Sergii ArkhypovQuantitative Analyst at BNP ParibasSpeaker
Profile
Sergii Arkhypov started his career as ALM Analyst in Erste Bank responsible for managing risks of Banking Book. Sergii also worked in several other banks and financial companies focusing on trading system development or integration. His later positions included Desk Quant for equity exotic derivatives, structured products at Credit Suisse; and Quantitative Developer working as Manager at EY focusing on counterparty credit risk and regulatory change programs. Currently Sergii works as Cross-Product Quantitative Analyst at BNP Paribas. He holds master degree in Applied Math from Kyiv Polytechnic university and advanced certification in risk management.
Agenda Sessions
Correlation in direct and factor models: comparative performance and underlying explanatory theory.
, 12:15View Session