Sber Asset Management

– Set up data science factory, enabling end-to-end data-driven project development to increase efficiency and scalability, involving business requirements analysis, backlog decomposition, architectural design, infrastructure deployment within cross-functional team. – Led the design and implementation of an asset allocation model based on the Black-Litterman framework, introduced innovative approach to incorporating investor views, reducing discretionary decision-making and significantly enhancing portfolio returns.

Sber Asset Management

– Engineered a robust data mart that consolidates, processes and aggregates real-time market data, facilitating accurate bond mark-to-market valuations for accounting purposes. – Effectively decomposed and delegated to junior team members ad hoc researches, fostering skill development within the team. Implemented streamlined processes that accelerated hypothesis testing and decision-making for portfolio managers and trading desk.

Sber Asset Management

– Actively participated in the construction and development of a commodity (energy, metals, agriculture) index, facilitating exposure to commodity asset class with minimal volatility. Directly contributed to composition and weighting of index components.