Barclays Capital - Greater New York City Area since 2012
Assistant Vice President
NumeriX - Greater New York City Area 2010 - 2012
Senior Financial Engineer
Mitsui & Co., Ltd. - Greater New York City Area 2008 - 2010
Desk Quant
Education:
Columbia University in the City of New York 2007 - 2008
M.S, Mathematics of Finance
University of Notre Dame 2003 - 2007
Ph.D, Nuclear Physics
Moscow Engineering Physics Institute (MEPhI) 1996 - 2002
М.S, Applied Mathematics
Skills:
Derivatives Structured Products Equity Derivatives Commodity Quantitative Investment Strategies Stochastic Calculus Optimizations Monte Carlo Simulation Statistical Data Analysis Matlab ROOT Data Analysis R C++ FX Options Foreign Exchange Bloomberg Python LaTeX SQL Linux Financial Markets Financial Risk Market Risk
Morgan Stanley
Equity Strategist
Barclays Investment Bank 2012 - 2013
Assistant Vice President
Numerix 2010 - 2012
Financial Engineer
Mitsui Bussan Commodities Ltd 2008 - 2010
Strategist
Education:
Columbia University In the City of New York 2008
Masters, Mathematics, Finance
University of Notre Dame 2007
Doctorates, Doctor of Philosophy, Physics, Philosophy
National Research Nuclear University Mephi (Moscow Engineering Physics Institute) 2002
Bachelors, Applied Mathematics
Skills:
Derivatives Quantitative Finance Structured Products Monte Carlo Simulation Financial Markets Equities Options Equity Derivatives Financial Engineering Financial Risk Fx Options Quantitative Analytics Commodity Market Risk Vba C++ Stochastic Calculus Matlab Quantitative Investing R Statistical Data Analysis Data Analysis Latex Bloomberg Systematic Strategies Factor Based Strategies Portfolio Optimization Volatility Strategies
Languages:
English Russian
Certifications:
Series 7 Series 63 Series 3
Youtube
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