Daniela Hristova
Consultant
SPECIALIST AREA: QUANT MODELLING
Daniela is a Quantitative Analyst with extensive experience in modelling and analysing financial data. Recently Daniela has been working on an FMCR FX risk management project for a major UK corporate, where she undertook modelling and project management roles. Previously, she made significant contributions to the LIBOR Rates Submission Platform at NatWest (RBS), in particular the quantitative work regarding the IBA's Waterfall Methodology.
Daniela’s career in banking began as an Equity Quantitative Analyst developing statistical arbitrage and market neutral strategies, followed by a decade working for the Algorithmic Rates Trading desk and the Quantitative Analytics group at RBS. Her strong econometric, mathematical and programming skills were applied for the design, development and implementation of quantitative modules integrated into electronic platforms and trading systems. Daniela holds an MSc in Mathematics from Sofia University and a PhD in Applied Econometrics from the University of Leicester.