Alexey Chugunov | Commodities Risk Technology

Experience

Balyasny Asset Management

Now

Lead Engineer, Commodities Risk Technology

2022 – PresentLondon, 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.

Citi

Vice President, Commodities Model Validation

2020 – 2022London, 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.

EY

Manager, Market Risk Quantitative Advisory Services

2017 – 2020London, 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.

Gazprombank

Private Equity Analyst, Oil & Gas Projects Department

2014 – 2017Moscow, 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.

Expertise

Finance & modelling

Commodities, Derivatives, Equities, Structured finance, Multiobjective optimisation, Machine learning

Languages & frameworks

Python, R, SQL, JavaScript, C/C++, C#, MATLAB, Stata, Django, Flask, React, Celery, TensorFlow

Infrastructure & delivery

Docker, Kubernetes, Azure, AWS, Apache Spark, Parallel programming, Git, Bitbucket, Jira, Continuous integration, Automated testing, Gitpod

Analysis & documentation

Excel, LaTeX, Markdown, MkDocs, Microsoft Office

Education

New Economic School

MA in Economics

2012 – 2014

Finance and Econometrics

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

Moscow State University

Specialist in Mathematics and Computer Science

2007 – 2012

Applied Mathematics, Systems Analysis, Operations Research

Thesis: Pareto frontier visualisation in complex potential assessment systems.

Certifications

Financial Risk Manager

Global Association of Risk Professionals

Nov 2015

Deep Learning Specialization

Coursera — 5 courses, 70 hours

Jul 2020

Data Scientist with Python

DataCamp — 26 courses, 100 hours

Nov 2019

Data Scientist with R

DataCamp — 23 courses, 95 hours

Jul 2017

Languages

English Fluent

Russian Native

French Basic

Interests

Travelling

Snowboarding

Quad biking

Cycling

Contact

Email: achugunov@nes.ru
Phone: +44 (0) 7532 609248
LinkedIn: linkedin.com/in/alexeychugunov
GitHub: github.com/a-chugunov