back!

Hello! I'm looking for English partner for live conversation and friendship. In return I can help you with Russian language. Let's talk!