Viktor Ayadi

• Commodities Pricing Models / CVA Models - CCAR, Regulatory Reporting, Stress Testing, Validation, Model Development
• Analysis for Market Risk and Model Validation, Commodities Trading Desk Provided strategy advice to high net worth clients.
• Extensive Analysis of Pricing / CVA Model Limitations
• Facilitating Seminars, Representing Citi at Job Fairs
• University Relations - Joint Course with University of Szeged
• Mentoring Interns and New Joiners
• Negotiating with Clients (Trading Desk, Model Risk, Market Risk)
• Participating in internal Working Groups and Charity Work

• Organizing Conferences
• Performed scientific research on multiple projects:

- Numerical model building for the time dependent Schrödinger equation (TDSE) with time dependent external electric field, finite difference (FD) discretisation.
- Implementation of efficient numerical solver for solving the TDSE by using the alternating direction implicit (ADI) method. The critical parts of the algorithms were parallelized by OpenMP.

Investigation of the momentum distribution of the photoemitted electrons from atoms by semiclassical trajectory Monte Carlo (SCMC) method:
- Developed the SCMC model numerical model for describing a model system with one active electron.
- Implemented the simulation in C.
- Compared the results against the ADI based TDSE solving method to check it's validity range.

• Theoretical and numerical investigation of photoemission from surfacese nano structures
• Theoretical modelling + Numerical implementation of the model in C.
• Numerical simulations on nano-scale interacting quantum systems interacting with Strong laser field: FDTD and SFTDT simulations and
  the simulations were implemented in C, and parallelized with OpenMP.
• Operating Printers, Wifi and Some Servers at the Department
• Presentations
• Giving Lectures