Vitaliy Vandrovych, Ph.D., FRM
Tonbridge, United Kingdom
Senior Quantitative Research Analyst, VP at SSgA
Investment Management
Education
Brandeis International Business School 2001 — 2008
Ph.D., International Economics and Finance
Brandeis University 2001 — 2008
Ph.D., International Economics and Finance
Central European University 2000 — 2001
M.A., Economics
National University 'Ivan Franko' , Lviv 1992 — 1997
MA, International Economic Relations and English Language Translator
National University 'Ivan Franko' , Lviv 1987 — 1992
BSc and MSc, Mathematics
Experience
SSgA June 2007 - Present
Brandeis University September 2001 - December 2006
Harvard University Summer School June 2006 - August 2006
National University 'Ivan Franko' , Lviv September 1997 - August 2000
Academy of Science of Ukraine, Institute of Applied Problems of Mechanics and Mathematics October 1992 - November 1993
Skills
Portfolio Optimization, Capital Markets, Chess, Investment Strategies, Agent-based Modeling, Differential Equations, Quantitative Analytics, Complexity Theory, Applied Econometrics, International Finance, SAS, Non-linear, Market Microstructure, Equities, Chaos Theory, Time Series Analysis, Economic Policy, Forecast Modeling, Valuation, Corporate Finance, Quantitative Analysis, Quantitative Finance, Portfolio Management, Financial Economics, Asset Pricing, Monetary Economics, Economics, Dynamical Systems, Matlab, Statistical Arbitrage, Market Risk, Global Macro, Investments, Investment Management, Monte Carlo Simulation, Financial Modeling, Econometrics