Aug 2022 – Oct 2022 · 2 mos · Лимасол, Кипр · Remote

• # Responsible for developing and optimization trading algorithms, overall strategy capacity > $15 mln ;
• # Expanding the number of traded instruments and countries (EMEA, MENA) - commodities, FX structured products, fixed income ;
• # Refactoring the back-testing engine, writing a strategy monitoring module.

Jul 2022 – Dec 2023 · 1 yr 5 mos · London, UK

• Building HFT/Low-latency trading architecture (<100 ns), RPS - 150k;
• Deploying high-frequency and mid-frequency trading strategies across 600+instruments and 100+ markets (Interest rates, Swaps, Bonds, Major currencies, etc);
• Back-testing and cofiguring enterprise trading systems;
• Managing the portfolio of trading strategies;
• Modelling FOB (L3, price-impact analysis);
• Working closely with C-level and top experts in the field of QuantFin and HFT;
• Helping provide to perform best cutting-edge trading strategies for senior and managing traders/
• Building, optimizing and improving excachange's protocols and Gateway.

Sep 2021 – Aug 2022 · 11 mos · Central Europe · Remote

• Quant fund focusing on medium frequency and high frequency trading strategies based on equities, futures, statistical arbitrage and most liquid instruments on Europe and USA exchanges (LSE, Eurex, NYSE, CME).
• Fund AUM more than 30M euros. The accumulated alpha of 80 percent has been achieved for a number of arbitrage and market-making strategies.
• Key achievements:
• According to ultra-high-frequency strategies, the average trading return is 54%, with a maximum of 87%.
• The ultra-low latency (550 ns) system was developed using FPGAs and a limit control and risk analysis systems;
• The maximum trading volume of the algorithm was increased by 15%, reaching 65M euros.
• Used skill set: C++, FX rates, Ultra High Frequency, Low Latency Trading, Low Level Programming (FPGA), Linux, socket optimisation, Multithreading, Concurrency (Java), Oracle EE (>7 TB of raw data), TCA, Windows Server.
• Improving existing trading strategies by being able to perform both model research and implementation work with the objective of providing best in class execution performance;
• Researching ideas for enhancing existing and developing new algorithms (such as market making), models (such as market impact model) and seeking predictive signals;
• Performing analysis of large data sets comprising of market data, orders, executions and derived analytics;
• Applying top notch practices towards developing modular, reusable, robust trading components and strategy code;
• Working closely with C-level and trading desk, compliance in order to ensure appropriate governance and control infrastructure.

Apr 2021 – Aug 2021 · 4 mos · Remote

• # Leading engineers and developers, as well as data analysts (data science, ML engineers);
• # Designing the architecture of a new product (quantitative trading platform);
• # Implementation of portfolio analytics and risk management modules, as well as a systematic strategy builder;
• # Interacting with C-level management of fund - regarding budgets, recruiting and developing a technology strategy;
• # Writing the infrastructure core of the product: including design, architecture and load testing of the trading engine;
• # Writing prop version of the FIX protocol and its alternatives;
• # DMA connectivity technologies for fund partners and information providers.
• Technological stack: Java 9/11, C++ 17, Python 3.7, Postgre, SQL Server 2019, C# 8.0, Apache Cassandra, Airflow, Greenplum

Aug 2019 – Mar 2021 · 1 yr 7 mos · Remote

• # Designing and developing front-office enterprise-level systems across the trading stack;
• # Working across engineering teams (8 unit) to create technical proposals and designs, drive key technical decisions;
• # Implementing features that are robust and scalable;
• # Mentoring and managing engineers on design, implementation, and technical leadership;
• # Building tools to simplify the strategy development and testing procedure for algorithmic trading solutions;
• # Maintenance the low-latency/HFT platform, including underlying architecture, market data, order routing, trading engine and transaction order processing including matching core engine.

Sep 2018 – Aug 2019 · 11 mos · Remote

• # Leading the delivery of high quality business solutions using the latest in cloud technologies;
• # Working directly with investors to create quantitative solutions;
• # Developing & ensure baseline and support low latency trading systems and related tools;
• # Take full ownership of algorithmic systems from idea to production as internal Product owner;
• # Developing an in depth understanding of existing algorithmic trading applications and work on migrating it to a new container platform;
• # Working together with the business part to provide continuous improvement of the existing algorithmic trading strategies.

Aug 2016 – Jul 2018 · 1 yr 11 mos · USA (remote) · Remote

• # Developing, ensuring baseline and support low latency trading systems and related tools;
• # Take full ownership of algorithmic systems from prototype to production;
• # Working directly with traders and researcher's to understand their needs and to implement their trading strategies and ideas;
• # Analyzing performance of end-to-end systems using tools such as profilers, log aggregators, network sniffers etc;
• # Applying statistical methods to studies on events and order execution;
• # Building improvements in the back-testing environment to enable more efficient studies;
• # Using statistical/mathematical techniques and knowledge of US equity market structure (and microstructure) to design new trading algorithms.

Jan 2016 – Mar 2016 · 2 mos · London, UK · Remote

• # Developing and enhance trading systems for currency overlay strategies;
• # Working closely with trader and researchers on strategy optimization and the development of trading system infrastructure;
• # Achieving compliance with internal and external standards applicable to the design, development and documentation;
• # Connecting with the API interface of domestic and foreign major financial providers (Bloomberg, Reuters, ICE Services, Nasdaq).

Jan 2014 – May 2014 · 4 mos · Moscow

• Participating in the development of regulatory and legal acts of the department;
• Reporting and analysis of key department metrics;
• Calculation of the investment portfolio of pension savings.

Sep 2013 – Aug 2016 · 2 yrs 11 mos · Москва, Россия

• # Portfolio optimization and strategy modeling (back-testing using R and Python libraries);
• # Researching quantitative trading models using Python, Java;
• # API developing and implementing scalping and mid frequency strategies (Options, Futures section);
• # Market making strategies for FORTS;
• # Back-testing quantitative models (Level 2, level 3) using Monte-Carlo simulation and Matlab trading tools;
• # Modeling historical data, building databases (quotes streaming/analyzing raw data);
• # Time-series modeling (ARCH, GARCH, ARIMA).
• CAGR: 24%