Boris Skorodumov

is an experienced quantitative researcher with a demonstrated history of working in the financial industry.

He holds a Ph.D. in Nuclear Physics from the University of Notre Dame and an M.S. in Mathematics of Finance from Columbia University.

Finance

  • 2010

  • 2012

  • 2017

  • 2022

  • 2007

  • 2008

  • 2010

  • 2012

  • 2017

  • 2022

  • 2007

  • 2008

  • 2010

I pursued my studies in financial mathematics at Columbia University, gaining insights into key areas of finance.

20072008

I worked at an energy trading firm as a quantitative analyst for the natural gas and oil trading desks.

20082010

I worked at a financial firm as a quantitative analyst, specializing in financial modeling.

  • Evaluated and replicated complex structured products for post-bankruptcy negotiation processes.
  • Designed an alternative valuation framework for rapid multi-dimensional risk computations.

20102012

I worked at a financial institution as a quantitative analyst with a primary focus on structured finance.

  • Engineered models and analytics for exotic hybrid derivatives and structured products business.
  • Validated complex payoffs of structured products in support of the equity-linked businesses.

20122017

I worked at a financial institution as a portfolio manager, concentrating on managing rule-based quantitative strategies.

20172022

I worked at a firm as a quantitative analyst, addressing various challenges related to digital assets.

Publications

  • Review of QIS in traditional finance

    The search for new and sophisticated sources of investment return, the appeal of lower-cost quantitative strategies that offer the continuing promise of outperformance coupled with the ...
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  • Combining ESG Ratings with News Sentiment Generates...

    ESG ratings as a stock screener for downside protection can be significantly improved when combined with sentiment indicators derived from news and social media. Following a statistical approach ...
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  • Sentiment Data Outperforms During Coronavirus Crisis

    News sentiment can enhance alpha strategies, along with augmenting risk management models for downside protection during periods of crisis. Following a statistical approach, where by we will do
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  • Generating Alpha from Insider Transactions

    Insider transactions data can provide valuable insights that are not directly accessible in the public domain. It provides investors with insights into how C-level executives interpret their own ...
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  • Estimation of mean reversion in Oil and Gas markets

    The presence of mean reversion was investigated from historical data of Henry Hub, WTI Crude and Brent Crude spot prices for the time frame 1990-2008. It was analyzed with in the scope of single ...
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  • Analytical one-factor pricing model for energy vanilla options

    One-factor model for forward prices was used to price vanilla options. The mean reversion rate and forward volatility were extracted from available market prices of calls and puts via calibration process ...
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  • Investigation of the 19Na nucleus via resonance elastic ...

    The structure of the unbound proton-rich isotope 19Na was studied in resonance elastic scattering of a radioactive 18Ne beam on a proton target using the thick-target ...
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  • Lowest excited states of 13O

    An excitation function for resonance elastic scattering of p+12N was measured in the center of mass energy range of 0.8–2.7 MeV. Measurements were performed using inverse ...
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  • T=
    32
    states in 13C

    Experimental information on the structure of low-lying levels with isospin
    32
    in systems with 13 nucleons can be used to evaluate the quality of modern theoretical predictions for the light exotic systems. This level structure is poorly ...
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  • T=
    52
    states in 9Li: Isobaric analog states of 9He

    The thick target inverse kinematic method was applied to the study of isobaric analog states in the neutron-rich nucleus 9Li. For this purpose, an excitation function for 8He+p elastic scattering ...
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  • Analog States of 7He Observed via the 6He(p,n) Reaction

    Isobaric analog states of 7He have been investigated by a novel technique involving the observation of the resonant yield of neutrons from the 6He(p,n) reaction in coincidence with γ rays from the decay ...
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  • Doppler Shift as a Tool for Studies of Isobaric Analog ...

    We have developed a new technique to study exotic neutron-rich nuclei via their isobaric analog states (IAS). We populate high-isospin states in resonant reactions of radioactive ion beams with protons ...
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Physics

My inspiration for physics was deeply influenced by my father, Boris G. Skorodumov, a renowned nuclear physicist. Among his multiple publications, the one that impacted me the most was "Determination of Hydrogen in Materials, Nuclear Physics Methods, 1989”.

I had the privilege of attending a summer school at Novosibirsk State University where I enrolled in advanced math classes. This foundational experience paved the way for my specialized education in physics and mathematics at Lyceum # 1511.

During my undergraduate years, I was actively involved in nuclear physics research at prestigious institutes like Kurchatov Institute, Joint Institute for Nuclear Research and University of Jyvaskyla. I was fortunate to participate in international summer programs hosted by DESY and GSI. I owe a great deal of my early success to my mentor, Prof. Vladilen Goldberg.

DESY International Student Program, Berlin, Germany, 2002
GSI International Student Program, Darmstadt, Germany, 2000

As a graduate student at the University of Notre Dame, my research concentrated on a range of topics within low-energy experimental nuclear physics. These included the structure of light and exotic nuclei, clustering phenomena, mechanisms of nuclear reactions, and the application of nuclear physics methods in nucleosynthesis rates. I am grateful to Prof. Grigory Rogachev for his invaluable guidance during my Ph.D. studies.

“Resonance Reactions Induced by Light Radioactive Beams”

While my formal association with nuclear physics came to an end in 2008, the analytical skills I developed during this period were instrumental as I transitioned into the field of quantitative finance

PHYSICS

Contact

If you have any business, consulting, partnership, or other inquiries, please email me.