Adrian Ionuţ Codirlaşu, CFA, PhD

Transcription

1 Web page: Adrian Ionuţ Codirlaşu, CFA, PhD Personal data Experience Date of birth: January 3 rd 1977, Bucharest, Romania Marital status: married Citizenship: Romanian Nov present, ING Bank, Bucharest, Romania Senior FX Options Dealer (since Sep. 2007) FX Options Dealer (Nov Aug. 2007) FX spot and derivatives trading Setting up the framework for trading FX options Setting up the framework for trading structured products Feb present, Doctoral School of Finance and Banking (DoFIN) and Master for Management of Banking Systems (MsBANK), Academy of Economic Studies, Bucharest, Romania Lecturer Econometrics, Financial Derivatives, Financial Risk Management courses for the Master of Science Programme Sep present, CFA Romania, Bucharest, Romania Member of the Board Participating in setting the minimum passing rate for CFA Level I exam Working on the setup on CFA Romania website May Oct. 2006, National Bank of Romania, Bucharest, Romania Senior Economist, Research Department (Feb Oct. 2006) Economist, Research Department (May 2001 Jan. 2005) Working in the taskforce in charge with implementing the inflation targeting framework Observer in the European Central Bank Working Group on Public Finance Assessing financial markets expectations for exchange rate, interest rates and inflation Forecasting exchange rates and macroeconomic activity Carrying out banking system and financial markets analysis Carrying out macroeconomic analysis Carrying out international economic and financial markets developments analysis Econometric modeling Aug May 2001, Libra Bank, Bucharest, Romania Economist, Internet Banking and Marketing Departments Marketer of corporate bank lending Carrying out market analysis for introduction of Internet Banking services Carrying out analysis of competition concerning the non-cash payment instruments

2 Education , Doctoral School of Finance and Banking Academy of Economic Studies, Bucharest, Romania PhD. Degree, International Finance Department Dissertation: "Management of Financial Risks" Jan present, Chartered Financial Analyst (CFA) charterholder Awarded by CFA Institute, USA in Jan Member of CFA Romania professional association , Romanian-American University, Bucharest, Romania Law Department BA Degree in Law awarded in February 2006 Graduation Thesis: Legal Aspects of Banking Lending Operations awarded with 10 out of , Doctoral School of Finance and Banking Academy of Economic Studies, Bucharest, Romania MSc. Degree in Financial Markets awarded in June Graduation Thesis: Testing for Informational Efficiency of the Romanian Capital Market awarded with 9.33 out of , Academy of Economic Studies, Bucharest, Romania, Faculty of Finance, Insurance, Banking and Stock Exchanges BA Degree in Finance and Banking awarded in August 1999 Graduation Thesis: Comparative Analysis of Techniques for Valuating Financial Instruments awarded with 10 out of 10 Extra-academic courses Mar 2008, ING Bank, Amsterdam, The Netherlands, training on FX options trading May 2007, ING Bank, Brussels, Belgium, training on structured notes trading Jan. Feb. 2007, ING Bank, Warsaw, Poland, one month training on FX options valuation and trading Sep. 2006, European Central Bank and Bank of Spain, Madrid, Spain, Public Finance Workshop. Assessing the Impact of Tax Reforms May. 2006, Joint Vienna Institute, Vienna, Austria, Macroeconomic Forecasting course Sep. 2005, International Monetary Fund and Central Bank of Turkey, Istanbul, Turkey, Inflation Targeting workshop Jul. 2005, Bank of England, London, United Kingdom, Informational Content of Financial Instruments course Jun. Jul. 2005, International Monetary Fund, Washington D.C., USA, New Challenges to Central Bank Monetary and Financial Stability Policies course Nov. 2004, International Monetary Fund and National Bank of Ukraine, Kiev, Ukraine, Inflation Targeting workshop

