Ali Azary

Professional Profile

Finance and risk analyst with an MSc in Finance and Economics (Risk Management) from the University of Luxembourg and hands-on Luxembourg fund-industry experience supporting impact funds and UCITS/AIF vehicles. Experienced in fund data controls, NAV and exposure analytics, CSSF/AIFMD reporting, valuation, market and credit risk, and portfolio analysis. Combines financial analysis with Python, SQL, Excel/VBA, Bloomberg and Power BI to automate reporting and turn complex data into decision-ready insights.

Core Expertise

Valuation & Modelling DCF, comparable companies, precedent transactions, LBO logic, WACC, terminal value, calibration, scenario and sensitivity analysis.

Risk & Portfolio Analytics VaR, Expected Shortfall, EWMA/GARCH volatility, stress testing, credit risk, Monte Carlo simulation and portfolio optimisation.

Funds & Regulatory Reporting NAV monitoring, exposure and KPI reporting, data validation, reconciliation, audit trails, AIFMD/UCITS and CSSF workflows.

Professional Experience

Fund Data & Analytics Consultant | Innpact, Luxembourg

02/2025 - 07/2025

Impact-finance advisory firm supporting impact funds and UCITS/AIF vehicles.

Built end-to-end Python ETL pipelines using pandas, SQL and openpyxl to automate fund data ingestion, validation and reconciliation across multiple impact funds, reducing recurring reporting turnaround by approximately 60%.
Designed standardised web-based intake forms to replace ad-hoc spreadsheet exchanges, reducing data-entry errors and improving auditability for CSSF reporting workflows.
Built and maintained dashboards used by the fund management team for NAV monitoring, exposure analysis and KPI reporting.
Reconciled and re-modelled legacy Excel/VBA datasets and documented control procedures, enabling maintainable handover to non-technical users.

Doctoral Researcher | University of Luxembourg

01/2019 - 02/2021

Performed quantitative modelling and finite-element analysis of complex engineering systems, translating numerical results into peer-reviewed research.
Automated ABAQUS simulation workflows in Python for large parametric studies, reducing experiment setup from hours to minutes and improving reproducibility.

Analytical & Technical Toolkit

Financial analysis: Financial statement analysis, private-company and private-equity valuation, portfolio risk/return analysis, econometrics, time-series analysis and investment research.

Technology: Excel, VBA, Python (pandas, NumPy, SciPy, scikit-learn, openpyxl, Plotly), SQL, R, Power BI, Bloomberg, FastAPI, Git, XML/XSD.

Delivery: Data pipelines, dashboards, management reporting, validation controls, reconciliation, documentation and stakeholder handover.

Selected Finance & Risk Projects

Market Risk Modelling & VaR Backtesting

Developed modular Python analytics for historical and parametric VaR, Expected Shortfall, EWMA and GARCH volatility, exception analysis, Kupiec coverage testing, Christoffersen independence testing, stress scenarios and interactive risk reporting.

Private Equity Valuation & Scenario Analysis

Created practical valuation research and modelling materials covering DCF, trading comparables, precedent transactions, WACC and terminal value, LBO logic, calibration to entry price, and scenario and sensitivity analysis.

AIFMD XML Reporting & Validation

Built a configuration-driven Python workflow for regulatory XML generation, deterministic identifiers, field mappings, XSD validation and human-readable validation reports, with clear controls for production implementation.

Portfolio Optimisation & Equity Analytics

Built portfolio and equity-analysis tools covering efficient-frontier optimisation, Monte Carlo simulation, drawdown and attribution, VaR/ES, volatility regimes, correlations, financial data APIs and interactive dashboards.

Credit Risk Modelling & Scorecard

Developed a logistic-regression credit-risk prototype with data cleaning, categorical encoding, ROC-AUC evaluation and conversion of predicted default risk into an interpretable scorecard using points-to-double-the-odds scaling.

Education

MSc, Finance and Economics - Risk Management
University of Luxembourg, Luxembourg

Specialisation: Risk Management.

Graduated 02/2026

PhD Candidate, Engineering Sciences
University of Luxembourg, Luxembourg

01/2019 - 02/2021

MSc, Civil Engineering
Middle East Technical University, Turkey

09/2014 - 02/2017

BSc, Civil Engineering
University of Tehran, Iran

09/2008 - 04/2012

BSc, Aerospace Engineering
Sharif University of Technology, Iran

09/2005 - 07/2008

Languages

English - Fluent Turkish - Fluent Persian - Native French - Basic, improving