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Work Experience
Quantitative Analyst
Bank Saint-Petersburg•  July 2021 - Present
Front-office position in derivatives pricing with emphasis on stochastic volatility models for interest rate products.
Graduate Teaching Assistant
University of Pittsburgh•  September 2018 - December 2020
Teaching recitations and computer labs for undergraduate math classes.
Data Analyst
Philip Morris International•  August 2017 - June 2018
Supported marketing brand groups with business intelligence and operations research. Maintained regular weekly and monthly reporting cycles for management. Supervised data cleansing, reporting and analytics done by third party agencies. Executed ad hoc analytics requests, including predictive models building.
Education
University of Pittsburgh
Mathematics, MA•  September 2018 - December 2020
"Mastered out" of Ph.D. program.
Higher School of Economics
Mathematics, MS•  September 2016 - June 2018
Research on combinatorial problems arising from enumerative geometry and graph theory.
Lomonosov Moscow State University
Physics, BS•  September 2012 - June 2016
Fundamental education in physics with emphasis on mathematical physics.