Valeriia Pervushyna Email and Phone Number
Quantitative Researcher with a focus on developing tools for traders based on the latest academic research in the form of Python libraries. Hands-on experience with Portfolio Optimization, Risk Estimators and Pairs Trading algorithms, as well as sustaining and contributing to every step of package development life-cycle starting from the initial literature review and module architecture planning to its testing, documenting, and supporting content creation.
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Senior Quant DeveloperBrahmaAbu Dhabi, United Arab Emirates -
Quantitaive ResearcherBrahma.Fi Apr 2022 - Present -
Quantitative ResearcherHudson & Thames Quantitative Research Oct 2020 - Apr 2022- Developed parts of Arbitragelab and Mlfinlab python packages.- Researched and developed interactive spreadsheets for pairs trading research. (Dash web app)- Optimized the following algorithms in MlFinlab: Fractional differencing, CUSUM filter, Meta-labelling- Directly reworked the Mlfinlab documentation.- Researched and developed tools related to Market Microstructures and HFT markets.- Created a series of lectures on the following topics: Data structures, Labelling, Sequential Bootstrap, Shapley Values, Backtesting protocols.- Directly supervised junior quant developing the Volatility Estimators module. -
ApprenticeHudson & Thames Quantitative Research Aug 2020 - Oct 2020- Developed parts of the Arbitragelab and MlFinlab packages.- Worked with optimal stopping problems in pairs trading.- Spoke at Thalesians, University of Washington, H&T Workshop -
Procter & Gamble - Finance & Accounting InternProcter & Gamble Jun 2019 - Aug 2019Украина- Developed the regex-based Excel automatic product mapping system for cross-country reporting comparison.- Standardized the existing products into a robust hierarchy. -
Data Science InternDataroot Labs Apr 2018 - Oct 2018Kyiv, Kyiv City, Ukraine- Developed a model for purchase prediction for Everad CRM tool. OOS accuracy - 83%.- Completed Data Science and Machine Learning courses upskilling (Coursera Machine Learning specialization and Internal materials).
Valeriia Pervushyna Education Details
Frequently Asked Questions about Valeriia Pervushyna
What company does Valeriia Pervushyna work for?
Valeriia Pervushyna works for Brahma
What is Valeriia Pervushyna's role at the current company?
Valeriia Pervushyna's current role is Senior Quant Developer.
What schools did Valeriia Pervushyna attend?
Valeriia Pervushyna attended Uniwersytet Warszawski, National Technical University Of Ukraine 'kyiv Polytechnic Institute'.
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