Alexey Ermilov

Angestellt, Quantitative Analyst, Ikos Asset Management
Limassol, Cyprus

Fähigkeiten und Kenntnisse

Research & Analysis
Machine Learning
Asset Management
Statistical Analysis
Quantitative Research Methods
Research Methodologies
Research Documentation
Transaction Cost Analysis
Quantitative Portfolio Management
Risk Management
Algorithmic Trading
Java
C#
Python
SQL
MATLAB
R

Werdegang

Berufserfahrung von Alexey Ermilov

  • Current 10 years and 8 months, since Nov 2015

    Quantitative Analyst

    Ikos Asset Management

    Performed macroeconomic and financial research, including multivariate statistical analysis to develop improved risk management systems. Crafted statistical arbitrage-centered trading strategies with Sharpe ratios above 2.0.

  • 11 months, Jan 2015 - Nov 2015

    Quantitative Analyst

    FxPro Financial Services Ltd

    Conducted financial and macroeconomic research to enhance trading techniques, improve firm-wide market analysis and raise trading revenues. Utilised C# to develop new trading algorithms to mitigate increased portfolio risk.

  • 9 months, Jul 2014 - Mar 2015

    External Quantitative Analyst

    The Boston Consulting Group

    Developed evidenced-based insights into strategic and operational aspects of engagement-focused research projects. Created coding system for rating calculations, improving quality and structure of indicators.

  • 3 years, Jan 2012 - Dec 2014

    Quantitative Analyst

    Quantum Brains Capital

    Created and launched successful computer trading strategies with Sharpe ratios of 1.8 and 2.2. Crafted portfolio management systems utilising Monte Carlo frameworks.

  • 3 years and 2 months, Nov 2008 - Dec 2011

    Researcher

    Stel-CS

Ausbildung von Alexey Ermilov

  • 2 years and 1 month, Oct 2011 - Oct 2013

    Machine learning

    National Research University – Higher School of Economics

  • 2 years and 11 months, Sep 2009 - Jul 2012

    Finance, Data Analysis

    New Economic School (Moskau)

Sprachen

  • English

    C1 (Fließend)

  • Russian

    C2 (Verhandlungssicher / Muttersprachlich)

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