
Tazo Lezhava
Verified Expert in Engineering
Data Science Developer
San Francisco, United States
Toptal member since October 1, 2026
Tazo is a quantitative portfolio manager with 8 years of experience in financial modeling and AI-driven product development. His expertise spans Python, SQL, and MATLAB for banking and fintech, where he improved graduation rates to 85% while at TBC Bank. At BlackRock, Tazo managed $5 billion in Asia-Pacific portfolios and led cross-functional teams as head of data science and AI.
Portfolio
Experience
- Python - 15 years
- Statistics - 14 years
- Data Science - 13 years
- Machine Learning Operations (MLOps) - 13 years
- Machine Learning - 13 years
- Asset Management - 11 years
- Large Language Model Operations (LLMOps) - 4 years
Work Experience
Co-founder & CEO
Quissly
- Made the future of product discovery accessible to all retailers.
- Backed by 500 Global and expanded to international markets.
- Released a fully reproducible research proving we beat competitor products.
Co-founder & CTO
Homeview
- Built an AI-powered interior design SaaS with product recommendation.
- Developed an MVP pre-chat GPT and launched with retailers in the US and Canada.
- Trained our own embedding models on furniture and rooms.
Head, Data Science & AI
TBC Bank
- Led multiple cross-functional teams of data scientists to develop and deliver models across the organization and its subsidiaries. Supervised all data science projects and MLOps, as well as employee training and career management.
- Managed the board of directors for AI initiatives and company-wide AI transformation.
- Developed risk models, including credit underwriting/scoring, IFRS 9, fraud detection, and anti-money laundering.
- Created business models such as product recommendations, customer lifetime value estimation, and churn prediction.
- Conducted AI research and development to fine-tune LLMs and develop local language models for customer-facing chatbots, internal knowledge base, money-laundering and fraud detection, new customer acquisition, and investment advisory.
- Established industry standards covering Agile methodology, collaborative coding, MLOps, AutoML, and LLMOps.
Dean, Data Academy
TBC Bank
- Established a risk academy under the TBC brand to equip strong talent with statistical and analytical skills.
- Created the program curriculum and assisted with syllabi development, ensuring comprehensive educational content.
- Designed the online testing and grading framework for 800-900 applicants each semester, admitting only 20. Achieved an 85% graduation rate with 30% of graduates securing full-time roles across various teams.
Head, Model Risk Management
TBC Bank
- Started the model risk management department, managed all model-related risks, and acted as an independent supervisor for model development across TBC Group PLC.
- Led model risk management at TBC, identifying, quantifying, and mitigating risks related to model performance and application in processes. Managed model inventory and set standards for all stakeholders to ensure transparency and accountability.
- Acted as an enabler to model developers by helping set up appropriate environments and infrastructure for modeling while enforcing high standards.
Quantitative Portfolio Manager, APAC
BlackRock
- Worked as a quantitative researcher and portfolio manager, oversaw approximately $5 billion across Asia Pacific, and was actively involved in model management decisions.
- Conducted signal research globally with big data, statistical arbitrage, and macro/factor approach using traditional and alternative data and methods.
- Managed daily operations of a business exceeding $10 billion, including long-only, 130/30, and market-neutral strategies. Oversaw small-cap and thematic (factor) strategies across the APAC region.
- Managed models for all Asia Pacific strategies, overseeing weight changes, risk management, strategic/reactive factor exposure, risk allocations, and portfolio research. Conducted analytics for internal/external purposes and implementation research.
- Conducted both factor and stock-selection signal research as a quantitative researcher, identifying additive alternative datasets and systems research to improve research processes.
- Collaborated with colleagues from all groups within SAE to find/onboard new data with leading indicators, explore signals through existing data, improve implementations of current insights, and experiment with non-traditional research techniques.
- Served as one of three members on the data search team, tasked with identifying and coordinating new data and associated research for all of SAE.
- Designed and implemented tools to help the team be more efficient in performing either portfolio management or research tasks.
Teacher’s Assistant
Columbia Business School
- Conducted weekly review sessions and office hours to help students understand the material in classes of up to 600 students.
- Assisted in courses on global economic environment, managerial economics, and central banking after the crisis.
- Reviewed and graded exams on open-ended questions.
Intern, APAC
BlackRock
- Used new data and techniques in research to construct signals that improve existing alpha models.
- Conducted new research with a non-traditional approach to extract otherwise non-observable signals used to predict future stock prices.
