About

I am an MSc student in Machine Learning and Data Science at Imperial College London. My research is on statistical encodings of time-to-event data, and on how those encodings can be used for downstream prediction.

I work as a Principal in Portfolio Management, Quant Research and Technology at the European Bank for Reconstruction and Development. At work, I combine portfolio management and quant research, working with the HQLA portfolio. With my team, we built the Virtual Portfolio Manager, an agentic system that assists the desk in investment analysis, asset allocation, trade selection and alpha research. Before that, I built systems for generating trading signals, portfolio risk monitoring and backtesting.

I hold an MSc in Finance and Economics from the London School of Economics and a Master’s degree in Applied Mathematics and Computer Science from Lomonosov Moscow State University. I also completed the core modules of the Certificate in Quantitative Finance with distinction.

Research

Event histories

With Niall Adams, I am studying whether raw timestamped event histories can be turned into leakage-safe features for supervised learning, including when follow-up is right-censored. The project is in progress and is not yet a preprint.

Internal quant research

At the EBRD, from 2016 to 2024, I carried out internal quantitative research on portfolio risk models, macro signal generation, and regional asset-liability frameworks, for sovereign clients and for departments inside the bank.

Regime-switching allocation

With A. Chertok and N. Alexeychuk (2017), supervised by Viktor Korolev, I studied how to allocate limited resources when a system moves between unobserved regimes, using a Gumbel reparametrization. The paper was published in the collected papers of young scientists at the Faculty of Computational Mathematics and Cybernetics, Moscow State University.

Interbank liquidity

With Kathy Yuan at the London School of Economics, I worked on network risk in interbank liquidity. The paper, Network Risk and Key Players: A Structural Analysis of Interbank Liquidity (E. Denbee, C. Julliard, Y. Li, and K. Yuan, 2016), received a Fondation Banque de France research grant.

The market for news

Supervised by Vladimir Ulyanov, my graduation thesis at Moscow State University (2015) developed a stochastic model of the market for news. It was included in Theses of Best Graduation Works 2015, published by the Faculty of Computational Mathematics and Cybernetics.

Ventures

I founded NFT4U (2021–2022), a marketplace and studio for digital artists, and built the platform in Python, Solidity, and Django.

Before that I co-founded QuantSystem (2015–2016), a MATLAB system for backtesting financial strategies, shown at a MATLAB financial modelling conference.

News

• 11/2026. I will speak at QuantMinds International in London, on Volatility and tail risk: Managing the extremes (16 November).