Miodrag Sokic

Market Risk Python Developer skilled in Pandas, NumPy, SQL with experience in risk modeling frameworks FRTB and RNIV/RNIM. Track record with problem-driven tasks. Strong grasp of VaR, scenarios, environments, and concepts like gsst, ccar, hvar, rtpl, es, EWMA.

Market Risk Team, Assistant Vice President, Python development at Citibank Mississauga (2023-05 – 2026-03)

Market Risk Python Developer working on FRTB and RNIV/RNIM frameworks including risk modeling and data lineage.

• FRTB group: work on gsst, ccar, hvar, rtpl scenarios - maintain existing code, develop new code, run and make tests
• RNIV/RNIM group: work on Volga-Vanna, risk weighted assets - maintain existing code, develop new code, run and make tests
• Data lineage development

One on one Tutor at Private Tutoring (2017-05 – 2023-01)

Private tutoring for university-level mathematics, statistics, and computer science courses.

• All level university mathematics and statistics courses and some computer science courses
• Courses: Multivariate Statistics, Bayesian Statistics, Time Series, Stochastic Processes, Linear Programming, Reinforcement Learning, Introduction to Statistical Learning, Machine Learning, Introduction to AI, Data Structures

Sessional lecturer and Teaching Assistant at University of Toronto Mississauga (2015-09 – 2017-04)

Teaching and academic support for mathematics courses at the university level.

• Planning courses, teaching lectures, holding office hours, preparing tests and exams, research
• Courses taught: Introduction to Combinatorics, Partial Differential Equations, Introduction to Nonlinear Dynamics and Chaos, Introduction to Number Theory, Introduction to Mathematical Logic, Complex Analysis, Linear Algebra for Commerce

Postdoctoral fellow at Fields Institute for Research in Mathematics and York University (2014-01 – 2015-06)

Postdoctoral research and teaching in mathematics.

• Planning courses, teaching lectures, holding office hours, preparing tests and exams, research
• Courses taught: Introduction to Logic for Computer Science, Introduction to Logic and Sets

Researcher at Hausdorff Research Institute for Mathematics (2013-09 – 2013-12)

Mathematical research position.

Olga Taussky-John Todd Instructor in Mathematics at California Institute of Technology (2010-09 – 2013-09)

Teaching and research in mathematics at Caltech.

• Planning courses, teaching lectures, holding office hours, preparing tests and exams, research
• Courses taught: Computability Theory, Infinite Games, Classical Analysis, Introduction to Discrete Mathematics, Structural Ramsey theory and Topological Dynamics

Teaching Assistant at University of Toronto (2005-09 – 2010-08)

Teaching assistant for various mathematics courses.

• Holding weekly tutorials and office hours, grading assignments, tests and exams, research
• Courses: Introduction to Mathematical Logic, Complex Analysis, Calculus, Linear Algebra for Commerce, Groups and Symmetries, Differential Equations, Multivariable Calculus

Teaching Assistant at University of Belgrade (2002-02 – 2005-08)

Teaching assistant for mathematics courses.

• Teaching Lectures, holding office hours, preparing tests and exams, prepare Entrance Exam
• Courses: Mathematics, Linear Algebra, Algebra 1, Mathematics 1, Mathematics 2, Entry exam

Ph.D. in Mathematics – University of Toronto (2005-09 – 2010-08)

M.Sc. in Mathematics – University of Belgrade (2000-09 – 2005-08)

B.Sc. in Mathematics – University of Belgrade (1996-09 – 2000-08)