Researcher

Уровень зарплаты: от 120 000 руб.
Местоположение: Россия, Приморский край (МСК +7ч)

Резюме: Researcher

EDUCATION
Master of Business Administration, Economics and Finance
Stern School of Business, New York University, New York, NY 2003
Doctor of Philosophy and Master of Science, Physics
Brown University, Providence, RI 1996
Advisor J. Michael Kosterlitz, dissertation title - Statistical Dynamics of Nonequilibrium Systems
https://search.library.brown.edu/catalog/b2687203
Bachelor of Science, Applied Mathematics and Physics
Moscow Institute of Physics and Technology and Lafayette College, Easton, PA 1991
Incomplete due to USA-USSR Academic Exchange Program requirements
CFA Charterholder, License # 739009
PROFESSIONAL EXPERIENCE
Consultant 2020-2021
Consulting assignments on a contractual basis (Independent Contractor & Substitute Consultant)
• Developed statistical models (dynamic conditional correlation, sector rotation, reversion, liquidity pool)
for hedge fund clients (implemented in R).
• Developed code modules for continuous-time Monte-Carlo method, in cooperation with a Quantum
Computation Research Group at the Institute of Physics, Chinese Academy of Sciences (implemented
in C).
• Developed feasibility studies and technology transfer plans and procedures for 3 clients (2 North American
and 1 Malaysian shipyard), as part of shipbuilding engineering consulting team (Daewoo Ship
Engineering Company, Busan, South Korea; shipbuilding engineering and shipyard consulting for shipyards).
Vostokproektverf LLC (Civil design company), Vladivostok, Russian Federation
Designer (Conversion Design) and Shipyard Design Project Manager 2017 - 2019
Zvezda Shipyard project
• Technology of fabricating and launching commercial vessels using facilities and equipment of the 1st
Stage of Zvezda Shipyard. Technological partner - DSEC Co.
• Technological solution and Production Process and Facilities Basic Design for fabricating and launching
commercial vessels using facilities and equipment of the 1st and 2nd Stages of Zvezda Shipyard.
Harmonization of the production processes of Stages 1 and 2. Technological partner - DSEC Co.
• Licensing and facility design for building Liquified Natural Gas Storage for LNGCs. Technology owner
- Gaztransport & Technigaz (France).
• Establishment of the Joint Venture between Vostokproektverf and DSEC aimed at transfer of LNGC
building technology.
Far Eastern Shipyard Zvezda, Bolshoy Kamen, Russian Federation
Engineering Project Manager 2016-2017
Zvezda Shipyard Project
• Fabrication, delivery, and installation of land-based ship construction area cranes (320 & 1200 ton
gantry, 100 ton level-luffing). Vendor - COSCO Heavy Industry Corporation, China.
• Fabrication, delivery, commissioning of self-propelled platform hydraulic transporters (150, 320, 650
ton). Vendor - Suzhou Dafang Special Vehicle Co., China.
Bain & Company, Hong Kong S.A.R. China
Management Consultant 2012-2015
• Developed design concept, feasibility study, business model and content localization strategies for
shipbuilding and offshore structures for a leading shipbuilding corporation. Localization region - Latin
America. After changes in energy market trends, developed exit strategies for this client and its
subsidiaries.
Zvezda-DSME LLC, Vladivostok, Russian Federation
Deputy Project Manager 2009-2011
• Joint Venture between United Shipbuilding Corporation (Russia) and Daewoo Shipbuilding and Marine
Engineering Co., Ltd. (DSME, Korea), created to implement content localization in offshore oil&
gas exploration and production equipment manufacturing for Shtokman oil & gas field development.
Handled all aspects of the project - from initial negotiations and business model setup, business plan and
economic feasibility study, to technological solution (Basic and Conversion Design, Design Adaptation),
production facility design and production program, to financing and negotiations with the customers.
Worked closely with DSME’s Global Operations Center, Design, Engineering, Marketing, Business,
Legal, and Financial teams.
Far Eastern Shipyard Zvezda, Bolshoy Kamen, Russian Federation
