Anna Cherkasova
Director, Asset and Liability Management at PNC
- Role
- Director - Asset and Liability Management (Alm) at PNC
- Location
- New York, NY, US
- LinkedIn followers
- 500 followers
Experience
Director - Asset and Liability Management (Alm)
Feb 2016 — Present · New York, NY, US
Education
Carnegie Mellon University - Tepper School of Business
Master of Science (M.S.)
Moscow Institute of Physics and Technology (State University) (MIPT)
Master of Science (M.S.)
Rutgers University-New Brunswick
Doctor of Philosophy (Ph.D.)
Skills
- Options
- Stochastic Calculus
- Mathematical Modeling
- Econometrics
- Quantitative Analytics
- Finite Difference Method
- Financial Modeling
- Data Analysis
- Research
- Interest Rates
- Cmbs
- R
- Bloomberg
- Python
- Vba
- Risk Management
- Time Series Analysis
- Derivatives
- Statistics
- Mbs
- Monte Carlo Simulation
- Quantitative Finance
- Var
- C++
- Agency Mbs
- Fixed Income
- Statistical Modeling
- Brs Aladdin
- Sas
- Sql
- Portfolio Management
- Numerical Analysis
- Matlab
- Latex
- Financial Analysis
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