I am a senior software developer specializing in quantitative technology, with a strong focus on large-scale engineering, distributed pricing systems, and data-intensive computation. My work sits at the intersection of front-office engineering and quantitative workflows, supporting traders and quants through high-performance infrastructure and analytical tooling.

Core strengths include:

• Quantitative technology & analytics integration: Experience implementing and scaling pricing workflows, scenario-based analytics, and risk-driven computation pipelines. Work closely with quantitative teams to translate models and analytics into reliable, production-grade services used across trading and risk platforms.
• Distributed backend systems: Python microservices, REST APIs, service-oriented architecture, Docker/Kubernetes, high-throughput processing, cloud compute, and event-driven system design.
• AI & applied research: Experience with NLP/LLM pipelines, data preprocessing, model fine-tuning, and research-grade experimentation across projects in political networks, cognitive neuroscience, and computational linguistics.
• Machine learning & statistics: Hands-on experience with TensorFlow, PyTorch, scikit-learn, and data modeling techniques applied to structured, time-series, and unstructured datasets.
• Data engineering & automation: ETL pipelines, market/investment data processing, cloud-based automation (AWS/GCP), and production-ready data workflows for analytical systems.
• Full-stack & systems fundamentals: Background in Java, C++, JavaScript/React, Node.js, and multi-platform development, supporting strong systems intuition and production resilience.

I focus on building reliable and scalable quantitative infrastructure that integrates modeling, AI capabilities, and high-performance engineering to support robust decision-making in trading, risk, and investment environments.

⭐️ I am going to live every minutes of it! :0 ⭐️