Experience

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  Trader

  Jul 2014 - Dec 2014

  Trader

  I was trading on the Moscow Exchange on my own.• Traded on the stock market, using various tools of technical analysis and some fundamental indicators.

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  Metalloinvest

  Jul 2014 - Aug 2014

  Intern

  Intern, Section of the commercial work, Office of support railway transport,Department of transport and logistics.• Elaboration of the commercial proposals from transport companies (TC), gathering information about the TC and formation of sheets bidding. • Optimization of the tabular form of competitive sheets in Excel format.• Optimization of the core quarterly forms for the importation of raw materials to the company. • Calculation and optimization of the main forms of internal reporting of financial performance of the department. Show less

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  Sberbank

  Mar 2015 - May 2015

  Intern

  Intern, Office of methodology of risk operations in global markets,Department of methodology and risk control.• Developed and successfully implemented a statistical test of automatic detection of a disorder of the boot process quotes.

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  Sberbank cib

  Sept 2015 - Dec 2015

  Intern

  Intern, Section of development of risk valuation models, Office of market risks,Department of risk Sberbank CIB.• Worked on estimating the value of the sensitivity coefficient for inflation-linked bonds. The sensitivity coefficient was used to evaluate the risk metrics DV01 and VaR for portfolios with inflation-linked bonds.

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  Vtb

  Oct 2016 - May 2018

  Analyst

  Analyst, Pricing division (Treasury), Department of Finance· Evaluation of embedded options for credit / deposit products.· Calculation of interest rate risk.· Calculation of transfer curves.· Developing financial models.

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  Credit bank of moscow

  May 2018 - Jul 2021

  · Developed and successfully implemented models for pricing credit / deposit products in accordance with market conditions.· Pricing of LTP and interest rate risk.· Participation in the development and implementation of FTP system.· Developing financial models.· Pricing of interest rate derivatives.· Automotion of financial settlements.· Building models for forecasting of market rates.

  • Head of Pricing and Funding

    Aug 2020 - Jul 2021

  • Senior Analyst

    May 2018 - Aug 2020
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  Beta financial technologies

  Jul 2021 - now

  · Developing innovative internal index setup platform· Developing, setting up and backtesting of momentum, trending and other type index strategies· Developing web application and website· Setup, deployment and support of FTP, API and cloud calculations

  • CTO & Partner

    Oct 2023 - now

  • Head of Index Setup and Quantitative Development

    Jul 2021 - now
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  Sirius capital

  Oct 2023 - now

  Managing partner