Curriculum Vitae

Date of Birth: 1976

Positions:

• 2017 - now: Managing Director, Jefferies Strategic Investments
• 2012 - 2016: Vice President, Portfolio Management, WorldQuant LLC
• 2008 - 2012: Quantitative Analyst, D E Shaw & Co
• 2000 - 2008: Assistant, then Associate Professor, Moscow State University, Faculty of Mechanics and Mathematics, Department of Probability Theory

Education:

• Ph.D. course, Moscow State University, Faculty of Mechanics and Mathematics, 1998-2000
• Graduate course, Moscow State University, Faculty of Mechanics and Mathematics, 1993-1998

Degrees:

• Doctor's degree in probability and statistics, Steklov Mathematical Institute (Moscow) of the Russian Academy of Sciences, 2006, "Investigations on stochastic analysis and singular stochastic differential equations"
• Ph.D. degree in probability and statistics, Moscow State University, 2000, "Qualitative behavior of solutions of singular stochastic differential equations"

Lines of research in academy: Stochastic analysis and mathematical finance, including the following topics:

• Stochastic differential equations
• Brownian motion and Levy processes
• Pricing and hedging derivative securities
• Risk and reward masurement
• Coherent risk measures