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
sklearn
statsmodels
lightgbm
skopt
tpot
numpyro
pytorch
tensorflow
Data Engineering
- Data wrangling with SQL, NoSQL and messaging systems
- Cloud storage and computing
pandas
dask
SQL
SQLAlchemy
AWS-S3
AWS-Athena
Spark
requests
imaplib
STOMP
Reproducible ML
- Versioned and reproducible ML experiments
- Well-documented high-quality code
Docker
poetry
pyenv
Git/GitHub
mlflow
MLOps
- End-to-end ML pipelines
- Model testing, deployment and monitoring
Ansible
pytest
pre-commit
prefect
GitHub-Actions
Grafana
Sentry
ELK
Numerical Computation
- Convex and non-convex optimization problems
- High-performance computing
numpy
scipy
numba
jax
Data Visualization
- Interactive plots
- Web dashboards
jupyter
matplotlib
plotly
dash
streamlit
flask
HTML
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