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collateral management system for MMFX (money market & foreign exchange) as well as derivatives, primarily Swaps. System built in VC++/Sybase using Bloomberg pricing feed. • Designed and implemented middle office reconciliation system for fixed income derivatives under VC++/VBA 1995-1996 Ptvgrammer/Anab
Dmitriy Nuriyev OBJECTIVE Quantitative Strategist/Portfolio Manager EXPERTISE Quantitative trading strategies: Statistical Arbitrage, Market Microstructure, Forecasting Techniques. Algorithmic trading; Design and development using time series methods, statistical machine learning, digital signal process
l collateral management system for MMFX (money market & foreign exchange) as well as derivatives, primarily Swaps. System built in VC++/Sybase using Bloomberg 2 EFTA_R1_02102741 EFTA02706723 • pricing feed. • Designed and implemented middle office reconciliation system for fixed income derivatives und
OBJECTIVE Quantitative Strategist/Portfolio Manager EXPERTISE Quantitative trading strategies: Statistical Arbitrage, Market Microstructure, Forecasting Techniques. Algorithmic trading; Design and development using time series methods, statistical machine learning, digital signal process
collateral management system for MMFX (money market & foreign exchange) as well as derivatives, primarily Swaps. System built in VC++/Sybase using Bloomberg pricing feed. • Designed and implemented middle office reconciliation system for fixed income derivatives under VC++/VBA 1995-1996 Programmer/ Ana
OBJECTIVE Quantitative Strategist/Portfolio Manager EXPERTISE Quantitative trading strategies: Statistical Arbitrage, Market Microstructure, Forecasting Techniques. Algorithmic trading; Design and development using time series methods, statistical machine learning, digital signal process
Entities connected to both Bloomberg L.P. and Market Microstructure
Sharpe
ORGANIZATIONBarclays Capital
ORGANIZATION
Marla Maples
PERSON
Design
ORGANIZATIONGranger
PERSONButtonwood Group
ORGANIZATIONAvon Products
ORGANIZATIONKalman
PERSONR. Kissel
PERSONVC++
PERSONRuss Berry
PERSONQuadratic
PERSONConvex
PERSONTrade Tactics
ORGANIZATIONBNY Securities
ORGANIZATIONJava/Corba/Weblogic
ORGANIZATIONOptiron
ORGANIZATIONDresdner Kleinwort Benson
ORGANIZATIONSybase
ORGANIZATIONMidas Kapiti (Financial systems
ORGANIZATION