Anastasia Filimon

Financial Risk Management

Quant team in Risk & Regulation Advisory. Worked for a “to-be-sold” retail banking business unit of a UK bank: • Lead Capital work stream in Capital & Impairment for Mortgages portfolio team. • Responsible for development, testing, optimization and execution of all relevant processes for new entity. • Facilitated the process for implementation of changes with IT. • Responsible for building up production of reports required by FSA for “Variable scalar” methodology.

Asset Allocation team. • Research on lifecycle investments (lifecycle asset allocation concepts and lifecycle funds market analysis). • Development of an asset liability model for asset allocation proposals for HNWI in LGT Private Banking. • LGT and Science in collaboration with Chair of Entrepreneurial Risks of Department of Management, Technology and Economics, ETH Zurich: project “Identification of bubble phases from a CEV-Type Model” under the supervision of Prof. Didier Sornette.

As part of CFO team of the international transport and logistic company, I was responsible for the following tasks: • Capital budgeting analysis (buy/lease/rent decisions and business expanding decisions using NPV and IRR). • Annual budgets evaluation and quarterly forecasts (using Top down and Bottom up approaches). • Performed business analysis for internal management accounting system. • Assessment of managerial accounting information and management required by top management.

Specialization “Asset Management”, Magna Cum Laude

Focus Area “Insurance Mathematics and Financial Engineering“

Mathematical Modelling an Data Analysis Department, Summa Cum Laude