Vladimir Kovalev

Trading & Technology Executive with 8+ years of experience leading algorithmic trading, quantitative research, and fintech system development. Proven track record in algo trading, market making, and building high-performance trading infrastructures, optimizing multi-asset strategies.

Head of Trading, Liquidity Management, and Trading System Development at Crypto Currency Exchange (2017-10 – Present)

• Lead the development, execution, and optimization of market making strategy for spot and futures markets.
• Oversee market-making, liquidity provision, and risk management activities.
• Monitor portfolio performance and adjust strategies based on volatility, liquidity, and market microstructure dynamics.
• Manage exposure and risk across multiple asset classes (spot, perpetuals, futures).
• Establish trading limits, execution policies, and performance KPIs.
• Supervise traders and quants ensuring disciplined execution and compliance with internal policies.
• Participate directly in high-value trades, parameter tuning, or market surveillance.
• Architect and maintain the firm's low-latency trading systems, connectivity, and exchange integrations (REST/WebSocket/FIX APIs).
• Oversee the development of trading engines, execution algorithms, and automated risk-control systems.
• Lead the design of backtesting, simulation, and monitoring frameworks for research and production.
• Ensure system reliability, scalability, and fault-tolerance in high-frequency trading environments.
• Collaborate with quant developers to optimize code performance and deployment pipelines.
• Drive quantitative research efforts to identify new trading opportunities using statistical and machine learning methods.
• Supervise data acquisition, normalization, and storage across multiple exchanges and timeframes.
• Develop and refine predictive models for market behavior, volatility, and liquidity forecasting.
• Integrate analytics pipelines for real-time strategy monitoring and anomaly detection.
• Implement and enforce real-time risk limits and exposure monitoring tools.
• Develop capital allocation frameworks and ensure efficient use of liquidity.
• Maintain compliance with exchange rules, KYC/AML requirements, and regulatory standards.
• Oversee the security of API keys, exchange credentials, and sensitive trading data.
• Build and lead a multidisciplinary team of traders, quants, and engineers.
• Define long-term trading and technology roadmap aligned with business objectives.
• Coordinate with CEO/COO on capital management, fundraising, and strategic partnerships.
• Represent the firm in discussions with exchanges, liquidity providers, and institutional counter parties.

Senior Business Analyst, FI Product Development at VTB Capital (2016-10 – 2017-10)

• Migrated OTC Repo trading from 5NT to Calypso v.12, including margin calls, cash flows, and structured product pricing.
• Configured nettings, workflows, and reports; supported UAT and production deployment.
• Acted as liaison with vendors and internal stakeholders to ensure smooth project delivery.

Business Analyst at BCS Global Markets (2014-10 – 2016-10)

• Delivered EMIR and FCA regulatory reporting projects for Futures, Options, FX Forwards, and FX SWAP.
• Gathered, analyzed, and documented business and functional requirements; coordinated cross-functional teams.
• Supported UAT, go-live, and post-implementation support.

System Analyst / Java Developer at OJSC GAZPROMBANK (2011-06 – 2014-10)

• Developed and maintained Calypso-based trading systems for equities, bonds, repos, and FX forwards.
• Participated in DMA phases, derivatives settlement, and brokerage reporting projects.
• Led specification development, coding, testing, and UAT for multiple capital markets systems.

Quantitative Analyst / Developer at MDC Consulting (2010-10 – 2011-06)

• Designed AML detection algorithms using machine learning (Python, Matlab, Fuzzy Logic, Self-Organizing Maps).
• Developed, tested, and implemented automated money laundering detection systems.

Project Manager at SEVERNEFT (2010-01 – 2010-12)

• Managed contracts, payments, and financial reporting.

Quantitative Analyst at GRAND AT MEDICINE (2008-01 – 2009-12)

• Time series analysis and fractal data modeling.

Day Trader, NYSE at DNA Global Capital (2008-01 – 2008-12)

• Executed high-liquidity stock trading strategies.

Master's Degree in Quantitative Methods in Economics – Saint Petersburg State University (2008-09 – 2010-06)

Bachelor's Degree in Quantitative Methods in Economics – Saint Petersburg State University (2004-09 – 2008-06)