- Used alternative data to find the right insights, i.e., signals that predict future stock returns.
Intern, Macroeconomic Research Division
National Bank of Georgia
- Used the Blanchard-Kahn algorithm for time series and the Kalman filter for inconsistent data to forecast inflation.
- Suggested possible policy change to achieve targeted inflation, which is key for stable economic growth.
- Trained weekly by different colleagues and helped them in their work to present outcomes to the rest of the division and sometimes other divisions.
Tutor, Calculus II & Calculus III
American University in Bulgaria
- Conducted weekly and pre-examination tutorials for 30+ students using various approaches for different students.
- Worked with the professor to conduct and grade examinations for about 35 students in each class.
- Classes covered multiple levels of calculus taught at school.
Project History
Quissly: AI Product Discovery Platform for eCommerce
https://quissly.comhomeview.ai: AI-powered Interior Design SaaS
TBC Bank: Enterprise ML for Credit, Risk and Personalization
TBC Bank: Generative AI and AI Governance
Geniti: AI Workforce Platform for Solo Founders
https://geniti.ioGipity: Safe AI Chat for Kids with Parental Controls
https://thegipity.comFIT (Fast Insight Testing): Alternative Data Evaluation at BlackRock
Fins: Personal Finance App with Statement Imports and Rules Engine
The stack is Python 3.12, FastAPI, Jinja2, HTMX, and Alpine.js, SQLAlchemy 2 and Alembic over PostgreSQL, on Cloud Run with Cloud SQL. GitHub Actions deploys via Workload Identity Federation, gated on a 1,486-test pytest and Playwright suite.
I set the architecture, wrote the specs, and built much of it with one other developer. All milestones are deployed.
Education
Master's Degree in Financial Economics
Columbia Business School - New York, NY, USA
Bachelor's Degree in Mathematics and Economics
American University in Bulgaria - Blagoevgrad, Bulgaria
Skills
Libraries/APIs
API Development, Claude API, XGBoost, Scikit-learn, REST APIs, Pandas, PyTorch, PySpark, React, SQLAlchemy, HTMX, Playwright
Tools
Claude, ChatGPT, BigQuery, Claude Code, AutoML, MATLAB, Visual Studio, Microsoft Power BI
Languages
Python, SQL, C++
Paradigms
ETL, Anomaly Detection, Model Context Protocol (MCP), Continuous Integration (CI), Continuous Delivery (CD), Synthetic Data Generation, Quantitative Research, DevOps
Platforms
Google Cloud Platform (GCP), Vertex AI, Amazon Web Services (AWS), Azure, Databricks, Linux, Shopify, Cloud Run
Storage
Redis, Data Pipelines, PostgreSQL
Frameworks
LangGraph, Next.js, Spark
Other
Machine Learning Operations (MLOps), Cloud, Machine Learning, Statistics, Asset Management, Applied Mathematics, Calculus, Data, Risk Management, Research, Data Science, AI Architecture, Artificial Intelligence (AI), Context Engineering, Large Language Models (LLMs), RAG Systems, Agentic AI, FastAPI, Data Extraction, AI Consulting, Integration, Mentorship, Training, Team Mentoring, Generative Artificial Intelligence (GenAI), APIs, ChatGPT API, Data Analysis, Prompt Engineering, GBM, Technology, Strategy, Center of Excellence (CoE), Retrieval-augmented Generation (RAG), AI Agents, Time Series Forecasting, Model Evaluation, LLM Integration, OpenAI, Large Language Model Operations (LLMOps), Computer Vision, Recommendation Systems, University Teaching, Ontologies, Full-stack, Auditing, Vertex, AI Governance, MLflow, Hugging Face, Data Engineering, Deep Learning, Embeddings from Language Models (ELMo), Internet of Things (IoT), Multimodal Models, Supervised Fine-tuning (SFT), Tokenization, Data Modeling, LLM Fine-tuning, Infrastructure as Code (IaC), Vector Databases, Bayesian Statistics, Knowledge Graphs, AI Security, embeddings, Semantic Search, AI Voice Agents, Gemini API, OpenAI APIs, Generative Engine Optimization (GEO), Product Development, CTO, Fine-tuning, Model Risk Management (MRM), Natural Language Processing (NLP), Agentic AI Systems, Multi-agent Systems, Content Moderation, Backtesting, Alternative Data, Signal Research, Alpha Research, Data Visualization, Hedge Funds, CI/CD Pipelines
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