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Igor Hlivka
Igor Hlivka
MThree Consulting
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Head of Murex Practice at MThree Consulting. Senior Quantitative Analyst and financial products specialist with a long-term presence in international markets in trading, structuring, quantitative modelling, systems development and risk management capacities. Financial derivatives expert for all major tradable assets classes with a complete product coverage across the entire value chain.

Creator of dynamic and performing frameworks for the firm-wide delivery of pricing, risk, valuation and execution to a vast client base. Leader of functional teams and global business units with productive positioning and revenue-generation impact, facilitator of strategic initiatives and change programmes across critical functions and advisor to the senior management on the system strategy, platforms integration, data analytics, international business expansion and creation of compliant valuation regime.

Functional specialisation: • Design, modelling and pricing of derivatives products – linear and optional • Efficient programme implementation for the above mentioned categories • Models integration into the functional trading environment with risk- fluent single-access point • Coordination of tasks and routines for the efficient identification, capture and measurement risk-taking operations • Implementation of pricing and risk solutions for counterparty credit risk management with in-depth XVA expertise • Development and efficient implementation of data analytics routines covering major data classes within
financial services industry

Areas of interest: • Stochastic processes • Probability theory • Differential equations • Time series • Data analysis

Please see my full featured finance & economics articles in the STAFF PICKS section below. Here are some of my other articles available through attachment download: