Max Kovalovs

Quantitative Developer @Citadel

London, GB

Working in the Risk and PnL team of the Fixed Income and Macro business, interfacing between traders and backend infrastructure. Scoped, designed and implemented a low latency distributed backtesting system for what-if portfolios, written in Python and C++. Hosted on Google Cloud Services to achieve low latency (Compute Engine, Cloud Storage, K8S, PubSub.).To ensure uptime and SLA service was deployed with DataDog monitoring and automatic alerting. Service was exposed to traders via FastAPI in Python, Excel spreadsheets and an internal web UI. Worked with traders to create simple FX option pricing and what-if scenario Excel spreadsheets for live positions for their daily use. Implemented performance improvements in existing Risk and PnL infrastructure and what-if scenario tooling. Responsible for supporting trader operations, answering questions about Risk and PnL infrastructure and resolving system outages as part of a weekly oncall rotation.

Imperial College London

Bachelor's degree, Computer Science