Ekaterina Kostyrko

Investment Strategy (Fixed Income): - contributed broad premium market analysis for investment assessments - backtested FOREX hedging strategies Asset-Liability Management: - created R-Markdown module for dynamic reporting / machine learning tuning

Completed a Strategic Asset Allocation for a family office (steered client target function & limitations with respect to programmability, completed portfolio optimization in R) Contributed quantitative analysis for asset manager selection procedures

Developed and back-tested counter-cyclical factor strategies, based on STOXX and proprietary indices (Low Volatility, Value, Growth and Momentum indices); back-tested Smart Beta strategies; proactively tested and developed a strategy proposal for algorithmic trading with VIX futures Prepared analytical summary of quant.strategies, related sales reporting, strategy pitches and regular investor newsletters Tested structured products on the internal E-trading platform and documented test results

Supplied analytics (esp. Financial Modeling) and closed a Purchase Price Allocation project for a mid-cap company taken over by DAX enterprise in packaging industry (Sales 40 Mio. €) Delivered analytics for valuations: cost of capital derivation, multiples analysis, conversion of customer filings in stylized balance sheet and P&L forms Developed universal fin. models: general model for liquidity analysis of comparable firms, Customer Churn model for a client in financial services

Financial Economics, Corporate Finance

Computational Finance

Taxes & Accounting, Financial Analysis