Publications

We study how different types of social connections between people shape their social network. There are two possible types of ties …
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In the classical herding literature, agents receive a private signal regarding a binary state of nature, and sequentially choose an …
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We study how social planning can reduce the inefficiencies of social learning, stemming from herding and informational cascades. A …
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Experience

 
 
 
 
 

Quantitative Risk Management Intern

Western Asset Management

Jun 2018 – Aug 2018 California
Responsibilities include:

  • Creating a Scenario Analysis application for a hedge fund.
  • Implementing a pricing function and calculating Greeks for Credit Default Swap Options.
 
 
 
 
 

Teaching Assistant

Caltech

Sep 2016 – Present California
Classes assisted with:

  • Game Theory
  • Advanced Game Theory
  • Bayesian Statistics
  • Cognitive Neuroscience
 
 
 
 
 

Teaching Assistant

NRU Higher School of Economics

Sep 2012 – Mar 2015 Moscow, Russia
Classes assisted with:

  • Analysis
  • Linear Algebra
  • Calculus
 
 
 
 
 

Mathematical Olympiad Works Inspector

Mathematical Feast, Interregional Mathematical Olympiad of NRU HSE

Sep 2011 – Mar 2015 Moscow, Russia

Accomplish­ments

Chicago Quantitative Challenge

Chicago Quantitative Alliance Oct 2018 – Apr 2019
Achieved 5.17% return from a market-neutral portfolio over 4.5 month period. This result (4-th highest out of 48) was attained by implementing a multi-factor timing strategy.

European Youth Bridge Championship

European Bridge League Jun 2011
Member of the national team

Contact