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I am currently Senior Quantitative Analyst (Asset Allocation) at Mine Wealth & Wellbeing Superannuation Fund. In this role I manage the asset allocation, risk management, econometric modelling and economic research activities of the fund. I am involved in the process of transition from previously outsourced asset allocation and economic

research towards their internalisation given the built up of fund's own capabilities.


Previously I was Research Fellow and Lecturer at the Department of Economics and Finance, Tasmanian School of Business and Economics, University of Tasmania, where I am involved in two projects: “Detecting Financial Contagion using High Frequency Data” (with Prof. Mardi Dungey) and “Detecting Systemically Important Risk” (with Prof. Mardi Dungey, Prof. David Veredas and Prof. Matteo Luciani).

 

I am a graduate of the Doctoral program in Management Sciences, with specialization in Finance and Quantitative
Methods, at 
ESADE Business School, Ramon Llull University, Barcelona, Spain. I am a graduate of a Master program in Economics at Carleton UniversityOttawa, Canada, and of a Master of Research program in Finance at ESADE Business School, Barcelona, Spain. I hold also a postgraduate degree in International Management awarded by École Supérieure des Sciences Commerciales d’Angers. In 2010 I was Visiting Scholar at Stanford University, Department of Economics, USA and in 2011 I was a Visiting Postdoc at the Center for Research in Econometric Analysis of Time Series (CREATES), School of Economics and Management, Århus University, Denmark, both invitations being related to advancing with research in volatility modeling with faculty body there.


I taught Finance and Principles of Economics at the University of Tasmania, and Operations and Finance at Barcelona Business School and at Valencia International Business School, I worked as Researcher at ESADE Business School, and previously I worked as Senior Economist at UniCredit Romania bank.

 

The core of my expertize and research is the econometric modeling of financial time series, mainly with respect to volatility modeling and forecasting. I am the author of a series of new bivariate and multivariate models used in volatility modeling with high frequency data.

 

I have also broad expertise in Economics and Finance, as well as strong knowledge in various topics in Management Science field. For further details on my resume, please consult the CV-related sections in the left side of this page.