Member of Yandex Query Language (YQL) team which works on a SQL-based language for different data storage and processing systems, e.g. YDB (https://ydb.tech/) and YTsaurus (https://ytsaurus.tech/), and an infrastructure to run such queries.* Develop a service for storing and searching user queries reusable by YQL-based applications* Work on various execution graph optimisations for MapReduce computation engine

Senior Engineer since Jan 2018, Lead Engineer since Jan 2020Member of the Simulator team which responsible for developing multiple C++ / Python based platforms used for backtesting and productionalization of algorithmic and machine learning based trading strategiesCore maintainer of an expression-based backtesting framework: * enlarged and enhanced a C++ library of data processing operations * developed Python-based interactive research environment which was integrated into validation and submission systems * handled production issues and created an automatic upgrade procedure for migration to new releases * assinged tasks for 2 engineersTeam coordinator for productionalization of a Python-based backtesting framework: * developed an in-house package management system for running user Python code in production * created a gitlab-based user workspace integrated into a production pipeline * coordinated 5+ teams involved into productionalization workflowTech lead for a model retraining project: * introduced a new C++ retraining interface for a backtesting framework * implemented an emulation environment for running retraining strategies in production * created a prototype of a new serialization mechanism to support partial retraining * managed a collaboration between production teams

Researcher since March 2015, Senior Researcher since July 2016Developing a machine search system for algorithmic trading strategies which forecast the cross-section of future stock return in a wide universe

* developed a market maker algorithm and trade execution for Eurobond and OFZ future contracts on Moscow Exchange* constructed a bond valuation model for Russian corporate bonds