QuantFinDivisionsData & Modelling

Division 03

Data & Modelling

Econometrics, statistical modelling, and the data layer behind everything we publish. Owners of CAPM, event studies, and factor work.

Head: Kirill Papka

What we own

  • Event study and CAPM analysis: methodology, code, validation against the literature
  • Factor and risk modelling: multi-factor regressions, volatility analysis
  • Clean, reproducible datasets: every published analysis points back to its source data
  • Interview quizzes: probability, statistics, and quant brainteasers, with full walkthroughs

Tools

Python (pandas, numpy, scipy, statsmodels), browser-side JS for the public platform, Plotly for charts.