User:Kgbars/Garen barseghyan

Garen Barseghyan

Quantitative Research Analyst

Creating security pricing and hedging models for variety of exotic options on commodity index, customized baskets, swaps and other derivatives utilizing advanced knowledge of mathematics and quantitative finance.

Developing and daily maintenance of front office applications and trading tools for real time P&L and Risk monitoring, pricing, hedging and trade booking. Common developing tools are: Excel, Access, VBA, VB, SQL, Perl, Bloomberg API, CQG, Reuters and MatLab.

Generating P&L and RISK explanation based on derivative components (Greeks) for various portfolios including portfolios with exotic options on commodity based products.

Creating and back testing of performance and outperformance commodity index products such as JCPI, RJCRB, GSCI, and DJAIGCI.