Dmitry Zotikov

Lead Quantitative Analyst @dxFeed

Munich, DE

Led and coordinated an index research group, overseeing the full lifecycle of multiple index families (Crypto and FX) including research, prototyping, documentation, deployment, and maintenance.• Implemented and deployed a neural network that predicts short-term mid-price movement direction from real-time limit order book data.• Designed and deployed a multi-service solution for large-scale cross-correlation detection on top of Amazon EMR, Athena, and Airflow.• Contributed to development and analysis of a proprietary autoencoder model for detecting unusual limit order book states predictive of its future dynamics.• Conducted comprehensive analysis of an internal service to cluster users into behavioral profiles based on de facto activity patterns.• Conducted exploratory research into neural network approaches for risk factor budget optimisation, establishing feasibility boundaries for ML applications in portfolio management.• Executed large-scale backtesting of client indices utilising terabyte-scale datasets, ensuring robust performance validation.• Developed and validated statistical arbitrage strategies through comprehensive backtesting and performance analysis.• Spearheaded the integration of Large Language Models (LLMs) into automated market summary report generation, streamlining reporting processes.• Contributed to team growth by actively participating in recruitment and interviews for the quantitative research group.

Saint Petersburg State University

Applied Mathematics

CQF Institute

Quantitative Finance

Yeungnam University

Cognitive Science