Dr. Dr. Anton A. Shardin

Technical Lead for Deloitte Portfolio Algorithmics (quantitative portfolio and asset management); End-to-End ALM & Balance Sheet Optimization (technical concept, development and implementation of optimization solutions for major banking clients).

Validation of credit risk model according to IRB approach; Implementation of dynamic high-frequency trading strategies (development and implementation of mathematical models); Internal projects on optimal asset choice and dynamic optimal energy trading (development and implementation of mathematical models); Settlement price determination and quality assurance (technical concepts, development of tests for options and futures).

Technical concepts, pricing and calibration of financial products; Development and implementation of interest-rate and term-structure models for bonds and defaultable bonds; Development of portfolio optimization models; Validation of operational risk model.

Research area: stochastic optimal control with applications to energy storage facilities Topics of interest: stochastic processes, numerical mathematics, PDEs, HMM

Research area: stochastic optimal control. Topics of interest: stochastic processes, numerical mathematics, PDEs

Research area: applied microeconomics. Topics of interest: production functions, microeconomics, risk theory, game theory, econometrics, fuzzy sets and fuzzy logic, artificial neural networks

Thesis: „Stochastic Optimal Control Problems Under Partial Information for an Energy Storage" (in German)

Thesis: „Methods and Mathematical Models for Modelling of Corporate Strategy Under Risk Factors" (in Russian)

Semester abroad

Thesis: „Production Function Models with Regard to Risk Factors" (in Russian)