Dmitry Zotikov Email & Phone Number

Munich, Bavaria, Germany

• Led and coordinated an index research group, overseeing the full lifecycle of multiple index families (Crypto and FX) including research, prototyping, documentation, deployment, and maintenance.
• Conducted comprehensive research into limit order book dynamics using large-scale neural networks, advancing understanding of market microstructure behaviour.
• Conducted exploratory research into neural network approaches for risk factor budget optimisation, establishing feasibility boundaries for ML applications in portfolio management.
• Executed large-scale backtesting of client indices utilising terabyte-scale datasets, ensuring robust performance validation.
• Developed and validated statistical arbitrage strategies through comprehensive backtesting and performance analysis.
• Spearheaded the integration of Large Language Models (LLMs) into automated market summary report generation, streamlining reporting processes.

• Conducted research on iceberg order detection using R and Shiny for visualisation.
• Developed a comprehensive LOB reconstruction, matching & simulation engine (R, C++).
• Organised an internal data science competition, focused on predicting iceberg orders.
• Prototyped and implemented a composite FX feed model.
• Oversaw the development and implementation of a machine learning model for detecting unusual options market activity and potential trading opportunities.
• Drove technical recruitment initiatives including creating detailed job descriptions, designing technical assessments, and conducting candidate interviews.

Statistical analysis of clinical trials data using SAS programming language (never again!)

Quantitative Finance

Applied Mathematics

Cognitive Science