Irena joined Vivid Economics with a breadth of experience in the financial sector. Previously, she worked as a Senior Economist at Citadel Asset Management (one of the leading US-based hedge funds), where she led the European research effort in the Fixed Income division. She developed a suite of innovative quantitative tools to help portfolio managers track the global economic cycle, with a focus on China. This effort involved alternative sources of data, low-key economic indicators, quantitative modelling and visualisation. In addition, Irena covered extensively emerging markets and smaller G10 economies, where her primary focus was on understanding and anticipating central banks’ reaction function. In the process, she built a strong network of senior officials in the relevant areas. Irena’s experience prior to Citadel spans across portfolio and risk analysis, quantitative modelling and cross-asset strategy. Some of her projects consisted in developing a quantitative framework to summarise the dynamics of a broad system of financial assets using machine learning techniques.
Irena holds a Master’s degree in Quantitative Finance and Risk Management from University Luigi Bocconi (distinction), a French Maitrise in Banking, Finance and Insurance (1st), and a BSc in Applied Economics from University Paris-Dauphine (1st).