Igor Kaplun

I am in charge of development and integration of data analytics microservices for a fraud detection and prevention online platform. - Developed quantitative tools and ML models that facilitated automated fraud detection and prevention: Scoring; text and applications analysis; anomaly detection. - Constructed ETL processes, which collect and process data from various cloud-based sources. - Developed APIs which provide analytical data.

- Collected and processed extensive amount of PE data. - Held research on quantitative methods application in PE field. - Developed a set of ML predictive models for quantitative evaluation of private companies that showed high accuracy and facilitated investment decision making process.

The company aims at providing portfolio construction solutions for derivatives market traders. I implemented pricing and statistical models, held research.

I held research on construction of payoff replicating strategies for Swiss structured products.

Treasury Group - Developed a portfolio optimization algorithm, considering a big number of variables, dynamic constraints, and financial instruments as a part of a large, automated Treasury control system development project. - Handled negotiations with the client side, proposed and conformed a number of solutions that suited both sides.

College of Management of Technology

Faculty of Applied Mathematics and Control Processes