Deputy Director of Investments 2008-2009
• New shipyard in Bolshoy Kamen. Conducted search of potential partners and preliminary negotiations
and discussions. Counterparties: Aker Kvaerner, Samsung Heavy Industries, Daewoo Shipbuilding &
Marine Engineering.
• Distributed energy generation in the Asia-Pacific region: building of floating electric and thermal
stations. Conducted search of potential partners and preliminary negotiations. Project was cancelled
due to lack of interest and funding.
BNP Paribas Proprietary Trading, New York, NY
Quantitative proprietary trader 2007-2008
Developed, implemented, and traded market-neutral quantitative global equity strategies with global macro
overlay (statistical arbitrage strategies - equity factor models, regional stock selection, global country rotation,
global industry rotation).
• Developed model algorithms, datasets, and implementations. Implemented in R, C, SQL.
• Optimized existing automatic execution engine. Implementation in C and Java.
Merrill Lynch Global Markets Proprietary Investments, New York, NY
Quantitative proprietary trader & Portfolio Manager 2002-2007
Developed, implemented, and traded market-neutral quantitative global equity portfolios (statistical arbitrage
strategies - equity factor models, regional stock selection, global country rotation, global industry
rotation. Searched, selected, invested, and managed proprietary investments into hedge funds.
• Developed model algorithms, datasets, and implementations. Implemented in R, C, SQL, JavaScript.
Merrill Lynch Global Research and Economics, New York, NY
Fixed Income and Quantitative Analyst 2001-2002
Analyzed and evaluated fixed income, hedge fund and mutual fund investment and trading strategies. Built
quantitative models to analyze investment management strategies. Wrote research reports and advised
clients on investment decisions.
• Merrill Lynch Global Research named top managed asset research group on Wall Street by Barron´s in
2001.
• Models implemented in SAS, C, SQL.
SSBCiti Global Asset Management, Stamford, CT
FX Product Developer 2000-2001
Developed and implemented a currency overlay strategy for large international fixed income portfolio (∼ USD
13B). Developed foreign exchange rate model for equilibrium exchange rate forecast, used in the portfolio
construction process. Developed structured note-type products based on client-specific Fixed Income and
FX base assets.
• Models implemented in Matlab, C, SQL.
J.P.Morgan Securities, New York, NY
Structurer, Global Credit Markets 1999-2000
Structured and executed sales of fixed income portfolios to institutional clients. Developed (short-term)
investment strategies tailored to specific client requirements, using a variety of quantitative financial and
economic methodologies (USD 4-10B client portfolios). Developed and implemented quantitative models
and tools to analyze and evaluate complex client trades (fixed income, structured credit notes, fixed income
options portfolios). Priced bespoke fixed income notes, CDOs, CLOs, and options on demand.
• Models implemented in VB, C, SQL.
J.P.Morgan Investment Management, New York, NY
Junior Analyst, Capital Markets Research and Fixed Income Portfolio Management 1996-1999
Provided analytical and investment management support for a variety of fixed income strategies (Active,
Short Term, Extended Markets, etc., with a total value ∼ USD 140 B). Developed analytical models for
pricing bonds, convertible bonds, swaps, fixed income options. Priced trades in bespoke fixed income options
and structured products: CDOs, CLOs, CMOs.
• Models implemented in VB, C, SQL, JavaScript, Perl.
PUBLICATIONS
• Influence of Initial Conditions on KPZ Growth, with J.M.Kosterlitz
• Model of vicinal step growth incorporating anisotropic ledge diffusion and Schwoebel barrier, with T.
Ala-Nissila and J.M.Kosterlitz
• A Simple Model for Anisotropic Step Growth, with Jarkko Heinonen, T. Ala-Nissila, and J.M.Kosterlitz
• https://www.researchgate.net/scientific-contributions/2013959756-Igor-A-Bukharev

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