Denys Semagin

The Hague Area, Netherlands Netherlands

Front Office Analytics and Infrastructure Manager at ING

Finance / Banking / Insurance

>>> Interests: Valuation of financial derivatives (analytics, modeling, programming, simulation), in front office (quant / research / trading), risk management, product development. >>> Experience: 15+ yrs in quantitative subjects (10 yrs in financial services); diverse leadership. >>> Education: Ph.D. in Physics (2004); CQF (2009). >>> Programming: C++, C#, CUDA, Excel Add-ins, Mathematica, Matlab, Python, VBA etc >>> Achievements: Several advanced design patterns (unpublished), which made ING Insurance Library extremely flexible, scalable, and efficient in production. Public presentations of the Library project (2010), generic summary of quantitative platform development, and specific t...