Academic CV
/focus on research activities/
Education:
Present: PhD Finance and Financial Mathematics, Postgraduate research
contact: only direct by e-mail - vilimir (.) yordanov (@) vgsf.ac.at
Financial Mathematics: academic institutions in Austria, Bulgaria, and Germany
Research area: Financial Engineering (Fixed Income, Credit, FX, Equity, Cross-Asset; Derivatives; Market Microstructure; AI), Markets/Macro Strategy, Asset Management, and Statistics & Stochastic Analysis; preprints
2012: Postgraduate Diploma, Banking: University of National and World Economy, Sofia, Bulgaria
Scientific/Industrial project: Yield Curve and Interest Rate Derivatives (joint with Bulgarian National Bank; local/EMs focus (in Bulgarian))
2005: MSc Applied Mathematics & Computer Science: Artificial Intelligence (double degree1), Sofia University, Sofia, Bulgaria
Master's thesis: The Bulgarian Yield Curve Dynamics (Applied Mathematics)
Supervisor: Prof. L. Minkova
2003: MA Economics, Central European University, Budapest, Hungary (US accredited)
1999: High School Diploma (double degree)
National School of Mathematics and Science: Mathematics track, Sofia, Bulgaria
Activities: Member of the High School Representative Team for Olympiads and Competitions in Mathematics (5 out of 60 students)
First English Language School: English Language and Literature, Sofia, Bulgaria
Work experience:
Industrial: /research-related positions listed/
2008 - : Project associate (post PhD courses end)
Responsibilities: Developing and implementing novel methodologies in Fixed Income, Derivatives, and Portfolio Management
Affiliation: Contract projects and consulting with leading local/global financial institutions
Reporting to: Treasury, trading, research & strategy desks
Responsibilities: Research, Financial Analysis
Reporting to: G. Minassian, Research project
Reporting to: P. Chobanov, Treasury department rotation (focus on the FX reserves management)
2003 - 2004: DV Asset Management (formerly TBI AM), Vienna Insurance Group, Portfolio Manager
Responsibilities: Portfolio management of fixed income portfolios for the largest Bulgarian institutional investors, Financial markets research
Reporting to: S. Toshev (CEO)
2002: Bulgarian National Bank, Summer intern, Treasury Department
Responsibilities: Research, Financial Analysis
Reporting to: B. Petrov (head of Analysis Division)
Academic:
2003 - 2005: Sofia University, Faculty of Economics and Business, Researcher
Responsibilities: Lecturing in Statistics and Public Finance, Research
Assistant to: Prof. Tz. Ignatov
Honors & Merits:
Fellowships:
Atanas Burov Foundation, Bulgaria (~10 nominees nationwide p.a.)
Open Society Foundation, Bulgaria (~10 nominees nationwide p.a.)
George Soros fellowship, USA/Hungary (~30 nominees from CEE p.a.)
Various PhD/postgraduate fellowships, international
Merit:
5th International Olympiad in Mathematics (university students), Honorable Mention, Sofia University team – qualified for participation as a non-maths student
Honor:
Bulgarian National Bank Anniversary Fellowship, Bulgaria (1 nominee nationwide p.a., PhD track)
Hobbies:
IT, World & Economic History, Applied Law
Running, Swimming, Hiking, Chess
Professional/Academic Service:
Adjunct/Part-time lecturing in the research areas covered - past and prospective (spam discouraged)
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1 AI - full credits/coursework (ABD), postgrad. research support.