olga savina
Senior Quantitative Investment Analyst | ESG
Salary / Daily rate
94300 Vincennes, France
Freelance, open to permanent contract
Skills
Languages
Work experience
AXA Investment Managers
Aug 2017 - Present
9 years 3 months
Paris, France
Quantitative Investment Analyst - Multi Asset & Equity Strategies - Investment Signals
Jul 2022 - Present
4 years 4 months
Paris, France
Working with Portfolio Managers to drive alpha generation while effectively managing factor risks (portfolio construction, screening, liquidity and risk oversight) Managed equity sleeves samplings (optimisation with Tracking Error, Specific Risk and exposure constrains) Pioneered the integration of ESG/RI/Sustainable Investment principles into the investment process across Equity and Multi-Asset funds. Proficiently utilized Python for data wrangling, streamlit, and statistical analysis to create Dashboards for Oversight strategies. Employed tools such as Factset, RiskMetrics, Simcorp, and Tableau to optimize investment strategies. Tools: Python (datawragling, sklearn, streamlit, statistics, strategies, Backtesting libraries), Factset, RiskMetrics, Simcorp, Tableau
Senior Funds Performance Attribution Solutions (PMO, R&D)
Aug 2017 - Jul 2022
5 years
Paris, France
Led internal software research and development for Performance Attribution, employing models such as Brinson Fashler and FIA. Specialized in DataOps & DevOps, utilizing Azure, Visual Studio, Git, .Net, SQL, and Python. Project management for Performance and Reporting teams and spearheaded Data Science projects utilizing Python and R.
Software R&D Engineer / Business Analyst Asset Management
NeoXam
May 2014 - Aug 2017
3 years 4 months
Paris, France
Contributed to the development of modules within Asset Management and Capital Markets solutions, focusing on Asset Pricing Models, Portfolio Management, Compliances, Investment Guidelines, Risks & Performance, and Order Management. Proficient in DevOps, .Net, SQL, Web services, and Git.
Business Analyst - Asset management
BNP Paribas Investment Partners
Oct 2012 - May 2014
1 year 8 months
Paris Area, France
Played a key role in business analysis within the Asset Management domain, leveraging expertise in financial markets and investment strategies.
Risk Management Officer
Lazard Asset Management
Feb 2012 - Oct 2012
9 months
Paris, France
Developed pricing models and sensitivities for Convertible Bonds using VBA tools. Contributed to Solvency 2 compliance by modeling financial assets and programming the SCR calculation VBA tool.
Education
Conservatoire National des Arts et Métiers
Master’s Degree (evening class), Actuarial Science
2014 - 2016
2 years 2 months
Master IREF - Université de Bordeaux
MSc, Quantitive finance, DataScience and Actuary
2011 - 2012
1 year 2 months
ENSEIRB-MATMECA
Master’s Degree, Computer Science
2008 - 2011
3 years 2 months
Lycée Buffon
CPGE, Mathematics, Physics, Engineering and Chemistry
2006 - 2008
2 years 2 months
Licenses & certifications
Python for Data Science Essential Training Part 2
Issued: Dec 2021
Cryptocurrency Foundations
Issued: Dec 2021
Building an Ethereum Blockchain App: 2 Introduction to Ethereum
Issued: Dec 2021
Building an Ethereum Blockchain App: 1 Introduction to Blockchain
Issued: Dec 2021
Blockchain Basics
Issued: Dec 2021
Agile Product Owner Role: Foundations
Issued: Dec 2021
The Data Science of Economics, Banking, and Finance, with Barton Poulson
Issued: Oct 2021
Python for Data Science Essential Training Part 1
Issued: Sep 2021
Learning Python
Issued: Sep 2021
Apache Spark Essential Training
Issued: Sep 2021
Agile Foundations
Issued: Jul 2021
Machine Learning by Google Cloud
Issued: May 2021
R Essential Training: Wrangling and Visualizing Data
Issued: Feb 2021
Open Data: Unleashing Hidden Value
Issued: Jan 2021
Data Wrangling in R
Issued: Jan 2021
Deploying Scalable Machine Learning for Data Science
Issued: Dec 2020
Learning R
Issued: Nov 2020
Leading like a Futurist
Issued: Jun 2020
Digital Transformation
Issued: May 2020