Senior Quantitative Researcher
Current• Research in market microstructure for efficient high frequency strategies in index and commodity option market making
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@akunacapital.com
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Alexey Orlovsky is listed as Senior Quantitative Researcher at Akuna Capital at Akuna Capital, based in Greater Chicago Area, United States. AeroLeads shows a work email signal at akunacapital.com and a matched LinkedIn profile for Alexey Orlovsky.
Alexey Orlovsky previously worked as Senior Quantitative Researcher at Akuna Capital and Systematic Trader, Head of Quantitative Research at Cmt Capital Markets Trading. Alexey Orlovsky holds Mfe, Finance, Math from University Of California, Berkeley, Haas School Of Business.
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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
Listed skills include Fixed Income, Financial Modeling, Quantitative Finance, Software Development, and 14 others.
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Chicago, Il, Us
• Research in market microstructure for efficient high frequency strategies in index and commodity option market making
Chicago, 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
New 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
New 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
New 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
Frankfurt Am Main, Hessen, De
• Research of factors predicting US defined benefit pension plan asset allocation decisions; longevity risk impact and products
Palo 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
San 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
Us
• 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
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Alexey Orlovsky works for Akuna Capital.
Alexey Orlovsky is listed as Senior Quantitative Researcher at Akuna Capital at Akuna Capital.
AeroLeads has found 1 work email signal at @akunacapital.com for Alexey Orlovsky at Akuna Capital.
Alexey Orlovsky is based in Greater Chicago Area, United States while working with Akuna Capital.
Alexey Orlovsky has worked for Akuna Capital, Cmt Capital Markets Trading, J.P. Morgan, Barclays, and Deutsche Bank.
You can use AeroLeads to view verified contact signals for Alexey Orlovsky at Akuna Capital, including work email, phone, and LinkedIn data when available.
Alexey Orlovsky holds Mfe, Finance, Math from University Of California, Berkeley, Haas School Of Business.
Alexey Orlovsky is listed with skills including Fixed Income, Financial Modeling, Quantitative Finance, Software Development, Equities, Trading, C++, and Portfolio Management.
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