Boris Skorodumov was appointed head of Quantitative Investment Strategies at Russia-based OOO Raiffeisen Capital Asset-Management Company, controlled by Raiffeisen Bank International AG's local unit AO Raiffeisenbank. Credit Suisse Group AGBoris Skorodumov was appointed head of Quantitative Investment Strategies at Russia-based OOO Raiffeisen Capital Asset-Management Company, controlled by Raiffeisen Bank International AG's local unit AO Raiffeisenbank. Credit Suisse Group AG
Beschreibung
Equity Strategist at Quantitative Derivative Strategies (QDS) team. I research and develop systematic strategies and dynamic indices to provide cross asset exposure to specific drivers of risk and return. My main focus is factor based strategies, volatility strategies, derivatives strategies, portfolio construction and optimization. I cover full spectrum of the systematic strategies development cycle, from idea conceptualization to implementation and backtesting.