Junior Quantitative Researcher

• Researched and improved market-making strategy. Used Python for research and C++ for implementation
• Came up with a way to conduct correct AB-testing in production for trading strategies. Wrote a fully automated
end-to-end script that calculates all the useful statistical metrics
• Performed high-frequency arbitrage strategy using Deep Learning model

• Working on flashbots mev-inspect-py repository. Researching different types of MEV ”pure-profit” opportunities (sandwich attacks, atomic arbitrages e.t.c)
• Improved detection of sandwich attacks on Ethereum Blockchain. Used Python for implementation