Dr. Yuliya Plyakha

Angestellt, Portfolio Management Analytics, MSCI Barra
Frankfurt am Main, Germany

Fähigkeiten und Kenntnisse

Asset Pricing
Testing Factor Models
Forecasting
Empirical Analysis of Market Data
Model-Free Option-Implied Volatility and Skewness;
Quantitative Portfolio Management
Portfolio Performance Analysis
Characteristic-Based Portfolio Optimization
Contrarian and Trend-Following Trading Strategy
Analysis of Risk-Return Performance Trade-off;Use
Parametric Portfolio Policies
Portfolio Strategies Including Individual Stocks a
Index Construction
Information Flow in Capital Markets
MatLab
C
Stata
SAS
analytical and outstanding communication skills

Werdegang

Berufserfahrung von Yuliya Plyakha

  • Current 12 years and 3 months, since Mar 2014

    Portfolio Management Analytics

    MSCI Barra

  • 9 months, Jun 2013 - Feb 2014

    Post-doc

    Luxembourg School of Finance

  • 4 years and 9 months, Sep 2008 - May 2013

    Research Assistant, Chair of Derivatives and Financial Engineering

    Goethe Universität Frankfurt

  • 1 year and 9 months, Jul 2011 - Mar 2013

    Quant Research Analyst

    Lupus alpha Asset Management AG

    optimization tool development, quantitative development of portfolio strategies of stocks and fund of funds, asset pricing

  • 4 months, Apr 2010 - Jul 2010

    Derivatives 2: Continuous Time Models, M.S. level, teaching assist., Summer 2010

    Goethe Universität Frankfurt

  • 7 months, Sep 2009 - Mar 2010

    Derivatives I: Discrete Time Models, M.S. level, teaching assistant, Fall 2009

    Goethe University Frankfurt, Frankfurt

  • 1 year, Apr 2008 - Mar 2009

    Dynamic Capital Market Theory, M.S./Ph.D. level, teaching assistant

    Goethe University Frankfurt, Frankfurt

Ausbildung von Yuliya Plyakha

  • 4 years and 10 months, Sep 2008 - Jun 2013

    Finanzen

    Goethe University Frankfurt am Main

    Finance, Portfolio Optimisation, Quantitative Analysis, Index Strategies

  • 4 years, Oct 2001 - Sep 2005

    Financial Mathematics

    TU Kaiserslatern

  • 1996 - 2001

    Mathematics

    Kyiv National Taras Shevchenko University

    Algebraic Geometry

Sprachen

  • German

    C1 (Fließend)

  • English

    C1 (Fließend)

  • Russian

    C1 (Fließend)

  • Spanish

    A1-A2 (Grundkenntnisse)

  • Ukrainisch

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