Nikita Vasilevskii

AI Researcher

Amsterdam, North Holland, Netherlands8 yrs 11 mos experience

Key Highlights

Expert in algorithmic trading and quantitative research.
Proven track record in machine learning integration.
Strong background in financial mathematics and statistical analysis.

Stackforce AI infers this person is a Fintech expert specializing in algorithmic trading and quantitative research.

Contact

Skills

Core Skills

Market MakingMachine LearningStatistical ArbitrageAlgorithmic TradingAlgorithm DevelopmentPricing Models

Other Skills

BashC++Data AnalysisData ScienceDeep LearningFinancial MathematicsHigh-Frequency TradingInteractive VisualizationsMATLABMySQLPredictive ModelingPythonRREST APIsReinforcement Learning

About

Quant Research. Learned to aim for PnL rather than mathematical fanciness the hard way. Feel free to contact me directly at vasilevskiy.n@gmail.com.

Experience

Pinely

Senior Quantitative Researcher

May 2024 – Present · 1 yr 10 mos · Amsterdam, North Holland, Netherlands · On-site

Hft company

Quantitative Trader

Nov 2022 – Mar 2024 · 1 yr 4 mos · Dubai, United Arab Emirates

Market Making on SHFE

Portofino technologies

Senior Quantitative Researcher

Apr 2022 – Oct 2022 · 6 mos · London, England, United Kingdom

Renaissance capital

Quantitative Analyst

Jul 2020 – Apr 2022 · 1 yr 9 mos · St Petersburg, St Petersburg City, Russia

Fulfilled MM obligations on various classical and Crypto exchanges:
Calibrated, extended and improved a pre-existent algorithm for market making.
Developed and deployed ML algorithms for orderbook analysis.
Statistical arbitrage for:
Equities, commodities & Cryptos.
ETFs vs. basket of stocks.
Utilized classical stat methods (time series analysis etc.).
Maintained a pre-existent algorithm for optimal execution and developed a new one (data based, Reinforcement Learning).
Interactive visualizations & small apps (Python) for traders’ everyday tasks.

Market MakingAlgorithm DevelopmentMachine LearningStatistical ArbitrageTime Series AnalysisInteractive Visualizations

Itiviti

3 roles

Data Scientist / Quantitative Researcher

Promoted

Jul 2019 – Jul 2020 · 1 yr · Saint Petersburg, Russian Federation

Currently leading the integration of Machine Learning solutions into an algorithmic trading platform "Tbricks by Itiviti":
Languages: Python for research and development / C++ for integration
Applications: Algorithmic trading, Trade settlement fail prediction and Dark Liquidity prediction
Mostly concentrated on Deep Learning
Supervision of a Master Thesis on ML usage in finance

Machine LearningAlgorithmic TradingDeep LearningPythonC++

Quantitative Engineer

Promoted

Feb 2018 – Jun 2019 · 1 yr 4 mos · Saint Petersburg, Russian Federation

Enjoyed development of a mathematical part of an algorithmic trading platform "Tbricks by Itiviti":
Languages: C++ for production / Python & MATLAB for research
Built, implemented and tested pricing models for various financial instruments
Maintained and extended volatility management tools
Pushed forth automated and unit testing for the math-related code
Business trips (EU region)

C++PythonMATLABPricing ModelsVolatility ManagementAlgorithm Development