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Dr. Alex Tartakovski's expertise is in quantitative risk analysis and modeling for the financial and insurance industries. He has extensive expertise with modeling and pricing financial, commodity, and insurance derivatives, credit risk analysis, and the development of sophisticated, VAR based portfolio risk management systems. Prior to joining the Seabury Group in September 2003, Dr. Alex Tartakovski was Vice President of Research for XL Weather and Energy. He was responsible for modeling activities focused on a wide range of structured derivatives for power, gas, and weather markets. He developed and implemented unique integrated pricing and portfolio risk management systems for multiple-trigger power derivatives and weather deals in support of XL’s trading operations. At Enron Global Markets and ACE USA PowerBacker group, Dr. Tartakovski was heading quantitative research and modeling of power and operation risk derivatives and insurance. Prior to practicing as a quantitative financial analyst, Dr. Tartakovski worked as an actuary for CIGNA P&C. He was responsible for pricing and statistical support at the Special Risk Facility. After earning his PhD in Theoretical Physics from Moscow State University
in 1989, Dr. Tartakovski continued his academic research in physics of
stochastic processes and superconductivity at the Argonne National Laboratory
(Chicago) and University of Florida until 1996. He published numerous
papers in international physics journals and delivered presentations at
physics conferences and research institutions.
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