亚历克斯Ognev
验证专家 in 工程
软件开发人员
亚历克斯 has over 20 years of experience in software development and data science. He has worked for large companies building enterprise-scale software and on small agile teams and solo projects. 亚历克斯 has undertaken data analysis, 数据可视化, and predictive modeling with a heavy emphasis on financial and time-series data over the past decade.
Portfolio
Experience
Availability
首选的环境
木星, Spark, Ubuntu, Visual Studio Code (VS Code), RStudio, Windows
最神奇的...
...thing I've developed was the automated arbitrage system that traded simultaneously on US and European exchanges.
工作Experience
Data Scientist | 软件开发人员
自由
- Developed predictive models for clients using large sets of data.
- Analyzed data to identify features, trends, correlations, etc.
- Developed custom software to put machine learning models in production.
Senior Quantitative Trader | Lead Quantitative Trader
KCG
- Developed predictive models for a variety of financial instruments.
- Led a team of junior and experienced traders and researchers, providing mentoring on in-house technology and coordination of effort.
- Developed a library to simplify research and development of trading strategies that were adopted by the entire team.
量化开发人员
GETCO
- Built a library on top of a Hadoop and LSF cluster to provide a scalable quant research environment.
- Developed a wide range of reporting and data analysis tools for traders and senior managers.
- Helped multiple trading teams launch new strategies by building out technology and aiding research efforts.
- Worked with database architects to build an end-to-end data pipeline and database architecture to ingest, 过程, and analyze large volumes of market data from various sources.
Senior 软件开发人员 | Lead 软件开发人员
港银资本管理
- Developed an application for scenario risk analysis including custom DSL for scenario description.
- Built infrastructure for near real-time market risk calculation.
- Lead a team of three software engineers. 使用Scrum和Agile流程.
软件设计工程师/测试
微软
- Developed automated tests for various subsystems of MS SQL Server using C++ and SQL.
- Implemented an automated fault analysis system that was later patented.
- Improved several test automation tools used by the team.
Experience
创意无处不在
http://creativeverywhere.com/US Patent 20070074149: Automated Product Defects Analysis and Reporting
http://patents.google.com/patent/US20070074149引用轮盘赌
Skills
语言
Python, SQL, Python 3, JavaScript, C++, R, C, C#, Java
范例
数据科学, 自动化, Quantitative 研究, ETL, MapReduce, Compiler Design
行业专业知识
交易 Systems, High-frequency 交易 (HFT)
其他
机器学习, 复杂数据分析, 数据可视化, 时间序列, 金融市场数据, 预测建模, 数据分析, 预测分析, 市场微观结构, 数据分析, 数据报告, 大数据, 财务数据分析, 金融市场, 数据建模, 数据挖掘, 定量金融学, 定量建模, 算法交易, 股票交易, 工程数据, 交易, 财务分析, Excel报表, 可视化, 人工智能(AI), 数学, 衍生品, 随机森林, 随机森林回归, 定价模型, 动态定价, 应用数学, 统计建模, Mixed-integer Linear Programming, 期权交易, 强化学习, 深度强化学习, Google Cloud ML, 统计数据, 统计方法, 回归建模, 线性回归, 离散优化, 优化, 神经网络, 企业融资, 项目融资, 股票估值, 风险管理, 财务风险管理, 市场风险, 时间序列分析, 进化算法, 木星, TIBCO, 统计分析, Web开发, 金融, 逻辑回归, 算法, 遗传算法, 机器语言, 软件开发, 计算机科学, 操作系统, 数学分析, 资产估值, 投资经理, 财务规划 & 分析(FP&A)
框架
Hadoop,火花
库/ api
Scikit-learn, Pandas, Matplotlib, NumPy, SciPy, TensorFlow
存储
PostgreSQL, NoSQL, MySQL, Database Management Systems (DBMS)
工具
Spark SQL, Seaborn
平台
Windows, RStudio, Ubuntu, Visual Studio Code (VS Code)
教育
Graduate Certificate in 企业融资
Southern Methodist University - Dallas, TX, USA
Graduate Coursework in 计算机科学
University of Washington - Seattle, WA, USA
Master's Degree in 应用数学, 计算机科学
Moscow State University - Moscow, Russia
认证
Chartered Financial Analyst (CFA)
CFA协会
End-to-End 机器学习 with TensorFlow on GCP
Coursera
强化学习 for 交易 Strategies
Coursera
机器学习:回归
Coursera
机器学习
Coursera
线性与离散优化
Coursera
神经网络 for 机器学习
Coursera
财务风险管理- FRM
GARP
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