3 Extra-academic courses (cont) Extracurricular activities Languages Jan. 2004, Bank of England, London, United Kingdom, Designing Models for Monetary Policy course Jun. Jul. 2003, Joint Vienna Institute, Vienna, Austria, Macroeconomic Policy and Analysis course Jun. 2003, Czech National Bank, Prague, Czech Republic, Monetary Policy course Mar. 2003, Czech National Bank, Prague, Czech Republic, Econometric Modeling and Forecasting workshop Jan. 2003, Deutsche Bundesbank, Frankfurt am Main, Germany, Central Banking Operations course Oct Feb. 2001, Romanian Banking Institute, Bucharest, Romania, Financial Analysis and Credit Risk course Apr. May 1998, Citibank Romania, Bucharest, Romania, Bank Management course 1997, Bucharest Stock Exchange, Brokerage course 1997, National Association of Securities Companies, Bucharest, Investments course 1996, Romanian Institute for Securities, Bucharest, Back Office of Brokerage Firms course Feb. 2004, Co-administrator of the finance and banking website Moneda.ro , Doctoral School of Finance and Banking, Bucharest, Webmaster English fluent (March TOEFL Examination Score 620) German - basic IT skills Interests Summary Windows, Linux, Office (Word, Excel, Power Point, FrontPage), Databases (Access, Fox Pro) Econometrics, finance and statistics programs: Eviews, GiveWin, Statistica, SPSS, Winsolve, Mathcad, Matlab, Microfit Trading and Treasury software: Bloomberg, Reuters, Murex, Superderivatives, Kondor+, Summit, Global Trader, Metastock Tennis, basketball, trading on the stock exchange and FX markets, politics, reading Very good analytical and thinking skills, energetic, hard-working, creative, persevering, honest, open minded, strategic thinking

4 Publications and Research Activity May 2008 Oct Oct Jul Jun Feb Sep Dec Apr Using Credit Derivatives, presentation at the CFA Investment Day at the International Insurance-Reinsurance Forum, FIAR 2008, Sinaia, Romania Managemet of Fiancial Risks, PhD. Thesis, Academy of Economic Studies, Bucharest, Romania Applied Econometrics using Eviews course support for Master for Managing of the Banking Systems, Academy of Economic Studies, Bucharest, Romania Credit Risk Management, PhD. paper Credit Risk Models, presentation at the Risk Management Forum Conference organized by the Romanian Commodities Exchange, Bucharest, Romania Credit Risk Derivatives, presentation at the Risk Management Forum Conference organized by the Romanian Commodities Exchange, Bucharest, Romania and at the Monetary and Financial Research Conference held by the Doctoral School of Finance and Banking, Academy of Economic Studies, Bucharest, Romania (Nov. 2005) An Estimate of the Equilibrium Exchange Rate for Romania A BEER Approach, presentation at the Bank of England course of Informational Content of Financial Instruments, London, UK Financial Crises Models and Early Warning Systems, PhD. paper Exchange Rate Models, PhD. paper Co-author of a paper titled Estimating the Balassa-Samuelson Effect for Romania, Adrian Codirlaşu, Nicolaie Alexandru Chidesciuc, defended at the Young Economists conference organized by the National Bank of Romania, Bucharest, Romania, and at the Deutsche Bundesbank s Macroeconomic Research Conference, Frankfurt am Main, Germany (Feb. 2005); published in the volume Nominal and Real Convergence in Romania in the Process of Joining the European Union, National Bank of Romania Collection No. 34, 2005 Early Warning Systems for Financial Crises, paper defended at the Research Conference held by the National Institute of Economic Research of The Romanian Academy, Bucharest, Romania and at the Monetary and Financial Research Conference held by the Doctoral School of Finance and Banking, Academy of Economic Studies, Bucharest, Romania (Nov. 2002) Co-author of the research paper Direct Inflation Targeting: A New Monetary Policy Strategy for Romania, Cristian Popa, coordinator, Surica Rosentuler, Elena Iorga, Wilhelm Salater, Daniela

5 Sasu, Adrian Ionut Codirlasu, published as National Bank of Romania s Occasional Paper No. 1 (in English) and Working Paper Series No. 10 (in Romanian) Nov Jun Assessing the Volatility of the ROL/USD Rate Using ARCH and GARCH Modeling, paper defended at the Monetary and Financial Research Conference held by the Doctoral School of Finance and Banking, Academy of Economic Studies, Bucharest, Romania Testing for Informational Efficiency of the Romanian Capital Market, MSc. Graduation Thesis, published on the Doctoral School of Finance and Banking website