Vit Bubak is a senior quantitative analyst with over eight years of experience in design, development, testing and validation of numerous credit and systemic risk indicators, as well as econometric models.
Vit worked as an Associate Director at Fitch Solutions’ Global Product R&D where he was responsible for the development of advanced analytics products in the areas of credit, operational, liquidity and market risk. This included the development of a number of flagship products including the Financial Implied Ratings Model and a family of corporate and sovereign CDS Indices and Benchmarks.
Vit also serves as a Research Affiliate at the Institute of Economic Studies at Charles University where he conducts academic research in the areas of high-frequency time series analysis, volatility forecasting, asymmetric dependence structures, and portfolio selection, focusing on equity and forex markets.
Previously, Vit served as an instructor for both undergraduate and graduate/MBA courses in economics, finance, and econometrics at Anglo-American University, Charles University, and the University of Iowa. Vit started his career as a Research Analyst in the Equity Markets Research Department at Wood & Co.
Vit’s research has appeared in top domestic and international journals, including Czech Economic Review, Czech Journal of Economics and Finance, and Journal of Banking and Finance, and has been presented at conferences in Europe and US. He is a recipient of several prestigious fellowships and scholarships, including Accenture/Open Society Fund Scholarship, Centre Français de Recherche en Sciences Sociales (CEFRES) Research Scholarship, and Sasakawa Young Leaders Foundation Fellowship (SYLFF).
Vit holds BS and MS degrees in Finance from Charles University, an MA degree in Economics from the University of Iowa, and a dual PhD degree in Economics from the University of Paris 1 Panthéon-Sorbonne and Charles University.