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.
