Igor Rodionov

Igor Rodionov

Financial Engineer

Followers of Igor Rodionov2000 followers
location of Igor RodionovCity of Johannesburg, Gauteng, South Africa

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  • Timeline

  • About me

    Founder at ADVICEment

  • Education

    • SYMMYS

      2014 - 2014
      ARPM Certificate, ARPM Bootcamp Attending Certificate Advanced Risk and Portfolio Management

      Six-day course Advanced Risk and Portfolio Management BootcampLocation: New York University - Kimmel Center. The ARPM Bootcamp provides in-depth understanding of buy-side modeling from the foundations to the most advanced statistical and optimization techniques, in nine heavily quantitative hours each day for six days, with theory, live simulations, review sessions and exercises.Topics include portfolio construction, factor modeling, liquidity and execution, risk modeling, and… Show more Six-day course Advanced Risk and Portfolio Management BootcampLocation: New York University - Kimmel Center. The ARPM Bootcamp provides in-depth understanding of buy-side modeling from the foundations to the most advanced statistical and optimization techniques, in nine heavily quantitative hours each day for six days, with theory, live simulations, review sessions and exercises.Topics include portfolio construction, factor modeling, liquidity and execution, risk modeling, and much more (accreditation for 40 CE units CFA Institute and 40 CPE units GARP).Participation to the Advanced Risk and Portfolio Management Bootcamp gives a right to pursue the “Certificate in Advanced Risk and Portfolio Management”, or “ARPM Certificate”. The optional exam consists of an individual project which must be closely related to the subjects covered during the ARPM Bootcamp and a six-hour exam in which questions will range over all the subjects on the syllabus of the ARPM Bootcamp. Show less

    • SAHETI

      2000 - 2004
    • University of the Witwatersrand

      2008 - 2008
      BSc (Hons) Advanced Mathematics of Finance

      Activities and Societies: Student Soccer League Finished the programme with Distinction.

    • University of the Witwatersrand

      2005 - 2007
      BSc Actuarial Science and Statistics
    • University of the Witwatersrand

      2010 - 2012
      Master of Science (MSc) Computational and Applied Mathematics
  • Experience

    • Riskworx

      Jan 2009 - Mar 2010
      Financial Engineer
    • BNP Paribas Securities South Africa

      Oct 2012 - Apr 2015
      Quantitative Analyst
    • ADVICEment

      May 2015 - now
      Founder

      Advicement Investment Services is the company behind the automation of Minimum Disclosure Documents, Key Investor Information Documents, General Investment Statements and other investment reports. By leveraging the power of technology, Advicement generates customized, professional and aesthetically designed reports, with quick turnaround times and provides cost-saving benefits while following regulatory frameworks, data protection legislation and standard industry practice.

    • University of the Witwatersrand

      Jun 2015 - Jul 2019

      Lectures Numerical Methods in Finance and South African Financial Markets courses in the School of Computer Science and Applied Mathematics at Honours level. The responsibilities include managing weekly lectures, setting tests, exams and organising course tutors. A South African Financial Markets course in the Advanced Mathematics of Finance Program. The topics covered by the course are:-Interest Rates and Time Value of Money-Introduction to the Financial System-Money Market Instruments-Fixed Income Instruments (FRAs, IRSs, Bonds and Bootstrapping)-Foreign Exchange Instruments A large component of the course involves teaching Excel and VBA, to provide the students with the necessary industry-related experience. An Introduction to Credit Risk course in the Advanced Mathematics of Finance Program. The topics covered by the course are:-Risk Management-Credit Risk-Counterparty Credit Risk-Credit Value Adjustment and related topics

      • Associate Lecturer

        Jun 2017 - Jul 2019
      • Sessional Lecturer - South African Financial Markets

        Feb 2014 - Jun 2017
      • Sessional Lecturer - Introduction to Credit Risk

        Jun 2015 - Dec 2015
  • Licenses & Certifications

    • Game Theory

      Coursera
      View certificate certificate
    • Machine Learning

      Coursera
      View certificate certificate
    • Certificate in Investment Performance Measurement (CIPM)

      CFA Institute
      Nov 2019
    • Regulatory Examination Level 1: RE5 (Representative)

      Moonstone Information Refinery (Pty) Ltd
    • Regulatory Examination Level 1: RE1 (Key Individual)

      Moonstone Information Refinery (Pty) Ltd
    • Advanced Risk and Portfolio Management Bootcamp

      ARPM - Advanced Risk and Portfolio Management
      View certificate certificate
  • Honors & Awards

    • Awarded to Igor Rodionov
      Top 10 Hack Jozi Challenge Winner Joburg Centre for Software Engineering (JCSE) May 2016 The #Hack.Jozi Challenge is a competition for entrepreneurs with innovative ideas to solve a challenge that the citizens of Joburg face, by developing the best digital solutions to everyday problems.
    • Awarded to Igor Rodionov
      FM Ranking the Analysts Financial Mail 2015: Quantitative Analysis (6th), Risk Management (4th)2014: Quantitative Analysis (8th), Risk Management (13th)