Florencia Grinblat

Experience

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  INVAP

  Jul 2013 - Apr 2014

  Jr. Eng.

  Working for Argentina top R&D company in the Safety and Environmental Impact of Nuclear Reactors group, which performs calculations based on national and international Nuclear Management policies and procedures, regulatory guidance and industry best practices.My main responsibility is the development and analysis of the doses assessment by atmospheric dispersion of nuclear pollutants.

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  CRISIL Argentina

  Oct 2017 - Dec 2020

  Sr. Quantitative Analyst

  Working for US top tier investment bank in the model validation group, which performs validations based on internal Model Risk Management policies and procedures, regulatory guidance and industry best practices.My main responsibility is the development and maintenance of software libraries used to conduct benchmarking tasks, backtesting, stress and sensibility tests.Skills involved in my work:• programming: Python, SQL;• stochastic calculus and statistical methods applied to finance engineering, complex derivatives pricing and risk management;• implementation of monte carlo simulations and partial differential equation solving;• project configuration management (documentation generation, software versioning control).• daily contact with US based client, including calls, emails, and other communication platforms. Show less

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  INVAP

  Jan 2021 - now

  Control Engineer

  Software development for guidance, navigation and control of a GEO satellite in SA and SK phases.

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  MRM Analytics

  Apr 2021 - Aug 2023

  Senior Consultant

  Quantitative finance consulting services. Uses of Murex, Bloomberg and Python.