Alex Shalvinsky

About Alex Shalvinsky

Over 16 years of experience leading and consulting on projects for sell and buy-side firms. Two graduate degrees M.S. in Applied Data Science from the University of Michigan, and M.S. in Finance from Northeastern with an undergraduate degree in Computer Science. Projects of interest: building out algo containers and high-frequency trading systems, ETF market making, real-time valuations of Rates products construction of yield curves, equity execution strategies, portfolio optimization, credit, and market risk. Prediction modeling of returns, variance/covariance matrices, factor modeling, strategy backtesting, and PCA analysis. Tech stack: Java, Python, SQL, KDB, Unix, Distributed Systems, Market Data feeds/handlers, Jupyter Notebooks, Excel, Sigma Computing.

Experience

1. Quantitative Analyst Developer

   MassMutual

   Aug 2023 — Present · NY, US

   Analyzing and modeling 300 billion+ notional amount of MassMutual portfolio consisting of Equities, Private/Public Corporates, Munis, Residential Mortgages (QM, non QM), Sovereign, Commercial Paper, Structured Products, Asset Financing. Building on MassMutual’s current approach, assist in developing and syndicating a comprehensive framework for measuring portfolio credit & and market risk, that considers different accounting and capital regimes, including asset and liability impacts, with a particular emphasis on economic capital.Use of Python/ SQL / Jupyter Notebooks. Also, use of spreadsheets and VBA to do prototyping and analyze data. Developed libraries to clean/aggregate data and produce graphs and reports.

Education

• The City College of New York

  B.S., Computer Science, Minor in Mathematics

  1999 — 2005

• Northeastern University

  Master of Science - MS, Finance

  2017 — 2018

• University of Michigan

  Master of Science - MS, Applied Data Science

  2020 — 2021