Andriy Protsyk

FAQ About Andriy Protsyk

• What is Andriy Protsyk's address?

  Andriy Protsyk is located at
  Charlotte, North Carolina, United States

• What is Andriy Protsyk's job title?

  Andriy Protsyk is a
  PhD in Economics from the University of Chicago Booth School of Business. Areas of Interest: Industrial Organization, Applied Microeconomics, and Labor Economics. Credit and market risk modelling: importance sampling for credit risk models, historical simulation VaR, Monte Carlo VaR, value proxy functions in financial modeling, PD-LGD correlation, parametric models of risk contribution, measuring systemic risk of financial system, Monte Carlo simulations on Amazon cloud, modelling uncertainty in Regulatory Capital (Basel II Advanced IRB), modelling credit migration, multi-period simulation for credit risk management, risk measurement in multi-period setting, client’s validation of RiskFrontier model (portfolio risk and CDO module), parametric PD/LGD models for CDO positions in RiskFrontier, loan - equivalent setup of CDO positions in RiskFrontier. Client training and level II support for RiskFrontier software. Previously, I have developed pricing algorithms for applications spanning from music industry to ticket retail for sport events.These tasks have provided me with an extensive understanding of both data processing and programming, selection and application of econometric models appropriate for a specific task. I have independently identified new approaches to solving unusual problems. The algorithms I have fully or partially developed have successfully increased revenue for such diverse customers as an NBA basketball team, a Major League Baseball team, and a major music label. The revenue improvements ranged from several to low two-digit percentage points. Bank Of America

• What industry does Andriy Protsyk currently work in?

  Andriy Protsyk currently works in the
  Bank Of America

• What is Andriy Protsyk's area of expertise?

  Andriy Protsyk specializes in
  PhD in Economics from the University of Chicago Booth School of Business. Areas of Interest: Industrial Organization, Applied Microeconomics, and Labor Economics. Credit and market risk modelling: importance sampling for credit risk models, historical simulation VaR, Monte Carlo VaR, value proxy functions in financial modeling, PD-LGD correlation, parametric models of risk contribution, measuring systemic risk of financial system, Monte Carlo simulations on Amazon cloud, modelling uncertainty in Regulatory Capital (Basel II Advanced IRB), modelling credit migration, multi-period simulation for credit risk management, risk measurement in multi-period setting, client’s validation of RiskFrontier model (portfolio risk and CDO module), parametric PD/LGD models for CDO positions in RiskFrontier, loan - equivalent setup of CDO positions in RiskFrontier. Client training and level II support for RiskFrontier software. Previously, I have developed pricing algorithms for applications spanning from music industry to ticket retail for sport events.These tasks have provided me with an extensive understanding of both data processing and programming, selection and application of econometric models appropriate for a specific task. I have independently identified new approaches to solving unusual problems. The algorithms I have fully or partially developed have successfully increased revenue for such diverse customers as an NBA basketball team, a Major League Baseball team, and a major music label. The revenue improvements ranged from several to low two-digit percentage points.

• Which languages does Andriy Protsyk speak? 

  Andriy Protsyk speaks the following languages:
  No languages available.

• Which industries has Andriy Protsyk previously worked in?   

  Andriy Protsyk has prior experience in the following industries:
  Moodys Analytics , Digonex Technologies , American Enterprise Institute

• What is Andriy Protsyk’s work experience?  

  Andriy Protsyk has the following professional experience:
  Bank Of America , Moodys Analytics , Digonex Technologies , American Enterprise Institute .

• How can I find Andriy Protsyk on LinkedIn?  

  You can view Andriy Protsyk’s
  LinkedIn profile at LinkedIn URL.

• What are Andriy Protsyk’s work email addresses?  

  Andriy Protsyk’s work email addresses are
  [email protected] .

• What company does Andriy Protsyk work for?  

  Andriy Protsyk works at
  Bank Of America