Organisation des Nations unies
- Consultant Data Manager
2014 - maintenant
- ETL developer
2013 - 2014
National Bank of Moldova
- IT auditor
2011 - 2013
I am involved in IT audit of commercial banks, improve existing IT procedures. Monitoring of commercial banks to meet International standards of Information Technology Security (ISO) and the recommendations of the National Bank.
European Centre for Disease Prevention And Control
- Junior Data Manager
2009 - 2011
Data Base: Microsoft SQL Server 2005
Programming languages: SQL, STATA
I am employed by European Dynamic and I work for the European Centre for Diseases Prevention Control based in Stockholm. The main activity is the creation of the data bases views and tables for the annual specific diseases reporting purpose using the existing data in the Data Ware House. Participation at the definition of the requirements aims in collaboration with the epidemiologists.
SwissLife Asset Management
- Stage: Developpeur C++, Modelisation des produits obligataires (Mortgage Backed Securities)
2008 - 2008
Fixed Income Service
Subject of Internship: cash-flows modelling of a MBS (mortgage back security) true-sale. Pricing of a mezzanine tranche, calculus of average life under diferent prepayment and default scenarios.
At the end of this internship I’ve developed an application in C++ (on MySQL DataBase) that was able to price Floating Bonds and Fixed Bonds.
Financial Mathematics Modelising.
Based in Paris.
- Stage Score de risque pour le rachat des creances a tres long terme
2007 - 2007
Finance and Risk Department / Score and Risk Researches Service
Subject of Internship: Risk Score for a long term
The conception of the risk score for a long term (4 – 5 years) in the purpose to secure the development of revolving credit. Testing the performance of the score with the common model and recent data.
Developement of a score for a new product using SAS.
Based in Lille.