Dr. Alexander L. Baranovski
Fähigkeiten und Kenntnisse
Werdegang
Berufserfahrung von Alexander L. Baranovski
- Current 8 years and 6 months, since Dec 2017
Senior Risk Analyst
IBM Deutschland Financial Markets Services GmbH
- 1 year and 5 months, Jul 2016 - Nov 2017
Senior Risk Analyst
Erste Financial Services GmbH (ehem. Portigon Financial Services GmbH)
- 2 years and 5 months, Feb 2014 - Jun 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 years and 11 months, Mar 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 months, Mar 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 months, Dec 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 year and 10 months, Jan 2005 - Oct 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 years and 9 months, Apr 1998 - Dec 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 months, Jun 1997 - Mar 1998
Risk Analyst
Interregional Investment Bank, Moscow
- 1 year and 6 months, Dec 1995 - May 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 years and 6 months, Jul 1990 - Dec 1995
Senior Researcher
Tomsk State University of Automatic Control Systems and Radio Electronics, Rus.
>10 publications
- 1 year and 4 months, 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 years and 10 months, Sep 1985 - Jun 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 years and 1 month, Dec 1996 - Dec 1999
Applied Mathematics
Tomsk State Academy of Automatic Control Systems and Radio Electronics
- 3 years and 1 month, Nov 1986 - Nov 1989
Applied Mathematics
Tomsk Polytechnical University
- 4 years and 10 months, Sep 1980 - Jun 1985
M. Sc. in Mathematics
Tomsk State University, Russia
theory of probability and mathematical statistics
Sprachen
German
English
Russian
Ukrainisch
XING Mitglieder mit ähnlichen Profilangaben
XING – Das Jobs-Netzwerk
Über eine Million Jobs
Entdecke mit XING genau den Job, der wirklich zu Dir passt.
Persönliche Job-Angebote
Lass Dich finden von Arbeitgebern und über 20.000 Recruiter·innen.
21 Mio. Mitglieder
Knüpf neue Kontakte und erhalte Impulse für ein besseres Job-Leben.
Kostenlos profitieren
Schon als Basis-Mitglied kannst Du Deine Job-Suche deutlich optimieren.