Boris Gnedenko, PhD

CEO

London, England, United Kingdom26 yrs experience

Most Likely To SwitchHighly Stable

Key Highlights

20+ years of experience in financial markets.
Expert in data-driven portfolio construction.
Proven track record in quantitative research.

Stackforce AI infers this person is a Fintech expert specializing in quantitative research and portfolio management.

Contact

Skills

Core Skills

Portfolio OptimizationQuantitative ResearchPortfolio ManagementRisk ManagementInvestment Management

Other Skills

Asset AllocationAsset ManagementBloombergBondsCapital MarketsData AnalysisDeep LearningDerivativesElectronic TradingEmerging MarketsEquitiesEquity DerivativesEquity TradingFX OptionsFinancial Engineering

About

Quantitative researcher and portfolio manager with 20+ years of experience in financial markets. I advocate the scientific approach to investment with a special focus on portfolio construction.

Experience

26 yrs

Total Experience

3 yrs 10 mos

Average Tenure

6 yrs 4 mos

Current Experience

Independent

Quantitative Researcher

Feb 2020 – Present · 6 yrs 4 mos · Greater London, England, United Kingdom

I develop data-driven algorithms for the following stages of a systematic portfolio construction process: signal construction (Equities, Futures, FX), portfolio optimization, risk management, and optimal trading. Two focal points of my research agenda are ML-based portfolio optimization across signals and applications of deep learning to mid-frequency strategies.

Portfolio OptimizationQuantitative ResearchPython (Programming Language)R (Programming Language)Portfolio ManagementDeep Learning+2

Adg capital management llp

Quantitative Researcher, Portfolio Manager

Jan 2014 – Jan 2020 · 6 yrs · London, United Kingdom

Member of a team of 3 PMs managing a multi-billion systematic macro strategy largely uncorrelated to the market and major peers. Responsible for the portfolio construction part of the strategy.

Portfolio OptimizationQuantitative ResearchR (Programming Language)Data AnalysisPortfolio ManagementQuantitative Finance+2

Sberbank

2 roles

Head of Investment Management

Promoted

Jul 2009 – Nov 2012 · 3 yrs 4 mos · Moscow, Moscow City, Russia

Transformed what was a rather chaotic HNWI service into a scalable asset management platform servicing both HNWI and retail within a single investment management process.

BondsEmerging MarketsInvestment ManagementEquities

Head of FX&MM Derivatives Trading

Dec 2008 – Jul 2009 · 7 mos · Moscow, Moscow City, Russia

Emerging Markets

Vtb

Senior Quantitative Analyst

Jul 2007 – Nov 2008 · 1 yr 4 mos · Moscow, Russian Federation

Www.smartfolio.com

Author

Jan 2005 – Dec 2013 · 8 yrs 11 mos

Development of SmartFolio, powerful portfolio optimization and risk management software. SmartFolio is based on classical approaches ranging from mean-variance optimization to advanced parameter estimators to the Black-Litterman model, etc.

Portfolio OptimizationRisk ManagementAsset AllocationData AnalysisStatistics