lighthouse
Yuri Ivanov

Dr. Yuri Ivanov

Senior manager

Yuri has more than 20 years of experience in the market data and valuation of structured derivatives across all asset classes as well as hands-on experience in building bespoke solutions using modern cloud technologies. He brings praxis know-how in the construction of gas and power price curves, weather forecasting, intraday trading and valuation of physical assets.

Events Calendar Blog Posts Certifications
Blog Posts
Image Alt

Lessons Learned from AQR

This paper outlines the essential steps of the derivative pricing model review process, drawing on experience from the ECB's Asset Quality Review (AQR). It covers model adequacy, parameterisation, calibration, and reserves against model deficiencies.

View Paper
Image Alt

EEG Portfolio-bewirtschaftung

Deutschlands Übertragungsnetzbetreiber sind gesetzlich verpflichtet, EEG-Strom sicher und kosteneffizient am Spotmarkt zu vermarkten – mit Fokus auf Systemsicherheit, 24/7-Bewirtschaftung und automatisierte Prozesse.

View Paper
Certifications