• Prepared a tender to develop and operate a blockchain-based private markets trading platform and presented it to the top management of AIMS Financial Group.• Implemented a Non-Fungible Tokens project start-to-end for a European client.

At this advanced analytics and high tech consultancy, I have • Lead development of a massively scalable digital assets algorithmic trading platform. • Prepared a business plan and presented it to investors winning funding for the project. • Recruited and managed a small technical team. • Derived mathematical formulations for arbitrage trading strategies, communicated the requirements to the DevOps team, and controlled the implementation. • Optimised transport networks using simulations for clients' economic benefits. • Prepared reports for clients with statistical analyses and visualisations. • Prepared a tender to the New Zealand government's emissions trading exchange.Technologies used: Python, Pandas, Seaborn, Matplotlib, Scikit-learn, Linux, Git, JSON, Protobuf, RESTful & websocket APIs, Jira, Confluence, Bitbucket, Cloud platforms.

Served high profile government and corporate clients and created significant value by quantitative data analyses in large innovative digital projects: • Fraud detection by statistical analysis of data for the Australian Department of Health. • Data-driven approach to reduction of diabetes related hospital stays.Technologies used: SAS, Tableau, SQL, Excel, Powerpoint.

At the Investment Solutions Group, I Created a risk management framework and dashboard for an innovative variable annuity life insurance product in Excel/VBA. Hedging equity, currency, and interest rate risks.

Policy, Research and Statistics division• Implemented a high profile research project start-to-end: Government policy relies on my report “Investment Performance, Asset Allocation, and Expenses of Large Superannuation Funds”.• Performed statistical and econometric analysis of data and tested hypotheses using SAS and Excel. Recruited, coached and managed junior researchers.• Served as a committee member for the Brian Gray Scholarship: Insurance risk.

• Lectured MBA Investment Management courses earning excellent student ratings.• Research grants recipient, e. g. for a project "Liquidity and Company Size as Risk Factors Explaining Australian Equity Returns".

As a member of the Quantitative Strategies Team in the Investment Division, I was responsible for all aspects of the quantitative investment process: Strategic and tactical asset allocation, security selection, market risk and transaction costs models. • Created, tested and productionalised a quantitative small cap equity selection model. • Priced structured products (principal protection and equity-linked notes)using Monte Carlo simulations in Matlab and option pricing models. • Estimated expected returns, volatility and correlation parameters for the Asset Allocation framework with dozens of asset classes: Equities, bonds, funds, etc. • Coached interns. Served as a member of the investment committee. • Helped grow the private clients business to $4 billion.Technologies: Matlab, SAS, C++, Barra, Bloomberg, FactSet, Ibbotson, Excel/VBA.

As a member of the Financial Engineering team, I created innovative implied volatility signals to improve stock return forecasts, resulting in large profits for equity portfolios.Assisted portfolio managers in using derivatives to optimise risk/return of portfolios.Technologies used: SAS, SPSS, Reuters, Eviews, extended Black-Scholes options pricing model, OptionMetrics; regression, panel and time series models, decision trees.