Mihaela Adriana Nistor
Quantitative Risk Analyst
London Stock Exchange Group - Model Risk Validation
The core part of my job is making sure that the models works as expected. This has 2 big parts. Firstly, the model is analysed from conceptual point of view, making sure that it is mathematically correct. In the second step various tests are applied to assure that the outputs of the model are as expected.
The best part of being a quant is that it is a fair combination between a mathematician and a programmer. This job is nurturing my creativity, as in various situations adjusting the standard methods is necessary.
The biggest part is spent in deeply understanding the model, its implementation and the impact on other models. Other activities includes writing the proper documentation and performing model testing.
Previous to my current position, I've been working for 2 years as Actuarial Analyst at Allianz (2016-2018), then I've been Quantitative Researcher for 1 year and a half at WorldQuant (2018-2020). Additionally, I've been teaching Probabilities at the University of Bucharest, Romania.
I am currently pursuing a PhD at the University of Bucharest, so my immediate goal is to finalise my PhD.
I love reading, I like travelling, I am attending with pleasure (only watcher, not performer :) ) to stand up comedy shows and other artistic shows.
Do what you love or love what you do.