hettpidymal

Made from scratch and managed a risk framework for a DeFi protocol. This included choosing the approach to calculations, collecting data, running backtest and stress-tests simulations. Managing reserves, vaults, launching new coins and integrations.

Was responsible for trading management and strategy research with another quantitativeresearcher. My main responsibilities were: strategy testing/setting up and maintenance, coming up with new features and their testing, reducing the backtest/production difference and finding the reasons for them.

Was responsible for managing strategies of multiple crypto exchanges that amounted to 10%-15% of net income of the firm per year. My main tasks were: creating strategies on different coins and subsequent maintenance (both fair price and positions) of them.

Was part of many projects mainly in retail and GEM industries. In one of the retail projects built a discount effectiveness analysis tool for the large meat retailer. Worked on this stream as a group of 2: supervisor and me.