Gleb Skvortsov
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Gleb Skvortsov Email & Phone Number

Quantitative Modeling Associate at Bank OZK
Location: Chicago, Illinois, United States 6 work roles 3 schools
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Current company
Role
Quantitative Modeling Associate
Location
Chicago, Illinois, United States
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Who is Gleb Skvortsov? Overview

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Quick answer

Gleb Skvortsov is listed as Quantitative Modeling Associate at Bank OZK, a company with 1933 employees, based in Chicago, Illinois, United States. AeroLeads shows a matched LinkedIn profile for Gleb Skvortsov.

Gleb Skvortsov previously worked as Quantitative Researcher - University of Chicago Project Lab at Occ and Quantitative Analyst Intern at Truist. 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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Bank OZK

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Profile bio

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.

Current workplace

Gleb Skvortsov's current company

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Bank OZK
Bank Ozk
Quantitative Modeling Associate
Chicago, IL, US
Website
Employees
1933
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6 roles

Gleb Skvortsov work experience

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Quantitative Modeling Associate

Chicago, IL, US

Quantitative Researcher - University Of Chicago Project Lab

Current
Occ
Oct 2024 - Present

Quantitative Analyst Intern

Chicago, Illinois, United States

  • 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
Jun 2024 - Aug 2024

Quantitative Researcher - Project Lab, The University Of Chicago

Chicago, Illinois, United States

  • Used mortgage performance and macro economic data to train machine learning model to quantify prepayment performance and credit risk
Jan 2024 - May 2024

Risk Management Intern

St Petersburg City, Russia

  • 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
Oct 2022 - Jun 2023

Machine Learning Engineer

Ais Gorod

Russia

  • Developed a Python-based computer vision model for water meter readings’ recognition
  • Created a backend service for the recognition model in C#
Aug 2021 - Jan 2022
Team & coworkers

Colleagues at Bank OZK

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3 education records

Gleb Skvortsov education

Master Of Science - Ms, Financial Mathematics, 3.55

University Of Chicago Master Of Science In Financial Mathematics

• Coursework: Option Pricing, Stochastic Processes & Stochastic Calculus, Graphical Models, Numerical Methods, Statistical Theory and.

Bachelor'S Degree, Management & Data Science, 3.48

• «Red diploma» award - 75% of A and 25% of B grades • Coursework: Mathematics, Probability Theory and Mathematical Statistics, Python.

FAQ

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What company does Gleb Skvortsov work for?

Gleb Skvortsov works for Bank OZK.

What is Gleb Skvortsov's role at Bank OZK?

Gleb Skvortsov is listed as Quantitative Modeling Associate at Bank OZK.

Where is Gleb Skvortsov based?

Gleb Skvortsov is based in Chicago, Illinois, United States while working with Bank OZK.

What companies has Gleb Skvortsov worked for?

Gleb Skvortsov has worked for Bank Ozk, Occ, Truist, Neuberger Berman, and Technologies Of Trust (Tedo).

Who are Gleb Skvortsov's colleagues at Bank OZK?

Gleb Skvortsov's colleagues at Bank OZK include Yves Mwanankole, Frédérique Hillereau, William Hager, Mike Funderburgh, and Michael Batty.

How can I contact Gleb Skvortsov?

You can use AeroLeads to view verified contact signals for Gleb Skvortsov at Bank OZK, including work email, phone, and LinkedIn data when available.

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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