Anton Koshelev Email & Phone Number

Munich, By, De

Munich, Bavaria, Germany

Hamburg, Germany

Algorithmic currency trading backed by advanced statistics and machine learning.- optimized core model validation selection algorithm. Improved annual return of the flagship FX overlay strategy by 37%, and its Sharpe ratio by 26%- technical leader of an ML project to create an interest rate forecasting product from scratch (tenor management of forward contracts). Developed an end-to-end solution with data warehousing, ETL pipelines, backtesting, model calibration, and inference. Increased model accuracy by 40%, and strategy annual return by 150%- created interactive dashboards for investment strategy visualization, performance monitoring, and sales

Munich, Bavaria, Germany

ML-based target pricing models.- created an ML target pricing model with a focus on forecast explainability. Improved model's MAPE loss from 30% to 12% using feature engineering and hyperparameter optimization

Moscow, Russia

Deep learning in algorithmic equity and index trading.- co-created deep learning portfolio allocation strategies for various teams of VTB Capital (US, Russian equity markets, indices)- worked on increasing the explainability of the existing ML trading strategies. Built dashboards to facilitate a general model understanding of the clients- authored strategy backtesting tool for efficient and unified hypothesis testing within the department

Moscow, Russia

Time series forecasting and software development.- implemented a regression model to forecast future trading volumes exploiting seasonality, macro, and market factors- conducted market microstructure analysis during anomalies using order book data- built a tool for automated daily trading activity monitoring (incl. ETL pipeline) and a dashboard for analysis and reporting to stakeholders

Moscow, Russia

Master Of Science - Ms, Economics

Focus on applied statistics & econometrics (incl. A/B tests), advanced macroeconomics. Master thesis: "International Interlinkages.

Bachelor Of Science - Bs, Economics And Data Science

Activities and Societies: Founder of HSE Rowing ClubSenior thesis: "FX Market Volatility" Undergraduate Teaching Assistant (”Programming.