Alexey Orlovsky Email and Phone Number
Alexey Orlovsky work email
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Alexey Orlovsky personal email
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Senior Quantitative Researcher and Systematic Trader, since 2009 working on building automated high and mid frequency strategies in FX, Fixed Income Derivatives, Equities, Options, ETFs, Futures, and Crypto assets, in US and Asia Pacific markets. 8+ years of prior software development in Silicon Valley companies. Finance: UC Berkeley MFE (Valedictorian), MBA, MS Applied Math, 3 years of PhD research. Certifications: FMRP, JSDA, Series 57, IAFE member. Big data analysis, quantitative analytical and empirical research, modeling and tradingTechnology: Design of efficient code in Python, Java, C, C++, R, MATLAB, SQL, KDB, etc. Experience working with large datasets and data science technology stack. Cisco Network Professional certification
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Senior Quantitative ResearcherAkuna Capital Feb 2019 - PresentChicago, Il, Us• Research in market microstructure for efficient high frequency strategies in index and commodity option market making
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Systematic Trader, Head Of Quantitative ResearchCmt Capital Markets Trading Aug 2016 - Jan 2019Chicago, Il, Us• Leading a quant team to research and create automated trading strategies for the crypto desk• Created and traded medium-frequency (seconds to minutes) quantitative strategies for US equities and futures as an overlay to the high frequency trading platform, pioneered hybrid approach – adding “smarts” to “speed”• Modeling market microstructure and asset correlations, for both crypto and traditional exchange venues -
Automated Trading Strategies Vp, Global Emerging MarketsJ.P. Morgan Jul 2013 - Jul 2016New York, Ny, Us• As a member of the electronic market making desk, trading for a global FX book, created and enhanced automated streamed pricing and risk management strategies for the top primary dealer• Extended automated trading to highly idiosyncratic Asian emerging markets with capital controls for onshore spot FX and offshore non-deliverable forwards (NDFs)• Created trading system for optimized dynamic active/passive risk management for Asian EM currencies - CNH, SGD, HKD, helped more than double volume and PnL in these currencies over the period• Researched short time horizon alpha strategies using statistical and machine learning techniques -
Desk Strategist Vp, Fx TradingJ.P. Morgan Nov 2011 - Jun 2013New York, Ny, Us• Designed and implemented real-time risk and PnL analytics for FX Forward products• Created a hybrid G10 Forward pricing model for stable and consistent valuation and relative value trading
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Desk Quant Avp, Quantitative Analytics, Rates TradingBarclays May 2010 - Oct 2011New York, Ny, Us• Created models of interest rates and market risk of rates products in a multi-curve CSA aware environment• Implemented an empirical rates model allowing for relative value trading and historically consistent hedging; incorporated the model in an intraday trading strategy for yen swaps desk • Worked on the cross-currency desk; aggregated inputs from FI and FX markets to better represent short-end dynamics of the cross-currency instruments; assessed cross-gamma exposure from XCCY swaps -
Associate Intern, Deam Quantitative StrategiesDeutsche Bank Oct 2009 - Dec 2009Frankfurt Am Main, Hessen, De• Research of factors predicting US defined benefit pension plan asset allocation decisions; longevity risk impact and products -
Staff Software Engineer, Tech LeadVmware Mar 2006 - Mar 2009Palo Alto, Ca, Us• Key member of the design and implementation team for the virtual desktop broker solution (VMware View), utilizing multi-tier Enterprise Java and C++ technologies and SQL databases (Oracle, MS SQL)• Developed a cost-cutting method for modeling distributed system performance using queuing theory• Created an innovative solution for estimating product scalability limits in-place. Successfully field tested with the major customer, helping to close the largest deal for my division -
Sr. Software EngineerMcafee Jun 2004 - Mar 2006San Jose, California, Us• Developed management software for an ultra-high speed network security product. Created algorithms for configuration, bulk event data retrieval, filtering, and concurrent presentation -
Principal Software EngineerBcsi Jan 2001 - Jun 2004Us• Working in a startup environment, developed concept and implemented key modules of a network-based video surveillance product, including optimized image processing and motion recognitions algorithms in C, web-services integration logic in Java
Alexey Orlovsky Skills
Alexey Orlovsky Education Details
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University Of California, Berkeley, Haas School Of BusinessMath -
Santa Clara University Leavey School Of BusinessMacroeconomics
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Moscow Institute Of Physics And Technology (State University) (Mipt)Physics
Frequently Asked Questions about Alexey Orlovsky
What company does Alexey Orlovsky work for?
Alexey Orlovsky works for Akuna Capital
What is Alexey Orlovsky's role at the current company?
Alexey Orlovsky's current role is Senior Quantitative Researcher at Akuna Capital.
What is Alexey Orlovsky's email address?
Alexey Orlovsky's email address is a_****@****hoo.com
What schools did Alexey Orlovsky attend?
Alexey Orlovsky attended University Of California, Berkeley, Haas School Of Business, Santa Clara University Leavey School Of Business, Moscow Institute Of Physics And Technology (State University) (Mipt).
What skills is Alexey Orlovsky known for?
Alexey Orlovsky has skills like Fixed Income, Financial Modeling, Quantitative Finance, Software Development, Equities, Trading, C++, Portfolio Management, Derivatives, Options, Matlab, R.
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