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Senior
Registration: 10.08.2023

Svyatoslav Maslennikov

Specialization: Data Science
Highly skilled and accomplished professional with a strong focus on data-driven decision-making and extensive expertise in data science, quantitative finance, complex derivatives pricing and trading strategies. Adept at leveraging technology to drive business growth with proven track record of contributing to the development of innovative models and algorithms. Demonstrated proficiency in a wide range of ML/DL/AI frameworks. Effectively managed research and trading teams and facilitated seamless integration of eFX platforms.
Big data Data Scientists Redis SQL Jenkins AWS REST MongoDB Team Lead MSSQL Python Git PostgreSQL Docker Kubernetes RabbitMQ Linux
Highly skilled and accomplished professional with a strong focus on data-driven decision-making and extensive expertise in data science, quantitative finance, complex derivatives pricing and trading strategies. Adept at leveraging technology to drive business growth with proven track record of contributing to the development of innovative models and algorithms. Demonstrated proficiency in a wide range of ML/DL/AI frameworks. Effectively managed research and trading teams and facilitated seamless integration of eFX platforms.
Big data Data Scientists Redis SQL Jenkins AWS REST MongoDB Team Lead MSSQL Python Git PostgreSQL Docker Kubernetes RabbitMQ Linux

Portfolio

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.

Skills

Python
SQL
Big Data

Work experience

Chief Data Scientist
12.2021 - 02.2023 |Sber Asset Management
Python, SQL, pyTorch, pySpark, MLlib, transformers, Tensorflow, lightGBM, xgboost
– 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. – 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. – 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.

Educational background

Mathematical Methods in Economics (Masters Degree)
2005 - 2010
National Research Nuclear University, Moscow Engineering Physics Institute (MEPhI)

Languages

EnglishAdvanced
Data ScientistsRedisSQLJenkinsAWSRESTMongoDBTeam LeadMSSQLPythonGitPostgreSQLDockerKubernetesRabbitMQLinux