Igor Kaplun Email & Phone Number

Amsterdam, Nh, Nl

Amsterdam, North Holland, Netherlands

I lead analytical microservices development projects for the fraud detection and prevention platform. This job involves• Development of quantitative tools and ML/DL models that facilitate automated fraud detection and prevention: - Scoring; - Text processing (NLP); - Applications analysis; - Anomaly detection.• Construction of ETL processes, which collect and process data from various cloud-based sources.• Development of APIs which provide analytical data.• Coordination with cross-team stakeholders (product owners, developers, devops, analysts) and planning.

Zürich Area, Switzerland

Master Thesis apprenticeship in Private Equity Department, ZürichOn this position I• Collected and processed extensive amount of PE data.• Held research on quantitative methods application in PE field.• Developed a set of ML models for quantitative evaluation of private companies that showed high accuracy in prediction of private companies’ ROE and facilitated investment decision making.

Lausanne Area, Switzerland

The company aims at providing portfolio construction solutions for derivatives market traders. I was in charge of research, modelling and Data Science.

Lausanne Area, Switzerland

On this position I held research on construction of payoff replicating strategies for Swiss structured products.

Moscow, Russian Federation

Tax and Advisory, Management Consulting Department, MoscowOn this position I• Developed a portfolio optimization algorithm, considering a big number of variables, dynamic constraints, and financial instruments as a part of a large, automated Treasury control system development project.• Handled negotiations with the client side regarding my project stream, proposed and conformed a number of solutions that suited both sides.

Master'S Degree, Financial Engineering

Major subjects studied: - Derivatives - Econometrics - Introduction to Finance - Investments - Machine Learning for Finance - Quantitative.

Bachelor'S Degree, Applied Mathematics

Major Subjects: - Algebra - Data Science - Game Theory - Geometry - Mathematical Analysis - Methods of Optimization - Numerical Methods.