Skills
Stack: Python | C++ | SQL | NoSQL | Linux | MacOS
Machine Learning
- Supervised: Linear | GAM | Random Forests | Boosting | Bayesian | State Space
- Unsupervised: Embeddings | Clusters
- Neural Networks: Feedforward | CNN | RNN | Transformers
- Large Language Models: Generative LLMs | RAG
sklearn
statsmodels
lightgbm
skopt
tpot
numpyro
pytorch
tensorflow
langchain
Data Engineering
- Data wrangling with SQL, NoSQL and messaging systems
- Cloud storage and computing
pandas
dask
SQL
PostgreSQL
SQLAlchemy
MongoDB
AWS-S3
AWS-Athena
Spark
requests
imaplib
STOMP
Reproducibility, Deployment & MLOps
- Versioned and reproducible ML experiments
- High-quality end-to-end ETL + ML pipelines
- Model testing, deployment and monitoring
docker
Git
poetry
mlflow
Ansible
pytest
pre-commit
prefect
GitHub-Actions
Grafana
ELK
cloud-VMs
Numerical Computation
- Convex and non-convex optimization problems
- High-performance computing
numpy
scipy
numba
jax
Data Visualization
- Interactive plots
- Web dashboards
- HTML/HTMX webpages
jupyter
matplotlib
plotly
dash
streamlit
flask
fastapi
HTML
asyncio
Industry Knowledge
- Algorithmic trading
- Optimal order execution and market impact
- Equity and energy markets
- Exotic option pricing
Team & Management
- Project management
- Team leading
- Mentorship
Language: English | French | Russian
Hobbies: tabletop & live-action roleplaying games, organizing game festivals like this one, rock singing & guitar, theater, travelling