Junior Quant Researcher with 1 year experience
• 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
Bachelor of Science in Mathematics and Computer Science
Bachelor of Science in Mathematics and Computer Science
Bachelor of Science in Applied Mathematics and Computer Science
Bachelor of Science in Applied Mathematics and Computer Science
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