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Quant trader

Moscow, Russian Federation
November 28, 2017

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Karyagin Alexei

Male, ** years, born on ** March 1989

+7-910-******* preferred means of communication Skype: karyagin.alexei

Reside in: Moscow

Citizenship: Russia, work permit at: Russia

Ready to relocate, ready for business trips

Desired position and salary

Quant Trader

Banks, Investments, Finance

• Investment Company

Employment: full time

Work schedule: full day

Desired travel time to work: any

Work experience 6 years 6 months

June 2016 till now

1 year 6 months

I am Trading VIX


• Trading IV strategies on CBOE/CFE.

• ROI 25%

• Performance details in portfolio

• Trade VIX related derivatives and ETPs

• Main strategies: Volatility arbitrage & Options MM

• Variable risk scaling

December 2014

June 2016

1 year 7 months



Lead Trader

• Managed over 30/400 mln RUB; achieved 32% return (annualized). Responsible for overall project PnL

• Traded classical arbitrage (HFT) on MOEX. Spot vs Futures. o Risk free strategies – 17% return. 90% AUM allocation o Volatility arbitrage (Futures SI, RI) – 87% return. 10% AUM allocation. Risk limited to 10%

• Conducted risk management

• Dynamically hedged currency risks, cash flow depreciation. Applied RUB/USD REPO financing to the strategies

• Managed trading robot updates & upgrades, project lifecycle (Agile development)

• Designed execution strategies, helped increase turnover on 30%, reduce slippage by 10%. October 2013

December 2014

1 year 3 months

Альфа-Банк (Россия)


Quant Analyst

• Was responsible for data mining and big data analysis in FinTech field

• Build cluster models for the analysis of primary corporate clients needs and developed management dashboard.

Resume updated 22 November 2017 at 04:19

• Developed analysis tool for the ATM’s network cash management which helped to decrease unused funds (which cannot be allocated in MM instruments), reduced capital depreciation by 8%

• Worked on proprietary trading limits system (structured products and derivatives)

• Build ETL platform for big data solution

April 2010 July


2 years 4 months

Alpha Trade


Quant Developer

• Developed HFT and scalping prototypes in R, backtested on cleaned data.

• Developed cleaning algorithm for raw DMA data, removed duplicates

• Ensured proper model implementation and performance (Threading, Vectorization, Independent simulations) for production trading robots NASDAQ, FX

• Developed order-routing system, achieved 95% fill rate

• Responsible for quantitative analyzing dependencies between large data arrays and investment ideas in global markets (News parsing + NLP + dictionary) Education


2011 Kazan (Volga) Federal University, Kazan

Financial Management

Professional development, courses

2013 Financial Engineering

CUNY, New York, Financial Engineering in option pricing, NLA Key skills

Languages Russian native

English I am a fluent speaker

Skills Linux Data Mining Python MySQL Фондовый рынок Bash Further information

About me Some of my projects:

Trap-free gamma arbitrage:

I've build multilayer analysis application which allows to avoid gamma traps. It’s also make scaling/legging out positions in most efficient way. Helps to handle unexpected risk-off event Order-Matching engine for the US dark-pools:

Darkpool is a special place for institutional investors to make trades. In order to work effectively such place needs order-matching engine. Worked with developers to insure proper project structure understanding. Revised product features

Trading Platform for HFT strategies:

HFT traders need a robust, fast and reliable platform in order to operate effeminately on the microsecond scale. Finding balance between performance and functionality is the key to success. Was building feature/requirements list

Karyagin Alexei • Resume updated 22 November 2017 at 04:19 Order-Matching and pricing engine for FX options:

FX is becoming popular hedging instrument for institutional investors. Understanding how to hedge against undesired movements of the market can help reduce risks. Was working on BS pricing framework

Karyagin Alexei • Resume updated 22 November 2017 at 04:19

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