Alexandru Sava
About Alexandru Sava
Alexandru Sava is a Risk Modeling & Analytics Specialist at UBS, where he focuses on quantifying model risk and assessing the validity of risk models. He holds a Ph.D. in Mathematics from Eidgenössische Technische Hochschule Zürich and has previously worked in various research roles in Switzerland.
Current Role at UBS
Alexandru Sava serves as a Risk Modeling & Analytics Specialist at UBS, a position he has held since 2021. In this role, he specializes in analyzing risk models related to liquidity and funding positions. His work involves quantifying model risk and assessing the validity of various risk models, contributing to the overall risk management framework of the organization. He is based in Zurich, Switzerland.
Previous Experience in Research and Development
Prior to his current role, Alexandru Sava worked at CF Calfor Finance Ltd as Head of Research and Development from 2017 to 2020. He also held positions as a Researcher at MeVis Medical Solutions AG for six months in 2012 and at Deutsches Forschungszentrum für Künstliche Intelligenz (DFKI) for two months in 2011. Additionally, he served as a Graduate Teaching Assistant at ETH Zürich from 2012 to 2017, where he contributed to the academic environment.
Education and Expertise
Alexandru Sava earned a Doctor of Philosophy (Ph.D.) in Mathematics from Eidgenössische Technische Hochschule Zürich, where he studied from 2012 to 2017. He also holds a Master of Science (MSc) in Mathematics from Jacobs University Bremen, completed from 2009 to 2012. His educational background provides a strong foundation for his expertise in risk modeling and analytics.
Research Focus and Specialization
Alexandru Sava has a strong research focus on automated trading and innovation in risk mitigation. His specialization includes analyzing and developing risk models that address liquidity and funding issues, which are critical for financial institutions. This focus enhances his contributions to risk management practices at UBS.