Head of Research2016 - PRESENTTransmetrics
Technologies: Docker, TensorFlow, CPLEX, PostgreSQL, Python, R
- Led the data science team by handling daily business tasks, hiring, and mentoring people.
- Participated in product direction development and pre-sales.
- Modeled and optimized various problems transportation companies have, such as: routing, network design, warehouse optimization, and so on.
- Analyzed and negotiated business requirements.
- Performed a counterfactual analysis and simulations for to prove the value to the customer.
Quantitative Developer2016 - 2016CommEq Asset Management
Technologies: R, MongoDB, Python
- Developed an algorithmic trading system with Python.
- Performed some natural language processing work for news classification.
Quantitative Analyzer2013 - 2016Bwin.Party Digital Entertainment
Technologies: Microsoft SQL Server, Teradata, R, Mathematica, F#
- Developed modules that determined the probabilities for events of interest (goals, points, and so on) and their prices (odds) for the sporting events, offered on the company sites. Used mostly Mathematica and F#.
- Solved various BI questions (e.g., the impact of a new sports model release on revenue in that sport, customer classification, and others).
- Revamped volleyball and a couple of other point sports models, boosting the P&L on them significantly.
- Developed large parts of the currently used customer classification (dangerous or not, VIP or not, about to churn/not, and so on) models.
- Participated in a secondary role in basketball and tennis models.
- Handled pricing problems (pricing combos).
Quantitative Developer2013 - 2013Blue Edge Bulgaria | Evolution Capital Management
Technologies: Microsoft SQL Server, R, Python, C#
- Developed high-frequency trading strategies, aimed at trading in Japan.
- Implemented the main approach via technical trading-trying to identify persistent regimes in the market, based on detecting correlated quantities in the electronic trading book.
- Worked on the backtesting/trading platform (C#, MS SQL stack).
- Developed with R/Python for EDA and prototyping and estimation of upper bound of strategy performance before trading complications such as latency and transaction costs are considered.
- Researched about order book dynamics (e.g., the expected lifetime of bids).
Quantitative and Back-end Developer2012 - 2012Cayetano Gaming
- Developed a slot game with a game designer who would specify the game logic, what type of bonuses and mini-games existed, and provided the vision of how the game should "feel." This is expressed in terms of volatility of payout, bonus structure, bonus frequency, etc. For example, a "chill" could pay out small amounts very often, while a suspense-filled game might have less frequent larger payouts.
- Worked in a team that was responsible for writing game logic and developing in-house combinatorial optimizer in order to find suitable symbol distribution so that the game "feel" and expected payout properties are satisfied.
- Wrote three games, one of which was novel in that there was some strategy involved on the player side. This required different pricing techniques.
- Implemented an ad-hoc statistical analysis for roulette behavior.