Eugene Pauksta is a eficient expert, working in Blackrock main office of which is in 4. on the position of Director, Research and Innovation since 2019. This expert has earned professional experience in more than 11 positions at various companies. Eugene Pauksta went to the University of California, Berkeley - Walter A. Haas School of Business and got education there from 2008 to 2009. This professional has the following qualifications: Caia. San Francisco, California is the area, where the professional was known to be located. The professional's phone and email can be accessed through this website by request.
Name variants:
Gene Pauksta
Last updated May 03, 2024
Contact Information
Last Update
Feb 5, 2016
Email
jp**@yahoo.com, eu**@mcm.com
Location
San Francisco, CA
Company
Workplace
Colleagues
Work History
Vice President, Fixed Income Research
Boston, MA
Fixed income, credit modeling, bond and CDS liquidity, credit risk, portfolio simulation and construction, trading rules, stress testing, credit portfolio risk factors. Signal processing and...
from Jun 2011
Sr. Consultant
San Francisco Bay Area
Solutions Consulting.
Mortgage portfolio analytics, prepayment models.
Quantitative analysis on large data sets.
Scalable business process to improve collaboration between corporate teams.
Feb 2011 — Jun 2011
Senior Consultant
Solutions Consulting.
Mortgage portfolio analytics, prepayment models.
Quantitative analysis on large data sets.
Scalable business process to improve collaboration between corporate teams.
Feb 2011 — Jun 2011
Guest Lecturer
2220 Piedmont Ave, Berkeley, CA 94720
Teaching Matlab for financial engineering graduate program on real life examples: efficient frontier, portfolio simulation, bayesian estimation of equity betas and optimal portfolio weights....
from Apr 2009
Head of Quantitative Research
San Francisco Bay Area
Multi-strategy hedge fund – relative value credit and equity, capital structure arbitrage, convertible bond, and special event trading
• Managed quant and IT projects involving teams on thre...
Mar 2009 — Jan 2011
Head of Quantitative Research
520 Broadway, Santa Monica, CA 90401
Multi-strategy hedge fund – relative value credit and equity, capital structure arbitrage, convertible bond, and special event trading
Managed quant and IT projects involving teams on thre...
Mar 2009 — Jan 2011
Quantitative Research Associate
Financial strategies group
Estimated credit/loan portfolio risk using structural credit models.
Modeled correlated defaults and loss distribution using multi-factor model.
Credit trading...
2008 — 2008
Senior Analyst
2220 Piedmont Ave, Berkeley, CA 94720
Modeled future revenues and licensing cash flows for various industries (MC simulations).
Learning from data; designed and managed large databases (MS SQL).
Served as a project leader des...
Nov 2001 — Feb 2008
Software Engineer
Greater Los Angeles Area
• Predictive systems.
• Developed multi-threaded real-time data processing systems.
• Managed large databases.
Dec 1999 — Nov 2001
Software Engineer
Predictive systems.
Developed multi-threaded real-time data processing systems.
Managed large databases.
Dec 1999 — Nov 2001
Education
2008 — 2009
1993 — 1995
1989 — 1993
Occupations
Scientist
Researcher
Research Analyst
Construction
Accountant
Finance and Accounting Specialist
Counselor
Survey Researcher
Research Assistant
Accounting Bookkeeper
Bookkeeper
Advisor
Skills
Alternative Investments
Trading Strategies
Filters
Electronic Trading
Portfolio Optimization
R
Fixed Income
Bonds
Cds
Valuation
Financial Engineering
Portfolio Management
Financial Modeling
Capital Markets
Derivatives
Pca
Financial Risk
Bloomberg
Investments
Credit Risk
Finance
Data Mining
Time Series Analysis
Asset Allocation
Sas
Equities
Equity Research
Bloomberg Terminal
Volatility
Emerging Markets
Risk Management
Asset Management
Credit Derivatives
Vba
Quantitative Analytics
Credit
Monte Carlo Simulation
Market Risk
Quantitative Finance
Research
Trading
Equity Derivatives
Statistical Modeling
Quantitative Investing
Options
Analysis
Hedging
Hedge Funds
Financial Markets
FAQs about Eugene Pauksta
What is the profession of Eugene Pauksta?
This professional's job is Director, Research and Innovation
What are the main profession of Eugene?
These person's professions are Scientist and Researcher
Where does Eugene Pauksta currently live?
Eugene Pauksta lives in San Francisco, California.
What is Eugene Pauksta's email?
Eugene's email is jp**@yahoo.com and eu**@mcm.com.
How many companies did Eugene Pauksta work at?
The professional worked at 11 jobs.
Where has Eugene Pauksta studied?
Eugene studied at the University of California, Berkeley - Walter A. Haas School of Business from 2008 to 2009.
What are the certifications of Eugene Pauksta?
This expert received the following certifications: Caia.
What languages does Eugene Pauksta speak?
Eugene Pauksta speaks Russian and Latvian.