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Sergei Grechkin

Chief Strategy and Risk Officer
AIFM Cayros Capital
Member since
29 May 2024
Location
Nicosia
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Followed by John Sims, Martha Boyle and 5 others you follow

Bio

Mr Grechkin is a C-level risk management executive and experienced finance professional, amassing over 12 years of expertise across financial institutions and regulatory spheres. Holding a Masters Degree in Finance, he has gained an experience in the U.S. financial markets during 2017/2018 in the U.S. Federal Reserve System in Washington D.C., USA .

In recent years, Mr. Grechkin has served as a C-level executive at Cayros Capital Investments Management, spearheading risk management and quantitative initiatives for an extensive asset portfolio exceeding 1 billion EUR. Additionally, he works as an independent VC investor. Mr. Sergei Grechkin holds the Financial Risk Manager (FRM) designation

Experience

Chief Risk Officer
AIFM Cayros Capital
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Latest opinions

Sergei Grechkin

Risk and portfolio management advanced approaches for Implementing Stochastic Correlation Processes

As global financial markets become increasingly interconnected, accurately modelling correlations between assets is essential. Traditional models often assume static correlations, which fail to reflect the dynamics of multi-asset portfolios in evolving markets. A stochastic correlation approach using copula functions offers a flexible alternative....

14 February 2025 Financial Risk Management

Sergei Grechkin

Implementing AI in the Pricing of Interest Rate Derivative Contracts

The financial industry has been rapidly integrating Artificial Intelligence (AI) to enhance various aspects of its operations, including the pricing of interest rate derivative contracts. Interest rate derivatives, such as swaps, options, and futures, are essential tools for managing exposure to fluctuations in interest rates. The traditional met...

06 June 2024 Artificial Intelligence and Financial Services

Sergei writes about

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Sergei's opinion archive

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