Providing B2B services in the fields of mathematical optimization, stochastic processes, quantitative finance, biostatistics and data science.

Designed and productionalized a scheduling system for the Office of National Statistics (ONS) based on a genetic algorithm responsible for building quasi-optimal routes for over 20 thousand COVID-19 test visits on a daily basis on the territory of the United Kingdom. Conduct statistical analyses for client reports and publications, perform advanced statistical programming and biostatistical analyses for practical applications to further business operations.

Responsible for the mathematical research in the area of stochastic differential equations and memory-efficient Monte Carlo simulations. Preparing findings in the form of internally distributed proprietary white papers, accompanied by R/Python prototypes, and model implementation in Java.

Responsible for process automation, designing and building computational web-applications for financial analytics in the R/Shiny framework and integrating them with proprietary data sources such as FactSet.

Successfully integrated R with the Microsoft Suite of services, migrated and automated the majority of reports in R (VaR, GARCH), thus reducing production time. In addition, I was responsible for monitoring the blotter, and building reports to visualize the firm’s exposure and portfolio structure.