Gleb Skvortsov
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Gleb Skvortsov Email & Phone Number

Quantitative Analyst at Millennium
Location: Chicago, Illinois, United States 7 work roles 3 schools
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Current company
Role
Quantitative Analyst
Location
Chicago, Illinois, United States
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Quick answer

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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Millennium

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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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Millennium
Millennium
Quantitative Analyst
Chicago, IL, US
Website
Employees
8014
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7 roles

Gleb Skvortsov work experience

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Quantitative Modeling Associate

Chicago, Il, Us

Quantitative Researcher - University Of Chicago Project Lab

Occ

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
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.

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 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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