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Ivan Vidakovic

Ivan Vidakovic

Internship: Treasury Department

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location of Ivan VidakovicVienna, Vienna, Austria

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  • Timeline

  • About me

    Senior Market and Liquidity Risk Analyst at Raiffeisen Capital Management

  • Education

    • Vienna University of Economics and Business

      2005 - 2011
      Master Social and Economic Sciences

      Fields of Study: Specialized Course 1 - Corporate Finance: Portfolio Theory, Option Pricing, Short-Term Financing, Risk Management, Corporate Assessment, Hybrid Financial Instruments, Capital Structure and Payout Policy. Specialized Course 2 - Banking and Finance:… Show more Fields of Study: Specialized Course 1 - Corporate Finance: Portfolio Theory, Option Pricing, Short-Term Financing, Risk Management, Corporate Assessment, Hybrid Financial Instruments, Capital Structure and Payout Policy. Specialized Course 2 - Banking and Finance: Fixed Income Analysis, Dynamic Asset Pricing, Credit Risk Measurement and Advanced Modeling, Credit Risk Derivatives, Monte Carlo Simulation. Advanced Courses: International Corporate and Financial Law, Law of International Commerce.Thesis: LIBOR Market Model Show less

  • Experience

    • Alpha Bank

      Jun 2007 - Jul 2007
      Internship: Treasury Department

    • Basler Insurance

      Jul 2008 - Aug 2008
      Internship: Assistant to the Director of Sales

    • Dunav Insurance

      Jul 2009 - Aug 2009
      Internship: Assistant to the Sales Director

    • Raiffeisen Capital Management

      Jul 2012 - now
      Senior Market and Liquidity Risk Analyst

      • Development and quality assurance of risk modelling methods (historical simulation, backtesting, stress testing).• Daily control of the market data quality and the plausibility of financial instruments pricing.• Implementation of the regulatory requirements for market risk management and the internal risk limit system.• Liquidity assessment as well as creation of liquidity risk limits on the fund level.• Onboarding of the Raiffeisen CEE local asset management companies for the purposes of market and liquidity risk calculations.• Preparation of the market and liquidity risk breakdowns as a part of internal as well as external reporting.• Testing of the externally developed market risk software. • Support of the aforementioned activities by programming in R (plausibility checks, risk evaluations, report creation). Show less

  • Licenses & Certifications

    • Professional Risk Manager (PRM)

      PRMIA - Professional Risk Managers' International Association
      Sept 2015
      View certificate certificate