Svetlana Borovkova

Head of Quantitative Modelling

Dr Svetlana Borovkova is the Head of Quant Modelling of Probability & Partners. She has over 25 years of experience in building quantitative models for risk management, financial markets and instruments. She is also an Associate Professor of Quantitative Finance and Risk Management at the Vrije Universiteit Amsterdam. Dr. Borovkova is the Refinitiv/LSEG expert in Sentiment Analysis for Finance and a former researcher at the Dutch Central Bank in the area of financial stability. She has over 60 publications in academic and professional literature and is a frequent speaker at the major international events such as Risk Minds and Quant Minds.

The modelling activities of Dr. Borovkova are not specific to a particular sector in finance industry, but range from market and credit risk models for banks to derivative pricing and hedging for trading firms to quantitative investment strategies for asset managers.

Expertise

  • Quantitative risk management: market, credit and model risk
  • Derivatives pricing, hedging and central clearing; valuation adjustments
  • Market modelling for equities, interest rates and commodities markets
  • Alternative data in finance, in particular, sentiment in news and social media and its applications to investment and trading strategies
  • Data-driven ESG, sustainability and climate risk models
  • Machine Learning applications in finance
Svetlana Borovkova