Education
11/2007 – St. Kliment Ohridski University, Sofia, Bulgaria (part time)
Candidate Ph.D. in Applied Mathematics
Doctoral Thesis: Stochastic Processes and Applications to Mathematical Finance
2004 – 2007 St. Kliment Ohridski University, Sofia, Bulgaria
Master’s degree in Applied Mathematics
Diploma Thesis: Volatility and its Measurements: The Design of a Volatility Index, use and the Execution of its Historical Time Series, GPA 5.68/6.00
1996 – 2000 University of National and World Economy (UNWE)
Bachelor’s degree in Macroeconomics
Diploma Thesis: The Latin American Debt Crisis and factors , GPA 5.50/5.00
04 – 06/2005 University of Wisconsin – La Crosse, La Crosse, USA
East Central European Scholarship Program: Capital Market and Risk Management
Gorgetown University, Washington, USA
Professional experience
04/2003 – 09/2007 „BULGARIAN DEPOSIT INSURANCE FUND”, Sofia
Dealer and Portfolio Manager (Chief Expert Investment Department)
• Portfolio management: Portfolio construction; FX and FI deals. Making and implementation of Investment Strategies; Introduced modern concepts of portfolio management (portfolios vs. benchmark, active vs. passive portfolio strategy, duration vs. tracking error); Optimization; Technical and fundamental analysis; Developing and implementation software and MatLab and VBA codes for portfolio and instruments analysis.
• Risk management: Risk management Introduce also risk management concepts in DIF’s portfolio management. Developing methodology for assets and banks limits; Stress testing; Scenario analysis; Investment Policy Statement methodology; Benchmarks constructions;
• Risk management and portfolio management datebase construction. Investment and risk management model backtesting;
11/2007 – 08/2008 „AVRORA CEPITAL” Asset Management Company, Sofia
Portfolio and Risk Manager (Investment consultant)
• Portfolio management: Developing investment framework and strategy. Managing portfolio with bond, equity, ETFs, and commodity. Monitoring and analyzing variety markets and submarkets. Technical and fundamental analysis.
• Implementation legal framework. Writing prospectus and other internal and external documentation with legalization of two mutual funds; Also software and technical implementation;
• Closely working with the Financial Supervision Commission, the Bulgarian Stock Exchange and the Central Depositary also with banks and brokers.
Other qualification
12/2007 Investment adviser (certified with the FSC No.252-IK/13.12.2007)
11/2006 International Banking Institute, Bessel 2
02/2005 International Banking Institute, Swaps Operations
06/2004 Training Centre Europe Middle East&Africa, Foreign Exchange Workshop/Bourse Game ;
04/2004 BearingPoint, Demystification of Derivatives
06/2003 International Banking Institute, Financial Markets
Achievements and works
02/2008 Portfolio optimization and Efficient frontiers (SOFIX vs. Global MSCI indexes);
05/2007 Modelling yield of 10 year T-Bonds with macro factors, Regression analysis.
06/2006 Benchmark Construction;
06/2005 Using Financial Derivatives to Hedge Currency and Interest Rate Risk, Alma Nako, Brankica Georgiev, Petar Radkov, University of Wisconsin – La Cross (project);
Interests
Language
Languages Fluent English
Computer skills (Software)
Microsoft Office, Reuters 8 Bloomberg; BSC Finalyser 8 Comans,
Programming skills
MatLab (financial toolbox; statistical toolbox; technical toolbox; fixed income toolbox, garch toolbox);
VBA; @RISK; XAMPP; SQLyog
Membership
Member of MathWokers (MatLab working groups);
Member of Bulgaria Macroeconomic Association (BMA) ;
Member of working group Deposit Insurance Sufficiency in International Association of Deposit Insurance (IADI);
