A highly motivated quantitative analyst and developer with a scientific background in physics, a wide experience within the whole process of large-scale software development and a long experience in assessing, specifying, developing and operating big enterprise systems. Gained Wilmott’s Certificate in Quantitative Finance in 2006 at the highest level of achievement and is now working in the financial industry, joining strong quantitative skills and a proven technological expertise. Highly flexible and accustomed to work under pressure in start up environments.Specialties: - Extensive development skills: Java, Python, R, Haskell, Scala, C/C++, SAS.- Time series analysis, Statistical Learning (Regression, Clustering and other techniques)- Market Risk models: VaR, IRC, CCR.- Wide enterprise experience with relational databases, mainly Oracle and SQL Server: SQL, PL-SQL.- Familiarity with various software engineering tools, such as Ant, JUnit, make, configuration management tools, Git and CVS.