Boris Skorodumov

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

• Took multiple classes with a focus on capital markets focused on capital markets and risk management.
• Completed several quantitative finance projects in collaboration with practitioners.

20072008

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

• Structured, priced, and managed the risk for commodity derivatives.
• Authored technical reports for the firm’s modeling initiatives.

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.

• Developed a platform dedicated to the trading of quantitative investment strategies.
• Designed a framework to risk-manage derivatives and structured products.

20172022

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

• Prototyped and implemented an initial version of the digital asset factor risk model.
• Developed research plans for crafting investable indices for digital assets.