Highlights:

Skills:Trading Strategies, Options, Quantitative Finance, Derivatives, Pricing

Quantitative Analyst 07/2014 - current
ITinvest Investment Company, Moscow, Russia
Industry: Investment Banking
Quantitative Analyst & Structurer
- Derivatives pricing models R&D - Trading strategies analysis and improvement - Market making & trading framework development - Structured products pricing, replication, and hedge Main Achievements: - Developed R (Shiny) based pricing software - Designed market-making algorithm of RVI (Russian Volatility Index of the Moscow Exchange) futures contract - Developed FX options trading & market making software Programming: R, C++, SQL, VBA--
Options Trader, Quantitative Analyst 11/2013 - 07/2014
OLMA Investment Firm, Moscow, Russia
Industry: Investment Banking
Quantitative Analyst & Options Trader
- Market making of FX options of the Moscow Exchange - Derivatives portfolio management (FX options) Main Achievements: - TOP-3 of market makers of FX options on the Moscow Exchange - Developed software for option pricing, portfolio valuations, and risk assessment - Created framework of market data calculations and storage - For my Asset Management report please visit quant-lab.com/am.html--
Quantitative Analyst 07/2013 - 10/2013
OLMA Investment Firm, Moscow, Russia
Industry: Investment Banking
- Developed software of market data mining, storage, the greeks and implied volatilities calculations - Evaluated performance/risk of different option strategies - Optimized of option strategies
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Quantitative Analyst 08/2012 - 03/2013
Wellington Impex Ltd., Moscow, New York Russia
Industry: Prop Trading, Hedge Fund
- Designed automated derivatives trading software - Developed risk assessment & margin control systems, transactions execution algorithms, estimation and analysis of P&L and the greeks of portfolios, order log and reporting system, market data calculations and storage - Researched and developed automated trading systems
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Division Director 08/2004 - 07/2012
OTKRITIE Brokerage House JSC, Izhevsk, Russia
Industry: Investment Banking
- Administration and HR management of a regional office - Ensuring fulfillment of earnings plan - Private wealth management - Training of employees
Main Achievements: - Set up a branch of the company from the ground up and brought it into my region TOP-3 - Provided entry of my branch into TOP-3 of the best branches of the company - Revenue increased more than 900%, total clients asset more than 1000% over period of my administration--
Associate Professor 08/2003 - 06/2012
Udmurt State University, Izhevsk, Russia
Industry: Science, Education
- Researched methods of volatility modeling and market risk evaluation - Studied and developed methods of derivatives evaluation and analysis - Guidance of graduation projects in the field of Econometric Modeling and Financial Time Series Analysis - Member of the State Board of Examiners
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Kalashnikov Izhevsk State Technical University 09/1996 - 06/2001
Izhevsk, , Russia
Degree: Master's Degree
Major:Applied Mathematics & Mechanics
With Highest Honor Volatility Modeling

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