Gleb Skvortsov Email & Phone Number
Who is Gleb Skvortsov? Overview
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Gleb Skvortsov is listed as Quantitative Analyst at Millennium, a with 8014 employees, based in Chicago, Illinois, United States. AeroLeads shows a matched LinkedIn profile for Gleb Skvortsov.
Gleb Skvortsov previously worked as Quantitative Modeling Associate at Bank Ozk and Quantitative Researcher - University of Chicago Project Lab at Occ. Gleb Skvortsov holds Master Of Science - Ms, Financial Mathematics, 3.55 from University Of Chicago Master Of Science In Financial Mathematics.
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About Gleb Skvortsov
I’m pursuing a Master’s in Financial Mathematics at the University of Chicago, with expected graduation in December 2024. With two years of diverse work experience—including a Quant Analytics internship at Truist and Quant Risk Management at PwC Russia—I’ve developed a strong foundation in computing and quantitative analysis. I have 5 years of Python and 1 year of C++ experience, applying these languages to Object-Oriented Programming (OOP) and Data Science. My academic background spans Statistics, Econometrics, Machine Learning, Linear Algebra, Optimization, and Stochastic Calculus. Passionate about Quantitative Finance, I aim to specialize in Quantitative Analytics and Risk Management. I’m always looking forward to discussing potential opportunities in these areas.
Gleb Skvortsov's current company
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Gleb Skvortsov work experience
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Quantitative Modeling Associate
Quantitative Researcher - University Of Chicago Project Lab
Quantitative Analyst Intern
• Created a short-term cashflow time series model in Python (Facebook Prophet, SARIMA)• Formulated a benchmark of outlier removal methodologies including unsupervised learning in Python• Collaborated in development of upstream data control rules using SAS
Quantitative Researcher - Project Lab, The University Of Chicago
• Used mortgage performance and macro economic data to train machine learning model to quantify prepayment performance and credit risk
Risk Management Intern
• Parsed, preprocessed, and analyzed credit bureau data from .xml files using Python and SQL• Developed a machine learning model for Probability of Default prediction using credit bureau data in Python• Increased approval rate by 8.4 ppt and achieved Gini coefficient uplift by 10.5 ppt• Collaborated on validation of a clearing margin model operating on the derivatives market
Machine Learning Engineer
• Developed a Python-based computer vision model for water meter readings’ recognition• Created a backend service for the recognition model in C#
Gleb Skvortsov education
Master Of Science - Ms, Financial Mathematics, 3.55
Bachelor'S Degree, Management & Data Science, 3.48
Exchange Program, Business Administration And Management, General
Frequently asked questions about Gleb Skvortsov
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What company does Gleb Skvortsov work for?
Gleb Skvortsov works for Millennium.
What is Gleb Skvortsov's role at Millennium?
Gleb Skvortsov is listed as Quantitative Analyst at Millennium.
Where is Gleb Skvortsov based?
Gleb Skvortsov is based in Chicago, Illinois, United States while working with Millennium.
What companies has Gleb Skvortsov worked for?
Gleb Skvortsov has worked for Millennium, Bank Ozk, Occ, Truist, and Neuberger Berman.
How can I contact Gleb Skvortsov?
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What schools did Gleb Skvortsov attend?
Gleb Skvortsov holds Master Of Science - Ms, Financial Mathematics, 3.55 from University Of Chicago Master Of Science In Financial Mathematics.
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