Investment professional creating value in quantitative asset management by combining strong academic background and practical managerial experience.
Quantitative Research Analyst with Strategic Advisers, a quantitatively driven fund and advisory business of Fidelity Investments. Involved in research, development and backtesting of quantitative asset allocation strategies.
Part of the team working on AI and ML implementation for Asset Management (Fidelity Center of Excellence, CoE). Application of Machine Learning techniques to alpha generation, fund performance attribution, and development of alternative risk premia strategies.
Working on Data Science projects (including Machine Learning) as a part of the curriculum.
Manage private investment portfolio through a combination of quantitative and discretionary strategies.
Performed analysis and backtesting of DCM factor-based investment model in non-US equity markets. Built unsupervised Machine Learning classification model for DCM product expansion.
Originated PE and VC deals totalling over $100mln. Represented the fund in the Boards of Directors of the portfolio companies.
Structured M&A deals for large strategic acquirers in various sectors totaling over $250mln.
Performed quantitative analysis of fixed income placements, including products unique for the Russian market at the time. Provided analytical coverage of M&A transactions in various sectors.