Alex Ognev
Verified Expert in Engineering
Software Developer
Las Vegas, NV, United States
Toptal member since August 5, 2020
Alex has 23 years of experience in software development and data science. He has worked for large companies building enterprise-scale software and on small agile teams and solo projects. Alex has undertaken data analysis, data visualization, and predictive modeling with a heavy emphasis on financial and time-series data over the past decade.
Portfolio
Experience
- Complex Data Analysis - 20 years
- Data Visualization - 20 years
- SQL - 20 years
- Financial Market Data - 10 years
- Machine Learning - 10 years
- Python - 10 years
- R - 10 years
- Scikit-learn - 5 years
Preferred Environment
Jupiter, Spark, Ubuntu, Visual Studio Code (VS Code), RStudio, Windows
The most amazing...
...thing I've developed was the automated arbitrage system that traded simultaneously on US and European exchanges.
Work Experience
Data Scientist | Software Developer
Freelance
- Developed predictive models for clients using large sets of data.
- Analyzed data to identify features, trends, correlations, etc.
- Developed custom software to put machine learning models in production.
Senior Quantitative Developer
GLP Trading
- Implemented several improvements and new features for the real-time order routing system for US equities, resulting in more flexibility and better execution quality.
- Implemented tools for automatic analysis of routing logs helping analyst team to identify shortcomings and suggest improvements to the routing heuristics.
- Supported transition of the team through acquisition providing necessary documentation and assisted with the technology stack move to a new infrastructure.
Senior Quantitative Developer
Apex Fintech Solutions
- Developed a high-performance smart order routing system for US equities using C++.
- Researched various approaches to order routing using reinforcement learning, mixed integer programming, evolutionary algorithms, and statistical methods, leading to the decision to implement a specific strategy in production.
- Supported decision-making of various teams by performing ad-hoc data analysis and reporting.
Senior Quantitative Trader | Lead Quantitative Trader
KCG
- Developed predictive models for a variety of financial instruments.
- Led a team of junior and experienced traders and researchers, providing mentoring on in-house technology and coordination of effort.
- Developed a library to simplify research and development of trading strategies that were adopted by the entire team.
Quantitative Developer
GETCO
- Built a library on top of a Hadoop and LSF cluster to provide a scalable quant research environment.
- Developed a wide range of reporting and data analysis tools for traders and senior managers.
- Helped multiple trading teams launch new strategies by building out technology and aiding research efforts.
- Worked with database architects to build an end-to-end data pipeline and database architecture to ingest, process, and analyze large volumes of market data from various sources.
Senior Software Developer | Lead Software Developer
HBK Capital Management
- Developed an application for scenario risk analysis including custom DSL for scenario description.
- Built infrastructure for near real-time market risk calculation.
- Lead a team of three software engineers. Used Scrum and Agile process.
Software Design Engineer/Test
Microsoft
- Developed automated tests for various subsystems of MS SQL Server using C++ and SQL.
- Implemented an automated fault analysis system that was later patented.
- Improved several test automation tools used by the team.
Experience
Creative Everywhere
http://creativeverywhere.com/US Patent 20070074149: Automated Product Defects Analysis and Reporting
https://patents.google.com/patent/US20070074149Quote Roulette
Education
Graduate Certificate in Corporate Finance
Southern Methodist University - Dallas, TX, USA
Graduate Coursework in Computer Science
University of Washington - Seattle, WA, USA
Master's Degree in Applied Mathematics, Computer Science
Moscow State University - Moscow, Russia
Certifications
Chartered Financial Analyst (CFA)
CFA Institute
End-to-End Machine Learning with TensorFlow on GCP
Coursera
Reinforcement Learning for Trading Strategies
Coursera
Machine Learning: Regression
Coursera
Machine Learning
Coursera
Linear and Discrete Optimization
Coursera
Neural Networks for Machine Learning
Coursera
Financial Risk Management – FRM
GARP
Skills
Libraries/APIs
Scikit-learn, Pandas, Matplotlib, NumPy, SciPy, TensorFlow
Tools
Spark SQL, Seaborn
Languages
Python, SQL, Python 3, JavaScript, C++, R, C, C#, Java, C++17
Paradigms
Automation, Quantitative Research, ETL, MapReduce, Compiler Design
Industry Expertise
Trading Systems, High-frequency Trading (HFT)
Frameworks
Hadoop, Spark
Platforms
Thinkorswim, Windows, RStudio, Ubuntu, Visual Studio Code (VS Code)
Storage
PostgreSQL, NoSQL, MySQL, Database Management Systems (DBMS)
Other
Machine Learning, Complex Data Analysis, Data Visualization, Time Series, Financial Market Data, Data Science, Predictive Modeling, Data Analysis, Predictive Analytics, Market Microstructures, Data Analytics, Data Reporting, Big Data, Financial Data Analytics, Financial Markets, Data Modeling, Data Mining, Quantitative Finance, Quantitative Modeling, Algorithmic Trading, Stock Trading, Data Engineering, Trading, Financial Analysis, Excel Reporting, Visualization, Artificial Intelligence (AI), Mathematics, Derivatives, Random Forests, Random Forest Regression, Pricing Models, Dynamic Pricing, Applied Mathematics, Statistical Modeling, Mixed-integer Linear Programming, Options Trading, Reinforcement Learning, Deep Reinforcement Learning, Google Cloud ML, Statistics, Statistical Methods, Regression Modeling, Linear Regression, Discrete Optimization, Optimization, Neural Networks, Corporate Finance, Project Finance, Equity Valuation, Risk Management, Financial Risk Management, Market Risk, Time Series Analysis, Evolutionary Algorithms, Jupiter, TIBCO, Statistical Analysis, Web Development, Finance, Logistic Regression, Algorithms, Genetic Algorithms, Machine Language, Software Development, Computer Science, Operating Systems, Mathematical Analysis, Asset Valuation, Investment Manager, Financial Planning & Analysis (FP&A)
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