Data analyst
Finance
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Languages
Russian
English
Skills
Python
Frameworks
automation tools
Data analysis
databases
Mathematics
modeling
working with big data
REST API
Time Series Analysis
Work experience - 25 years
| Finance | Founder |
|---|---|
| Experience: 3 years | - Conducted extensive research and development with large datasets in the field of time series analysis, pairs trading, statistical arbitrage, risk, and factor analysis. - Analyzed relationships between different asset classes, using various metrics to filter trading pairs and select assets. - Developed large-scale relationship models to optimize strategies. - Applied a wide range of time series data analysis methods based on a deep understanding of probability theory and mathematical statistics, including advanced models and machine learning techniques to solve causality, cluster analysis, and volatility modeling problems. - Optimized code performance for efficient operation with large volumes of data. - Developed and implemented cloud platform architecture. - Created and developed user interfaces. - Implemented complex data visualizations. |
| Finance | Founder |
|---|---|
| Experience: 6 years | Developed a novel concept for identifying trends and opportunities using advanced analytical techniques. Led research and development efforts, including extensive backtesting initiatives, focusing on various factors and risk assessment. Applied sophisticated statistical models and techniques to analyze time-series data, model volatility, and optimize large-scale models. Conducted advanced feature engineering. Designed and maintained data pipelines for efficient data processing and storage. Developed and implemented a multi-tiered architecture for applications, incorporating caching mechanisms. Managed infrastructure and ensured efficient deployment and scaling of applications. Built and deployed user-friendly interfaces with interactive visualizations. Developed and configured a distributed system for automated backtesting and model evaluation. |
| Finance | Manager |
|---|---|
| Experience: 16 years | Since 2000, I have held leadership positions in investment companies and banks. I possess extensive experience in analytics, risk management, investments, and financial markets. My expertise includes developing and implementing analytical models, managing investment portfolios, and overseeing quantitative research. I have authored academic publications focused on quantitative risk analysis, portfolio optimization, and advanced time-series analysis methods. |
Education
| Not specified |
Languages
Russian
English