I am currently working as Director, Senior Quantitative Research Associate at Bank of America, Merrill Lynch and Adjunct Professor of computational and algorithmic finance at the Department of Risk and Financial Engineering, Tandon School of Engineering of NYU.

My academic working experience includes positions of leading researcher with the  Institute of Theoretical Astronomy of the Russian Academy of Sciences, senior researcher at St.Petersburg Technical University, Visiting Fellow at Department of Chemistry and Biochemistry at UCLA, and at Moscow Aviation University where for 14 years I worked as a Full Professor at the Department of Applied Mathematics and Physics. I also occupied senior managerial positions at the Institute of High Performance computing and Databases of the Russian Ministry of Science (as the Director of Operation and Research of the Moscow Branch) and at the International Institute for Problems of the Asteroid Hazard (as the Deputy Director). I also served as an expert of Russian-American committees on scientific collaboration, supercomputing and digital libraries.

I received PhD in physics of liquids, gases and plasma, and degree of Doctor of Science in computational molecular physics. During my academic carrier I published 4 monographs, 10 manuscripts on chemical and theoretical physics and math finance, and more than 100 papers including articles in peer-reviewed journals and proceedings of international conferences on chemical, molecular and computational physics, math finance and programming. You can see my publications at this website.

I am an Associate Editor at the International Journal of Computer mathematics, the Journal of Derivatives and the Journal of Advances in Applied & Computational Mathematics. Also on a borad of the Center for Financial Professionals (CeFPro). I was a guest editor of

1. Special issue - Computational Methods in Finance (the International Journal of Computer Mathematics, vol.92, issue 12, 2015).
2. Special issue - Computational and algorithmic finance (Computational Science, vol.24, 2018).
3. Special issue - Physics of Financial Derivatives (the Journal of Derivatives) - 2020,

and also help as a reviewer of multiple journals. I was an organizier of two international workshops on computational and algorithmic finance as a part of ICCS.

After moving to finance I occupied multiple positions in the industry: Head of Quantitative Development at Numerix, senior consultant at JPMorgan, Director of Financial Engineering at HAP Capital and Chicago Trading Company, Head of Quantitative Strategies and partner at Volant Trading LLC, Senior Quantitative Engineer at Amaranth Group, Project Manager at Bloomberg L.P. (R&D quantitative group) and Programming Manager at Thomson Financial.

I am also a member of multiple professional associations in finance and physics

EDUCATION AND DEGREES

• Dr. of Science in computational/molecular physics, St.Petersburg University
• BS in Economics, Moscow Politic University
• Ph.D. in mechanics of gases, fluids and plasma, Moscow Aviation Technical University
• MS in Applied mathematics and physics, Moscow Aviation Technical University
• Physics and Mathematics school of Moscow Institute of Physcis and Technology