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Alexey Chugunov

Lead Engineer, Commodities Risk Technology

Technical leadership grounded in hands-on engineering. Building with AI and sharing what works.

London, United Kingdomachugunov@nes.ruLinkedInGitHub

Experience

2022 - presentCurrent

Balyasny Asset Management

Lead Engineer

Commodities Risk Technology

London, United Kingdom

  • Lead a team of four and build the firm's internal commodities risk engine.
  • Expanded the risk platform's market and instrument coverage across all commodity asset classes.
  • Built efficient, reliable data pipelines.
  • Tailored models to the specific needs of different commodities markets.
  • Developed commodities-focused data visualisation tools.
2020 - 2022

Citi

Vice President

Commodities Model Validation

London, United Kingdom

  • Validated pricing models for complex commodities products.
  • Developed a framework for business automation solutions.
  • Introduced parallel processing to independent model validation.
  • Integrated DevOps into multiple projects.
  • Introduced team management solutions.
2017 - 2020

EY

Manager

Market Risk Quantitative Advisory Services

London, United Kingdom

  • Validated and tested complex front-office pricing models for quantitative and risk teams at a Tier 1 US investment bank.
  • Documented wealth management, front-office quantitative, and market risk models at global investment banks.
  • Led a team of five developing a cloud-based solution for time-series management.
  • Developed algorithms and applications for time-series construction, gap filling, statistical testing and validation across FX, equities, volatilities and correlations.
  • Contributed to production systems for FRTB.
  • Designed solution architecture, selected technology stacks, and oversaw development.
  • Built full-stack solutions with Python, R, and JavaScript.
  • Implemented DevOps and cloud integration for these solutions.
2014 - 2017

Gazprombank

Private Equity Analyst

Oil & Gas Projects Department

Moscow, Russia

  • Managed distressed assets through risk analysis, strategy development, and debt restructuring.
  • Provided strategy, operations, and government consulting.
  • Analysed and valued projects and companies.
  • Worked on M&A transactions and debt issuance.
  • Researched commodities markets.
  • Participated in coal, petrochemical, refinery, CNG, gold mining, and gas trading projects.

Education

2012 - 2014

New Economic School

MA in Economics

Copula-marginals parametrisation trade-off in models for financial returns.

2007 - 2012

Moscow State University

Specialist in Mathematics and Computer Science

Pareto frontier visualisation in complex potential assessment systems.

Certifications