Hi, my name is Andrei Dranka and I'm currently an investment associate at Ontario Teachers' Pension Plan. As an engineering graduate from the University of Toronto, I'm passionate about learning as much as I can from the investment industry. To help me with this journey, I am pursuing the CFA® designation and have passed all three exams.
This site is used as an archive of my past projects, documented so that I may refer to them in the future. You can access it by clicking the Projects link.
Below is a timeline of my experience:
Studied granular patterns and their onset conditions under the supervision of Dr. Natalia N. Krasnopolskaia with the Department of Physics at the University of Toronto as part of the Summer Undergraduate Research Fellowship (SURF). Created and maintained software to analyze the data. Contributed to the development of the experiment and report created for the Advanced Phsics Laboratory. Experiment details can be found in gran.pdf (2.4MB).
Worked with The Citizen Lab at the Munk School of Global Affairs as part of the Engineers for the World (E4TW) Fellowship. Analyzed censorship and privacy controls in Android chat applications popular in Asia, which included WeChat, LINE and KakaoTalk using a variety of tools for static and dynamic analysis of Android applications. Results included finding security vulnerabilities in certain applications (such as unencrypted communication), quantitatively determining the service disruptions of LINE and KakaoTalk in China in summer 2014, as well as fully analyzing Dawn of Glad Tidings (an application developed by militant group, the Islamic State of Iraq and Syria, now Islamic State). Contributed to several publications, listed here: citizenlab.ca/author/andreidranka
As part of my Professional Experience Year (PEY), I had the opportunity to intern at Ontario Teachers' Pension Plan in the Public Market Risk team. As part of my responsibilities, I provided what-if analysis for several trading desks including public equities, credit and commodity groups. Additionally, I generated and delivered risk reports to the majority of public market investment teams at OTPP.
BASc in Engineering Science, specializing in Mathematics, Statistics and Finance.
Hired into Accenture Technology, but primarily worked on Analytics projects. These projects included implementing a big data solution for a Canadian telecom and a data marketplace application for a top 5 bank in Canada.
Returned back to Ontario Teachers' Pension Plan, now a part of the Total Fund Risk team. My responsibilities now include: reporting on the asset, active and liquidity risks from a Total Fund perspective, developing tools to help the investment teams know their risk impact prior to decisions. During my time here, I've had the opportunity and pleasure of helping develop FLaRE, our new re-designed liquidity risk engine and LLR, a new risk engine that incorperates a long lookback period (going back to the 70's). I was promoted from Analyst level in early 2020.
