Yevgeniy Loboda
About Yevgeniy Loboda
Yevgeniy Loboda is the Head of GIA Analytics at MassMutual Financial Group, specializing in Asset Liability Management and portfolio analytics.
Current Position at MassMutual Financial Group
Yevgeniy Loboda is currently the Head of GIA Analytics at MassMutual Financial Group in the United States. In this role, he leads significant projects, including the LIBOR to SOFR transition. His work involves extensive use of Beacon (WST) for portfolio analytics and risk management.
Previous Experience at Babson Capital Management
Yevgeniy Loboda worked at Babson Capital Management as an Associate Director from 2013 to 2020. He previously interned there as a Quantitative Management Intern for three months in 2011. During his time there, he likely gained substantial experience in finance and asset management, contributing to his expertise in fixed income finance risk calculations.
Educational Background in Statistics and Mathematics
Yevgeniy Loboda studied at the University of Massachusetts, Amherst, earning a Master of Science in Statistics in 2012. He had previously completed a Bachelor of Science in Mathematics at the same institution in 2010. His educational background lays a strong foundation for his expertise in quantitative analysis and statistical methods.
Technical Skills and Specializations
Yevgeniy Loboda specializes in Asset Liability Management (ALM) development using Python. He has developed Monte Carlo simulations of interest rate curves using the HJM model and conducts extensive portfolio hedging research and analysis. His technical skills include proficiency in Python, R, and SQL for various analytics and development tasks.
Teaching and Early Career Roles
Before his roles in finance, Yevgeniy Loboda was an Introductory Statistics Teaching Assistant at the University of Massachusetts Amherst from 2011 to 2012. Additionally, he served as a Sports Instructor at Church of Hope Kids' Camp from 2004 to 2009. These roles demonstrate his ability to convey complex concepts and his commitment to community engagement.