Verified Expert in Engineering
Alex has over 20 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.
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.
Data Scientist and Software Developer
- 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 Trader/Lead Quantitative Trader
- 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.
- 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
- 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.
US Patent 20070074149: Automated Product Defects Analysis and Reportinghttps://patents.google.com/patent/US20070074149
Data Science, Automation, Quantitative Research, ETL, MapReduce
Trading Systems, High-frequency Trading (HFT)
Machine Learning, Complex Data Analysis, Data Visualization, Time Series, Financial Market Data, 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, 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, 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
Scikit-learn, Pandas, Matplotlib, NumPy, SciPy, TensorFlow
PostgreSQL, NoSQL, MySQL
Spark SQL, Seaborn
Windows, RStudio, Ubuntu, Visual Studio Code (VS Code)
Graduate Certificate in Corporate Finance
Southern Methodist University - Dallas, TX
Graduate Coursework in Computer Science
University of Washington - Seattle, WA
Master's Degree in Applied Mathematics, Computer Science
Moscow State University - Moscow, Russia
End-to-End Machine Learning with TensorFlow on GCP
Reinforcement Learning for Trading Strategies
Machine Learning: Regression
Linear and Discrete Optimization
Neural Networks for Machine Learning
Financial Risk Management – FRM