Yaroslav Kopotilov, Data Scientist

Skills

Stack: Python | C++ | SQL | Linux

Machine Learning

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

Data Engineering

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

Reproducible ML

• Versioned and reproducible ML experiments
• Well-documented high-quality code

MLOps

• End-to-end ML pipelines
• Model testing, deployment and monitoring

Numerical Computation

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

Data Visualization

• Interactive plots
• Web dashboards

Industry Knowledge

• Algorithmic trading
• Optimal order execution and market impact
• Equity and energy markets
• Exotic option pricing

Other: Project management | Product management | Team leading | Mentorship

Language: English | Russian | French

Work Experience

09/2023 - present: CEO and Lead Developer, YAFinData, Remote

Building the financial data and analytics platform www.yafin.app

• Focus on UK and EU electricity markets
• Commitment to performance, accuracy and reliability

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

Building AI systems for clients as Toptal's consultant

• Data science consulting in financial services and algo trading
• Engineering of high-quality ETL and Machine Learning systems
• Delivering data insights in a business-friendly way

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

Conquering energy markets with the power of Machine Learning

• Created market analysis tools and systematic strategies
• Worked with coal, power and crude desks
• Led data science projects from setup to deployment

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

Challenging pricing models for commodity and FX options

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

Seeking for alpha in commodity and equity markets

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

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

Academia 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

Personal Projects

GPT Telegram bot (team effort)

A bot powered by GPT feat. text-to-speech and speech-to-text (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)

Forecast Sales Kaggle Competition

A surprisingly simple model that won the competition (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)