Yaroslav Kopotilov, Data Scientist

Skills

Machine Learning

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

Stack: Python | C++ | Bash

Other: Project management | Team leading | Mentorship

Work Experience

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

Building abstract models that add real value

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

Conquering energy markets with the power of ML

01/2019 - 06/2020: Model Validation, JPMorgan, London

Challenging pricing models for commodity options

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

Seeking for alpha in commodity and equity markets

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

Writing a paper on image classification for one 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

Algorithmic trading

A mid-to-high frequency ML-powered strategy (proprietary)

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)

Embeddings in Machine Learning

An article discussing what embeddings are and how to use them (link)

Popular classification algorithms

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