Quant trader
Resume:
Karyagin Alexei
Male, ** years, born on ** March 1989
********.********@*****.*** 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
Trader
• 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
BCF Bank LLC
Moscow
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)
Moscow, www.alfabank.ru
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
2012
2 years 4 months
Alpha Trade
Moscow
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
Higher
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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