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Aleksey Zemnitskiy

Head of Quantitative Platform Development @ PortfolioEffect

Software Architect

New York, New York

Ranked #446 out of 8,920 for Head of Quantitative Platform Development in New York

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Aleksey Zemnitskiy's Email Addresses & Phone Numbers

Aleksey Zemnitskiy's Work Experience

PortfolioEffect

Head of Quantitative Platform Development

January 2012 to Present

TD Ameritrade

Software Development Consultant

June 2009 to January 2012

Alfa-Bank

Risk Management Associate

June 2007 to September 2007

Moscow, Russian Federation

Aleksey Zemnitskiy's Education

Columbia University in the City of New York

M.A. Mathematics of Finance

2008 to 2009

University of London

Bachelor of Arts (B.A.) Banking and Finance

2005 to 2008

State University — Higher School of Economics

Bachelor of Science (BSc) Economics

2004 to 2008

Aleksey Zemnitskiy's Professional Skills Radar Chart

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Aleksey Zemnitskiy's Estimated Salary Range

About Aleksey Zemnitskiy's Current Company

PortfolioEffect

Our company provides real-time portfolio analytics and backtesting services for intraday portfolio management. Among our clients are traders, quantitative analysts and portfolio managers. Key Platform Features: - Intraday Portfolio Metrics 40+ metrics of portfolio risk and performance based on modern/post-modern portfolio theory: Value-at-Risk, ETL, alpha, beta, Sharpe ratio, Omega ratio, etc. - Intraday Portfolio Optimization Perform intraday...

Frequently Asked Questions about Aleksey Zemnitskiy

What company does Aleksey Zemnitskiy work for?

Aleksey Zemnitskiy works for PortfolioEffect


What is Aleksey Zemnitskiy's role at PortfolioEffect?

Aleksey Zemnitskiy is Head of Quantitative Platform Development


What is Aleksey Zemnitskiy's personal email address?

Aleksey Zemnitskiy's personal email address is a****[email protected]


What is Aleksey Zemnitskiy's business email address?

Aleksey Zemnitskiy's business email addresses are not available


What is Aleksey Zemnitskiy's Phone Number?

Aleksey Zemnitskiy's phone (212) ***-*259


What industry does Aleksey Zemnitskiy work in?

Aleksey Zemnitskiy works in the Financial Services industry.


Who are Aleksey Zemnitskiy's colleagues?

Aleksey Zemnitskiy's colleagues are Cecilia Kolokszo, Ilaria Giordano, Barbara Grossi, Stefano Monamì, Simona Avantaggiato, Elinor Kremer, Irene Wang, Denys Garashchenko, Kevin Rice, and Jorge Sias


About Aleksey Zemnitskiy

📖 Summary

Head of Quantitative Platform Development @ Our company provides real-time portfolio analytics and backtesting services for intraday portfolio management. Among our clients are traders, quantitative analysts and portfolio managers. Key Platform Features: - Intraday Portfolio Metrics 40+ metrics of portfolio risk and performance based on modern/post-modern portfolio theory: Value-at-Risk, ETL, alpha, beta, Sharpe ratio, Omega ratio, etc. - Intraday Portfolio Optimization Perform intraday portfolio optimization with multiple constraints using our multi-start optimization algorithm. - Auto-Calibrating Models Auto-calibrated model pipeline for market microstructure noise, price jumps, fat tails, intraday portfolio risk factors. - Cloud Computations All portfolio computation are sent to our private server farm with 100+ Intel Xeon CPUs, which makes most complex optimization tasks feel like a breeze. - Server-Side Market Data Provide your own HF data or use server data to construct portfolios & strategies from stocks, indices & ETFs traded on BATS, CBOE, CSE, Direct Edge, NASDAQ, NYSE, etc. Both backtesting and real-time automation interfaces are provided: == Quant Library for Matlab and R == Construct portfolios and strategies in R & Matlab for backtesting and portfolio optimization. https://www.portfolioeffect.com/docs/platform/quant == Real-time Algo API (Java, C++ & .NET) == Subscribe to real-time performance & risk metrics using low-latency FIX/FAST messaging protocol. https://www.portfolioeffect.com/docs/platform/algo To learn more about our services https://www.portfolioeffect.com From January 2012 to Present (4 years) Software Development Consultant @ Order Management Systems I was leading major development efforts for computing trading margins for futures and options on futures contracts. That included pricing engine for complex options and various scenario tools for evaluating risk in accordance with the CME SPAN methodology. Core Applications Group Our team was responsible for complete redesign of a securities lending/borrowing platform. Collateralized securities lending business constitutes a significant revenue share, so we developed a scalable Java based web-app on top of Spring framework. Web platform features: - lending/borrowing contract creation using distributed transaction manager - Apache Tomcat/IBM Websphere deployment options - IBM-MQ messaging middleware for talking to DTCC and Loanet - managing authentication and other secutity concerns with Spring Security - front-end using JSP and Spring MVC technologies - Oracle 11g database at the back-end From June 2009 to January 2012 (2 years 8 months) Risk Management Associate @ Risk Management Desk - Managing contra-party exposure depending on asset concentration ratios - Reporting key risk indicators to the Risk Committee in relation to the Alfa-Bank's US $15.4 billion asset portfolio - Developing various VBA automation tools for the desk From June 2007 to September 2007 (4 months) Moscow, Russian FederationM.A., Mathematics of Finance @ Columbia University in the City of New York From 2008 to 2009 Bachelor of Arts (B.A.), Banking and Finance @ University of London From 2005 to 2008 Bachelor of Science (BSc), Economics @ State University — Higher School of Economics From 2004 to 2008 Aleksey Zemnitskiy is skilled in: Risk Management, Options, Securities, Equities, Capital Markets, Derivatives, Financial Modeling, VBA, Stata, Financial Technology, Electronic Trading, Trading Systems, Trading, Financial Markets, Bloomberg, Low Latency


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In a nutshell

Aleksey Zemnitskiy's Personality Type

Introversion (I), Sensing (S), Thinking (T), Perceiving (P)

Average Tenure

2 year(s), 4 month(s)

Aleksey Zemnitskiy's Willingness to Change Jobs

Unlikely

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