Mansur Sakhbetdinov

Software Engineer

Proprietery Hedge fund•  December 2020 - November 2022

40% time: ● Time series analysis ● Backtesting ● Feature engineering ● Limit order book (LOB) modelling and aggregation 40% time: ● Parsing logs and tuning up monitoring of services ● Getting models into production in a small team 20% time: ● Setting up storage and primary work with raw data ● Automatization of routing processes Achievements: 1) I have investigated dependence of returns on some specific parameters of aggregated LOB 2) Carried out feature engineering for models of colleagues 3) Set up initial production pipeline. 4) Coded technical and finance metrics for monitoring. Used stack: python, numpy, pandas, matplotlib, sklearn, XGBoost/CatBoost, NN, requests, vector.dev, prometheus, grafana, kafka, linux (bash), kdb