Competencies: Quantitative trading, derivatives, machine learning, econometrics, risk-management and big data analytics.
Education and degrees:
- MBF (KMBS, Ukraine)
- Bachelor’s degree in Applied System Analysis (Kyiv Polytechnic University, Ukraine)
- Participant of machine learning Kaggle competitions
- Lecturer at Kyiv Mohyla Business school (KMBS, Ukraine)
- Author of several scientific papers ( ‘Algorithmic comparison of empirical and copula modeled financial data’, ‘Copula hedging algorithm for trading S&P 500 Index option spreads’, ‘The impact of traded volume on quantitative end-of-day cryptocurrency strategies’)