Position: Quantitative Researcher / Developer
Category: Data Science
English level: fluent
Years of experience: 11

- Architected and developed in-house quantitative research platform for automated trading

- Developed statistical arbitrage models for trading pairs/triplets for US stocks with Sharpe ratio > 2

- Implemented numerous classical momentum TA based strategies for daily trading on US stocks market

-  Developed short term ‘flash crashes’ detector for FX futures allowing to improve market making trading model

- Leaded development of software complex for Automated Control Systems (ACS)
I have more than 20+ years in product oriented software development (using Java, Python) and last 10 of them I've been actively working on development and running algorithmic trading strategies for different markets.  

I've been managing and taking actively participation in development of own in-house platform for algorithmic trading strategies development. 

Platform provides backtesting trading models on historical tick data (using quotes, TAS or Level2 data) and then easy run it for multiple brokerage connections (any FIX based, or prop API related).  It's core is written in Java and there is ability to use either Java (for speed) or Python (if need to run some ML complex analysis) for creating trading logic. Platform is tracking all strategies that running live and providing instant view for portfolio risks and performance.

My main interests are focused mainly on but not limited of following topics:

 - Statistical arbitrage models (US stock market, futures market)

 - High Frequency trading models (rebates / transaction cost minimization / order book patterns)

 - Momentum models on currency market

 - Crypto assets arbitrage models

I have passion to finding hidden patterns in data. I know that markets are stochastic by its nature and it's very hard to predict future behavior but sometimes possible to see shining opportunities in data. Also I believe that it’s possible to spot and exploit these opportunities for investing if you have right tools and use systematic approach for research. That’s my main principles I’m using in my everyday work.
Definitely I'm not looking for any software development related position but interested mostly in projects related to quantitative trading on financial markets.