/ Cristian Viorel Hrenciuc
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MBA Entrepreneurship
University of Amsterdam September 2021 - September 2022
MSc Climate Econometrics
Vrije Universiteit Amsterdam - September 2020 - September 2022
MSc Data Science
University of Amsterdam - September 2020 - September 2021
MSc Financial Mathematic - Pass with Merit
University College London - October 2016 - September 2017
A master’s focused on the applications of mathematics and statistics in finance, with the outcome of learning
how to price a range of financial instruments and how to predict their behaviour. A great emphasis was put
on operations with Brownian motions, such as simulating them through Monte Carlo algorithms and solving
PDE’s involving them. An important aspect was deducing and proving the Black-Scholes equation, which
involved elements of martingale theory, stochastic calculus and quantitative finance.
BSc Mathematics with Business Management - Pass with First Class Honours
University of Birmingham - October 2013 - September 2016
A bachelor’s with the aim of presenting and consolidating a broad range of mathematical fields, while also
introducing key aspects of business theory. The focus of the advanced modules lies in the fields of optimisation
and statistical modelling.
High School - Mathematics and Computer Science Specialisation
"Mihai Viteazul" National College - 2009–2013
Ernst & Young - Data Scientist
Bucharest - October 2022 - present
Responsibilities include:
- Configuring fintech applications pertaining to client needs
- Statistical modelling, including credit risk components (PD and LGD)
- Banking analytics, such as AML and KYC
- Updating existing models to current standards regarding compliance and technical standards
Ad hoc analyses requested by clients, auditors and regulators
BRD – Groupe Société Générale - Risk Modeller
Bucharest - January 2019 - May 2020
Responsibilities include:
- Developing the LGD Forward-Looking model
- Developing the PD Forward-Looking model
- Calculating the historic LGD; maintaining and updating the model
- Developing scorecards for BRD and other companies in the group, for retail and corporate
- Updating existing models to current standards regarding compliance and technical standards
- Ad hoc analyses requested by auditors and regulators
Euler Hermes Romania - Junior Risk Underwriter
Bucharest - May 2018 - January 2019
As a risk underwriter I would be the final link in the process of financial analysis and insuree selection. Responsibilities include:
- Examining insurance proposals
- Collecting information and risk assessments
- Analyzing statistical data
- Writing quotes and negotiating the terms with brokers and clients
- Determining premiums
- Deciding the wording of policies
- Preparing insurance policy terms and conditions
- Liaising with insurance brokers and customers
Certificate in Finance and Technology - CFT
2018–2019
A certificate split on three levels which links various fields of finance, such as risk management, investments and derivatives, with general elements regarding technology, such as UX, cloud computing and cryptocurrency.
IBM Data Science - Coursera Professional Certificate
IBM - 2019
Data Science - Coursera Specialisation
Johns Hopkins University - 2019
Summer School - Intermediate Macroeconomics, Intermediate Microeconomics
London School of Economics - 2014
Romanian Society - Co-Chair
University of Birmingham - 2014–2016
As the Co-Chair of the society, I have had an active role in integrating the newcomers into the British culture and the particularities of the University of Birmingham. Alongside this, I have organised film trips, visits to other cities and the occasional student party.
Eastern European Society - Vice-President, Co-Founder
University of Birmingham - 2014–2016
Eastern-European culture and awareness were the main reasons this society was founded, and we had numerous cultural events, such as talks about history, political debates and food expositions. We have also organised various social events, such as weekly coffee meeting and film nights, and also a Halloween party for over 200 people.
Guild of Students - International Students Councillor
University of Birmingham - 2014-2015
I have attended monthly meetings of the University of Birmingham Guild Council, where I have represented all the international students and voted on matters relevant to the whole Birmingham student body.
- Romanian: Native
- English: Native
- Spanish: Intermediate - DELE B1 certificate
- French: Intermediate
- Advanced: R, Python, SAS, SQL, Spark
- Intermediate: C++, Matlab, Scala
Writing: I am currently running a writing club called "Cenaclul Enigma". In this context, we gather to comment our own literary creations and discuss about various philosophic and cultural topics. Some of our accomplishments were published a book entitled "Vocile Eutherpei" and participating in an event called "Street Delivery" where visitors have written a total of 50 poems.
Cryptocurrency: Alongside investing, I am an active observer of the cryptocurrencies’ behaviour, ranging from the technological aspects to the more humane socio-economical impact.
Tasting: Tasting is a recent passion of mine, diversified within the fields of wine, tea, coffee, beer and spirits. I do specialise in wine tasting, as I am fascinated by the complex processes of viticulture and vinification. Recently, I have enrolled in a few oenology courses, with the most complex one being the WSET Level 3 Award in Wines and Spirits.