Naglis is available for hire
Hire NaglisNaglis Vysniauskas
Verified Expert in Finance
Finance Expert
Location
Vilnius, Vilnius County, Lithuania
Toptal Member Since
February 6, 2017
Naglis is a quantitative finance specialist with previous multi-asset structuring, trading, and fund management experience. He has expertise in derivatives pricing, quantitative modeling, portfolio construction and implementation, and financial risk management. He is currently focused on big data research, business analytics, and capital markets and is freelancing to work with exciting global clients and build long-term relationships.
Career Highlights
Senior Quantitative Consultant
CONNFIN SOLUTIONS
Quantitative Portfolio Manager and Investment Analyst
Standard Life Investments
Research Analyst — Research and Thought Leadership
Moody's Analytics
Education Highlights
Master of Science Degree
CASS Business School
Bachelor's Degree
Essex University
Certification Highlights
Investment Advisor
Baltic Financial Advisors Association
Case Studies
Industry Expertise
Other Expertise
Work Experience
Head of Investment and Risk Management
2019 - PRESENT
DeRISK Business Solutions
- Built sophisticated management accounting models for corporate clients used for profitability and risk measurement.
- Created and implemented corporate risk management and hedging strategies to achieve profitability and budgeting objectives.
- Developed relationships with banks, brokers, and other counterparties in order to facilitate derivatives trading and risk management functions.
- Managed a corporate hedging portfolio for medium-sized enterprises.
- Designed and build real-time FX and commodity risk analytics and hedging solutions for multinational corporates.
Focus areas: Business Intelligence (BI), Trading, Derivatives, Budgeting, Financial Planning & Analysis (FP&A), Management Accounting, Hedging, Risk, Risk Modeling, FX, Business Development
Senior Quantitative Consultant
2017 - PRESENT
CONNFIN SOLUTIONS
- Built management accounting and financial analytics models for SMEs.
- Consulted and advised multiple robo-advisors on asset allocation, portfolio construction, and investment selection.
- Designed a retail financial planning module for a robo-advisor.
- Implemented bespoke business analytics solutions in Power BI for financial reporting, sales, inventory and cash flow management.
- Advised corporate clients on asset allocation and portfolio construction.
- Helped design and launch an innovative structured real estate product in the U.S.
- Advised on a design of an alternative data product for the asset management industry and explored big data capabilities in investment management.
- Led the quantitative analytics implementation for a blockchain-based derivatives trading exchange.
Focus areas: Asset Liability Management (ALM), Asset Valuation, Trading, Risk, Derivatives, Interest Rate Risk, Portfolio Analysis, Capital Markets, Quantitative Analysis, Financial Planning & Analysis (FP&A), Financial Modeling
Quantitative Portfolio Manager and Investment Analyst
2014 - 2016
Standard Life Investments
- Launched the most innovative-to-date hedging and absolute return solution in the defined-benefit pensions market.
- Structured and managed derivative solutions for multi-asset portfolios.
- Managed derivative overlays for pensions, insurance clients, and multi-asset solutions.
- Structured and generated trade ideas as part of my role.
- Implemented and maintained several derivative strategies.
- Incorporated macro views in LDI strategies and more efficient trade execution.
- Consulted the broader multi-asset team and clients on pricing, risk, trading, and derivatives hedging.
- Performed quantitative R&D functions and provided fund management expertise in design, back-testing, and setting up new funds and solutions for the launch.
Focus areas: Equity, Credit Risk, Interest Rate Risk, Quantitative Risk Analysis, Structuring, Trading, Derivatives, Portfolio Management
Research Analyst — Research and Thought Leadership
2013 - 2014
Moody's Analytics
- Researched and developed advanced quantitative techniques in capital modeling for the insurance sector.
- Provided research and advisory services to insurance clients on Solvency II internal-model implementation.
- Designed proxy-fitting and valuation tools for assets and liabilities.
- Developed a one-year VaR methodology, conditional target setting methodology, and calibration tools for a Solvency II internal model.
- Researched and advised on integrated asset-liability modeling approaches.
Focus areas: Stochastic Modeling, Market Risk, Portfolio Analysis, Financial Risk Assessment, Financial Modeling, Quantitative Research
Analyst — Asset Projection Team
2011 - 2013
Moody's Analytics
- Revised real-world distributional targets for various asset classes—performing standard and bespoke calibrations of stochastic models;
- Developed, improved, and maintained real-world calibration tools within Excel, VBA.
- Produced risk-return analyses for fixed income, equity asset classes, portfolios, and structured/non-structured investment products.
- Developed strategic/tactical asset allocations for retail investment portfolios.
- Advised clients on real-world and market-consistent modeling, economic scenario generators and stochastic models, calibration tools, and risk reporting.
Focus areas: Derivatives, Equity, Credit Risk, Interest Rate Risk, Risk Modeling, Asset Acquisition, Accounts, Portfolio Analysis, Econometrics, Quantitative Analysis, Stochastic Modeling
Intern
2009 - 2009
TimothySykes.com
- Developed a profitability and trading frequency database of more than 500 customers for performance monitoring purposes.
- Gathered client responses and maintained the customer's database.
Focus areas: Financial Data
Analyst
2008 - 2009
Danske Bank
- Implemented a mean-variance optimization in MS Excel and VBA using the Danske Bank's funds data.
- Evaluated investment funds based on Sharpe and Jensen adjusted performance measures.
- Constructed six strategic asset allocation portfolios for private banking consultants based on mean-variance and stress testing approaches.
- Developed, structured, and finally programmed investment goals and risk tolerance questionnaire for private banking clients.
- Provided recommendations on equity and fixed income products to a supervisor, based on fundamental and technical valuations.
- Assessed deposit and leasing market trends and presented the analysis for the senior management.
- Evaluated the costs and profitability of a bank’s services and products by assigning direct and indirect costs.
- Prepared the bank’s and its peers’ financial performance reports for senior management.
- Developed the bank’s income statement projections by estimating fixed and variable costs.
- Analyzed the cost behavior using regression techniques.
Focus areas: P&L Forecasting, Financial Management, Cost Estimation, Budgeting, Fixed Income Analysis, Portfolio Optimization, Portfolio Analysis, Equity Research
Education
2010 - 2012
Master of Science Degree in Mathematical Trading and Finance
CASS Business School - London, UK
2007 - 2010
Bachelor's Degree in Finance
Essex University - Colchester, UK
Certifications
JANUARY 2019 - PRESENT
Investment Advisor
Baltic Financial Advisors Association
SEPTEMBER 2015 - PRESENT
Investment Management Certificate
CFA UK
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