Experience
Present
Education
Carnegie Mellon University
MS, Computational Finance
Moscow Institute of Physics and Technology (State University) (MIPT)
MS, Applied Mathematics
High School 444
Physics & Mathematics
Skills
- Matlab
- Credit Derivatives
- Cuda
- Swig
- Software Engineering
- Svm
- Boost
- R
- Kalman Filtering
- Lapack
- Mkl
- Tbb
- Natural Language Processing
- Python
- Equity Derivatives
- Template Metaprogramming
- C++
- Fixed Income
- Machine Learning
- C#
- Object Oriented Design
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