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Naglis Vysniauskas

Naglis Vysniauskas

Vilnius, Vilnius County, Lithuania
Member since January 18, 2017
Naglis is a quantitative finance specialist with previous multi-asset structuring, trading, and fund management experience. He has built 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 to build long-term relationships.
Naglis is now available for hire
Career Highlights
Education
Select Certifications
Case studies
  • Sales Analytics | Power BI
  • Balance Sheet, PnL, and Profitability Projection
  • Overnight Index Swap Discount Curve Builder
Software Expertise
  • MATLAB
  • R
Other Expertise
  • Business Analytics
  • Derivatives
  • Market Risk
  • Quantitative Models
  • Visual Basic for Applications (VBA)
Employment
  • 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: Financial Modeling, Financial Planning & Analysis (FP&A), Quantitative Analysis, Capital Markets, Portfolio Analysis, Interest Rate Risk, Derivatives Pricing, Risk and Trading, Asset Valuations, Asset Liabilty Management
  • Quantitative 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.
    • Implemented, and maintained 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 hedging of derivatives.
    • Performed quantitative R&D function and provided fund management expertise in design, back-testing, and setting up of new funds and solutions for the launch.
    Focus areas: Portfolio Management, Derivatives Trading, Derivatives Structuring, Quantitative Risk, Interest Rate Risk, Credit Risk Analysis, Equity Derivatives
  • 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: Quantitative Research, Financial Modeling, Financial Risk Assessment, Portfolio Analysis, Market Risk, Stochastic Modelling
  • 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: Stochastic Modelling, Quantitative Analysis, Econometrics, Portfolio Analysis, Accounts Payable Processes, Asset Allocation, Risk Modelling, Interest Rate Risk, Credit Risk Analysis, Equity Derivatives
  • 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 customers’ database.
    Focus areas: Financial Data Analysis
  • 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 6 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: Equity Research, Portfolio Analysis, Portfolio Optimization, Fixed Income Analysis, Budgeting, Cost Estimation, Financial Management, P&L Forecasting
Education
  • Master of Science degree in Mathematical Trading and Finance
    2010 - 2012
    CASS Business School - London, UK
  • Bachelor's degree in Finance
    2007 - 2010
    Essex University - Colchester, UK
Certifications
  • Investment Management Certificate
    SEPTEMBER 2015 - PRESENT
    CFA UK
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