Mikhail Semenov

Mikhail Semenov Email and Phone Number

Institutional Equity Derivatives and Executive Director @ Morgan Stanley
New York, NY, US
Mikhail Semenov's Location
New York, New York, United States, United States
Mikhail Semenov's Contact Details

Mikhail Semenov personal email

n/a
About Mikhail Semenov

Seasoned developer with 10+ years of software engineering experience and proven record of tackling challenging analytical and data problems, deploying software to clients, carrying out projects from concept to completion and coaching others to success. Skills include programming languages (C++, Java and others), algorithms, data structures, network programming and multithreading.

Mikhail Semenov's Current Company Details
Morgan Stanley

Morgan Stanley

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Institutional Equity Derivatives and Executive Director
New York, NY, US
Website:
morganstanley.com
Employees:
94640
Company phone:
(212)761-4000
Mikhail Semenov Work Experience Details
  • Morgan Stanley
    Institutional Equity Derivatives And Executive Director
    Morgan Stanley
    New York, Ny, Us
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  • Morgan Stanley
    Vice President
    Morgan Stanley May 2022 - Present
    New York, Ny, Us
    Options Automated Market Making Strat
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  • Xandr
    Senior Software Engineer
    Xandr Nov 2019 - May 2022
    New York, Us
    View
  • Goldman Sachs
    Senior Software Developer / Vice President
    Goldman Sachs Jul 2007 - Nov 2019
    New York, New York, Us
    Drove major technological change in the calculation of firm-wide credit risk exposure, resulting from trades with to potentially risky counterparties. Implementation of improved risk calculations allowed Goldman to significantly decrease capital outlaysSample Projects:Implemented end-to-end firm wide credit risk calculations for listed derivatives ○ Compiled inhomogeneous data to create a unified view of portfolio risk across all classes of listed derivatives ○ Ensured system scalability to cover trades on over 2.5M instruments with average daily trade volumes of over 4M trades○ Delivered enhanced risk calculations saving the firm hundreds of millions of dollars of regulatory capital outlaysDeveloped new risk model for foreign exchange derivatives○ Created distributed Monte-Carlo simulation engine for risk factor pricing○ Designed and implemented complex and computationally-efficient analytical engine pricing derivatives over simulatedscenarios through the development of an effective class hierarchy○ Deployed distributed pricing engine and simulation engine on a scalable CPU grid○ New risk model implementation addressed urgent regulatory concerns and improved centralized risk management
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  • Goldman Sachs
    Senior Software Developer / Team Lead / Vice President
    Goldman Sachs Jul 2000 - Jul 2007
    New York, New York, Us
    Led technological innovation initiative in external-facing tools used by clients to manage their portfolio riskSample Projects: Created internet-based application for prime brokerage clients with a comprehensive toolkit to view and manage portfolio risk○ Built user interface based on JSP and servlet engine, built middle-tier calculation engine○ Created database schema to store input data and cache results of calculations ○ State-of-the-art technological tool gave competitive edge to win highly lucrative clients and is still used today
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  • Citi
    Vp Information Technology
    Citi Jan 1998 - Jul 2000
    New York, New York, Us
    Developed credit risk management system for over-the-counter derivatives used by the trading operations of the bank.
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  • Information Builders
    Senior Software Developer
    Information Builders Jul 1996 - Jan 1998
    Fort Lauderdale, Florida, Us
    - Developed communication and deployment layer of enterprise data access server (middleware enterprise data integration hub)- Software provided single access point to all data sources enabling large industry clients to perform analytics on previously inaccessible data asset and derive business insights
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Mikhail Semenov Skills

C++ Machine Learning Enterprise Risk Management Java Multithreading Quantitative Finance Sql Interest Rate Derivatives Options Market Risk Fixed Income Trading Systems Low Latency Derivatives Investment Banking Market Data Quantitative Analytics Credit Risk Equities Capital Markets Operational Risk Basel Iii Ccar Software Development Software Design System Architecture Scalability Network Programming

Mikhail Semenov Education Details

  • Lomonosov Moscow State University (Msu)
    Lomonosov Moscow State University (Msu)
    Physics
  • State Oceanographic Institute
    State Oceanographic Institute
    Physical

Frequently Asked Questions about Mikhail Semenov

What company does Mikhail Semenov work for?

Mikhail Semenov works for Morgan Stanley

What is Mikhail Semenov's role at the current company?

Mikhail Semenov's current role is Institutional Equity Derivatives and Executive Director.

What is Mikhail Semenov's email address?

Mikhail Semenov's email address is mikhail.semenov@gs.com

What schools did Mikhail Semenov attend?

Mikhail Semenov attended Lomonosov Moscow State University (Msu), State Oceanographic Institute.

What skills is Mikhail Semenov known for?

Mikhail Semenov has skills like C++, Machine Learning, Enterprise Risk Management, Java, Multithreading, Quantitative Finance, Sql, Interest Rate Derivatives, Options, Market Risk, Fixed Income, Trading Systems.

Who are Mikhail Semenov's colleagues?

Mikhail Semenov's colleagues are Audrey Tan, Balázs János, Lourenço Martins De Arruda Câmara, Sunil Arora, Emily Pascal, Ashli Morris, Anne Slowik.

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