NATALIIA PAVLENKO

Fähigkeiten und Kenntnisse

Analysis of Financial Statements
Alternative investments
Auditing
Due Diligence
Basel III
DV01
IFRS
Beta
Financial Engineering
Binomial Model
Option Greeks
Interest Rate Swaps
Financial Reporting
Caps and Floors
Internal Controls
Financial Statement Analysis
Portfolio management
Consolidation
Ito's Lemma
Fixed income
Pricing Models
Convexity
Left-tail analysis
SAS
Foreign Exchange (FX) Options
Credit Risk
Liquidity Analysis
Scenario modeling
Futures margins
Derivatives
Liquidity Risk
Sensitivity analysis
Hedge Funds
Market Risk
Shortfal
Hull-White Model
Mathematical Modeling
SQL
Time Series Analysis
Monte Carlo Simulation
Statistics
Trinomial Model
Stress Testing
US GAAP
VARs
VBA
Volatility
Wiener Process

Werdegang

Berufserfahrung von NATALIIA PAVLENKO

  • Bis heute 1 Jahr und 2 Monate, seit Okt. 2025

    Risk Manager Energy Trading and Commodity Risk

    Sunnic Lighthouse GmbH

  • 6 Jahre und 4 Monate, Juni 2019 - Sep. 2025

    Risk Valuation and Modeling Analyst

    StoneX Group Inc.

    1) Adapted workflow of systems and framework to the rapid growth of the business. Took an active part in decision making process of choosing a new risk engine system and putting it into production 2) Wrote and maintained Yield Book, BBG and RiskMetrics batch run to accommodate trader's requests, populate risk metrics into customized reports, and stay within licenses CPU limit to save Firm’s costs 3) Designed and implemented Rates liquidity methodology based on perspective how the money is run, and which are

  • 3 Jahre und 8 Monate, Okt. 2015 - Mai 2019

    Risk Manager

    SS&C GlobeOp

    (1) Maintain and develop statistical analytics to enhance the quantitative risk management toolkit used for risk monitoring purposes of the hedge funds' investment portfolios; (2) Monitor and analyze the risk measures on day-to-day and monthly basis, incorporating quantitative/analytical models; (3) Support, update and apply the SQL Risk Management database to help with creation of risk environment, risk execution and risk reporting; (4) Monitor the VAR, DV01, implied volatility, options greeks, beta etc; (

  • 1 Jahr und 2 Monate, Sep. 2014 - Okt. 2015

    Senior Risk Associate

    SS&C GlobeOp

  • 3 Jahre und 8 Monate, Sep. 2009 - Apr. 2013

    Senior Financial Reporting Specialist

    Interpipe Group

     Conducted financial reviews, due diligence and tax consultations in acquiring scrap metal processing plants with total facilities of 950,000 tons per year to ensure supply of high quality raw materials for the production of pipe and billet wheels  Visited and performed valuation/acquisition assessment of acquired companies to ensure fair price was paid for the acquired subsidiaries resulting in a spend decrease from $10 mln to $8.6 mln in M&A deals  Ran numerous full scope consolidation projects to ensu

  • 4 Jahre und 3 Monate, Juli 2005 - Sep. 2009

    Senior Auditor

    PwC

     Conducted audit, accounting and due diligence for a wide range of industries including banking, energy, mining, chemical, metallurgical, financial services, telecommunications, based on IFRS and US GAAP to certify the accuracy and validity of client’s financial statements  Led daily time and cost project management, refined and executed audit plan to guarantee compliance with external and internal quality standards and issue an audit opinion on time  Managed and trained team members during the audit, mo

  • 2 Jahre und 1 Monat, Juni 2003 - Juni 2005

    Accountant

    EuroStandard

     Processed journal entries, made accounting corrections and prepared primary documentation, ledgers, financial reports to ensure accuracy of the records  Processed accounting data and prepared financial statements and tax returns to follow appropriate state and tax regulations

Ausbildung von NATALIIA PAVLENKO

  • 2004 - 2005

    Master's degree with honors

    Kyiv National Economics University

  • 2000 - 2004

    Bachelor's degree with honors

    Kyiv National Economics University

Sprachen

  • Ukrainian

    C2 (Verhandlungssicher / Muttersprachlich)

  • Russian

    C2 (Verhandlungssicher / Muttersprachlich)

  • Deutsch

    C1 (Fließend)

  • Englisch

    C1 (Fließend)

  • French

    B1-B2 (Gute Kenntnisse)

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