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ime horizons. Nov 2009 — October, 2011 Tower Research Capital, LLC (NYC) _Quantitative Strategist • Created an alpha model for a live high Pa and Sharpe ratio trading high frequency strategy applicable to spot FX, US and European futures. • Managed optimal portfolio management and allocation across
ng feed. • Designed and implemented middle office reconciliation system for fixed income derivatives under VC++/VBA 1995-1996 Ptvgrammer/Anabut at Midas Kapiti (Financial systems), Russ Berry, Avon Products in NY/NJ area. 1994-1995 Researcher at the Image of Mathematics, Ural branch, Russia. PhD thesis in Multivariate Compl
me horizons. Nov 2009 — October, 2011 Tower Research Capital, LLC (NYC) .Qmantitatitt Strategist • Created an alpha model for a live high P&L and Sharpe ratio trading high frequency strategy applicable to spot FX, US and European futures. • Managed optimal portfolio management and allocation across
cing feed. • Designed and implemented middle office reconciliation system for fixed income derivatives under VC++/VBA 1995-1996 Partner, /Inaba at Midas Kapiti (Financial systems), Russ Berry, Avon Products in NY/NJ area. 1994-1995 Renumber at the Institute of Afathesnatia, Ural branch, Russia. PhD thesis in Multivariate Com
ime horizons. Nov 2009 — October, 2011 Tower Research Capital, LLC (NYC) Quantitative Strategist • Created an alpha model for a live high P&L and Sharpe ratio trading high frequency strategy applicable to spot FX, US and European futures. • Managed optimal portfolio management and allocation across
g feed. • Designed and implemented middle office reconciliation system for fixed income derivatives under VC++/VBA 1995-1996 Programmer/ Anabut at Midas Kapiti (Financial systems), Russ Berry, Avon Products in NY/NJ area. 1994-1995 Researcher at the butitute of Mathematics, Ural branch, Russia. PhD thesis in Multivariate Co
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