Vincent Ibia

berkeleyvi@gmail.com | Poland | Nationality: USA

________________

QUANTITATIVE ANALYST

Financial Engineering graduate, and current Quantitative Analyst with a passion for
financial markets. Technology Industry and Financial Services work experience.
Acclimated to tech startup culture, with experience in a publicly-traded company,
and in private enterprise. Coding contributions to FRTB for testing risk-factor
eligibility, and calculations for RTPL.

Python Programming ♦ Data Science ♦ Financial Risk

________________

QUANTITATIVE FINANCE
https://github.com/QuantVI/UEP_Financial_Engineering

Stress Testing Analyst - using R, and Python - UBS, Poland - 2023/03 - Present
♦ Edit Model documentation including theoretical and validation details
♦ Investigate code in non-prod environments to become supporting model
owner across grouped models

Quantitative Analyst - using Python, #F, and C# - Credit Suisse, Wroclaw (Poland) -
2020/08 - 2022/11
♦ Authoring Python Jupyter notebooks for eligibility tests (RFET) for
different risk-factors
♦ Novice C# coding, contributing to the Trading Book evaluation platform (FRTB)
♦ Analysis and modification of internal VBA/COM software for asset pricing
♦ Light debugging of large F# solution used for volatility surface fitting

Credit Valuation Adjustment (CVA) - using R/RStudio + Excel - Project

♦ Valuation for FX Forward, Interest Rate Swap (IRS), Cross-currency IRS
♦ Analysis of Expected Exposure

Structured Derivatives Product Design : “French Vanilla” Exotic Option - using

Python 3 - Course
♦ Underlying asset path simulated with geometric brownian motion
♦ Scenario and sensitivity analysis (Greeks) discussed in detail

Market Index Modeling with Artificial Neural Networks - using Python 3 - Thesis
♦ Master’s Thesis combining Machine Learning and Time-series analysis
♦ Comparison of MLP and LSTM model performance for S&P 500 hourly
predictions

________________
PREVIOUS ANALYST EXPERIENCE

Lead Data Integrations Analyst - Revinate, San Francisco (United States) - 2015/03
- 2017/09
- Improved time-to-launch metrics for data systems that contributed 50% to single
product revenue
- Managed reporting, documentation and QA for 24+ remote/mobile data solutions
- Responsible for data integrity of 250+ client portfolio, during a key growth
phase
- Wrote new SQL and ElasticSearch queries for aggregate auditing and monitoring of
client data quality.

Business Intelligence Analyst - Criteo Corporation, Palo Alto (United States) -

2014/04 - 2015/03
- Managed A/B tests for large public and private clients, including statistical
analysis and presentations
- Visualized market data using Tableau, using SQL query results from HP Vertica,
and Hadoop clusters
- Designed revenue attribution queries for benchmarking new campaigns

Credit Risk Analyst - United Auto Credit Corporation, Newport Beach (United States)
- 2012/04 - 2014/04
- Mined large data-sets with Microsoft SQL and Excel to identify and test new key
performance indicators.
- Worked on asset pricing and financial modeling projects for internal loss
forecasting engine
- Involved in auditing and validation of consumer credit scoring model for loan
origination
________________
EDUCATION

Master of Science in Financial Engineering (MSc): University of Economics Poznan,

Poland (2019)
Master of Arts in Education (M.A.): Pepperdine University, United States
Bachelor of Arts in Applied Mathematics (B.A.) University of California, Berkeley,
United States

________________

TECHNOLOGY SKILLS

Strengths & Fancied

Python 3 3 years on-the-job usage. 2 years personal and academic usage
Packages: os, sys, matplotlib, Pandas, Keras, Jupyter
SQL 5 years on-the-job usage. 2 years personal and academic usage
Various flavors: MS SQL, SQLite, MySQL, Cassandra, Vertica, HIVE

Working Knowledge & Lightly Used

At-Work JIRA, Git/Github, F#, Tableau, ElasticSearch, C#, VBA
Academic R/RStudio, VBA
________________

CERTIFICATION AND PROFESSIONAL DEVELOPMENT

Interested in FRM Certification

Learning Software Development
General Assembly 60-hour Data Science course
Member International Association for Quantitative Finance (IAQF)

________________

I hereby give consent for personal data included in my application to be processed

for the purposes of recruitment, as per the Regulation (EU) 2016/679 of the
European Parliament and of the Council of 27 April 2016 on the protection of
natural persons with regard to the processing of personal data and on the free
movement of such data, and repealing Directive 95/46/EC (GDPR).
Fixed Income - Equities - Quantitative Research - Risk Management - Value at Risk -
Risk Models

Risk Management - Simulations - Backtesting - Liquidity - Statistics - Mathematics

- Quantitative Investing
Machine Learning - Neural Networks - Deep Learning - Data Science
Python - Software Engineering - Financial Engineering
Fixed Income - Equities - Quantitative Research - Value at Risk - Risk Models
________________

wxzqqf_cnz_qupbca_wex