Yaroslav Kopotilov, Data Scientist

Skills

Stack: Python | C++ | SQL | NoSQL | Linux

Machine Learning

• Supervised: Linear | GAM | Random Forests | Boosting | Bayesian | State Space
• Unsupervised: Embeddings | Clusters
• Neural Networks: Feedforward | CNN | RNN | Transformers | LLMs

Data Engineering

• Data wrangling with SQL, NoSQL and messaging systems
• Cloud storage and computing

Reproducibility, Deployment & MLOps

• Versioned and reproducible ML experiments
• High-quality end-to-end ETL + ML pipelines
• Model testing, deployment and monitoring

Numerical Computation

• Convex and non-convex optimization problems
• High-performance computing

Data Visualization

• Interactive plots
• Web dashboards
• HTML/HTMX webpages

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 | Russian | French

Fun: Data Science meetups | Rock music (vocals & guitar) | TTRPG & LARP

Work Experience

07/2020 - present: Data Scientist, Toptal, Remote

Building AI systems for clients as Toptal's consultant

• Consulted as a data scientist in trading and other industries
• Built custom high-quality ETL and Machine Learning systems
• Delivered data insights in a business-friendly way
• Organized onsite meetups for remote companies

01/2022 - 06/2024: Founder and Lead Developer, YAFinData, Remote

Building the financial data analytics platform www.yafin.app

• Made data from UK electricity markets reliable and accessible
• Extracted insights from data using Machine Learning
• Built monitoring systems to ensure high performance and accuracy
• Defined the overall development direction of the product
• Managed a small team of software developers

01/2019 - 07/2020: Data Scientist, Vitol, London

Conquering energy markets with the power of Machine Learning

• Created market analysis tools and systematic trading strategies
• Worked with coal, power and crude desks
• Led data science projects from idea brainstorming to deployment
• Assisted in the internal python and machine learning training

01/2019 - 06/2020: Model Governance Associate, JPMorgan, London

Challenging pricing models for commodity and FX options

• Created a custom Extended Kalman Filter to calibrate pricing models
• Reviewed 10 option pricing models in commodities and credit
• Mentored junior employees

05/2016 - 10/2016: Algorithmic Trading Intern, Credit Suisse, London

Seeking alpha in commodity and equity markets

02/2015 - 07/2015: Research Intern, Novosibirsk State University

Writing a paper on image classification for a specific type of shapes

Academic Degrees

MSc in Financial Mathematics, Pierre and Marie Curie University

DEA El Karoui: top Financial Mathematics program in France

MSc in Applied Mathematics, Ecole Polytechnique

Cycle d'Ingénieur Polytechnicien: top Engineering program in France

MSc in Mathematics and Computer Science, Novosibirsk State University

BSc in Probability and Statistics, Novosibirsk State University

One of the best universities in Russia for STEM fields

Personal Projects

Stranger News

Real-world news with a supernatural twist powered by LLMs (link)

Forecast Sales Kaggle competition

A surprisingly simple model that won the competition (link)

GPT Telegram bot (team effort)

A bot powered by GPT with cool additional features (link)

Python data wrangling tools

Data pipelines with caching (link) & an efficient XML parser (link)

Interactive website

This very website powered by Flask + Dash (link)

Data Science in examples

Notebooks to tackle various ML and numerical problems (link)

Popular classification algorithms

A comparison study using data from Titanic Kaggle competition (link)