Yan Bodnya

Principal, Portfolio Management at European Bank for Reconstruction and Development

Speaker

Yan Bodnya is a Principal in Portfolio Management, Quant Research & Technology at the European Bank for Reconstruction and Development (EBRD) Treasury. His role combines portfolio management with quantitative research and technology development for liquid asset portfolios.

He leads the development of Virtual Portfolio Manager, an agentic AI solution supporting investment analysis, asset allocation, trade selection and portfolio rebalancing. During his career at EBRD, he has managed G7 interest-rate exposures and developed quantitative tools for trading signals, portfolio risk monitoring, scenario analysis and allocation, with an emphasis on transparency and robustness in investment decision-making.

Yan is completing an MSc in Machine Learning and Data Science at Imperial College London, where he also conducts research on statistical encodings for time-to-event data and downstream predictive tasks. He holds an MSc in Finance and Economics from the London School of Economics and a Master’s degree in Applied Mathematics and Computer Science from Lomonosov Moscow State University, where he graduated as valedictorian. His published research includes work on interbank network risk and stochastic regime-switching models.