Pavel Pleskov

Yunykh Lenintsev str., ***-*, apt *,

Moscow, Russia, 109439

+7-905-***-****

adcj1y@r.postjobfree.com

Objective

Data Scientist / Quantitative Researcher

Employment Experience

**/**** – 01/2020

12/2018 – 09/2019

01/2015 – 04/2017

06/2013 – 01/2015

07/2012 – 05/2013

H2O.ai (Silicon Valley based startup)

Computer Vision / Time Series / Data Scientist

● Developed automated Time Series recipe based on LSTM architecture

● Implemented various features in AutoML system for image classification PointAPI (Cambridge based startup)

Natural Language Processing / Data Scientist

● Developed email snippet detection algorithm

● Improved automated email response algorithm using BERT ThunderBid (Proprietary Trading Firm)

High-Frequency Trading / Chief Business Development Officer / Co-Founder

● Headed Quantitative Research Department (4 employees)

● Developed and implemented 10+ profitable trading strategies on MOEX AIM Tech (Proprietary Trading Firm)

High-Frequency Trading / Quantitative Researcher

● Doubled profitability of volatility surface arbitrage strategy by using options quoting and optimizing IV calculation algorithm performance

● Improved profitability of trading algorithm by 25% by developing RTS options market making strategy on Moscow Exchange

Oliver Wyman (International Management Consulting Firm) Financial Services / Consultant

● Developed an Enterprise Risk Management model for a Russian oil company based on Monte Carlo simulations and covering more than 10 risk factors

● Modeled a 5-year business development strategy for a Russian FC Education and Academics

09/2010 – 07/2012 New Economic School (NES)

Master’s Degree in Economics, with specialization in Data Analysis Diploma thesis: «Does Search Volume Index Work in the Russian Stock Market?» 09/2005 – 07/2010 Moscow State University (MSU)

Master’s Degree in Mathematics, Department of Differential Equations Diploma thesis: «Applying Valuation of the American Options for Credit Markets» 09/2001 – 07/2005 57th school

Top-ranked high school with a specialization in Mathematics Skills

Language skills ● English – fluent

● Russian – native

Computer skills ● Python, Bash, Git, Ubuntu, Jupyter, Pycharm, AWS

● Pytorch, Tensorflow, Pandas, Numpy, Sklearn

● Public repository https://gitlab.com/ppleskov

Activities & Training / Professional Affiliations / Memberships

● Former Kaggle Grandmaster (#2 in the global competition rating)

● Top 0.1% in Project Euler (258/700 problems solved, 1 mln participants)

● ods.ai Speaker of the Year (2018, 2019)

https://www.youtube.com/playlist?list=PLGIAByqgUmZzTnEPzohSdSSAXQFVkqPE3 Honors and Awards

● SSI Advanced Adventurer Scuba Diving Certification

● International Kiteboarding Organization Certification (3N) Interests

● Travelling: visited 71/195 countries

Contact this candidate