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Email: KLIMENKO.DNK@gmail.com
DMITRY KLIMENKO
Data Scientist / Quantitative Trader / Neuroscience Researcher
klimenko.dnk@gmail.com



Some of my recent projects:

Summary
For over a decade, one person held the belief that systematic trading could be made more lucrative, safer, and smarter. The world of finance is built on a staggering, complex tangle of algorithms driven by competitive pressures and economic shocks.

Dmitry produced creative solutions through the latest advancements in Artificial Intelligence and Machine Learning to deal with the rising complexity of practical financial market challenges. That is why major financial companies hired Dmitry to find priceless answers and bring the solutions business needed.
Master of Computer Science
Ph.D. in Mathematical and Quantitative Methods in Economics

Greencard holder (by E11 Visa)
Selected Achievements:
  • Brain-Inspired new AI techniques
    Driven by the curiosity to learn further techniques in solving challenging AI / ML / Quant problems, Dmitry was encouraged to find insights from Computational Neuroscience research. As a result, found organizing and functional principles of various Brain circuits and, inspired by it, introduced a set of novel AI techniques.
    ( Read More )
  • Alpha Generator
    Presented a vision and implemented the "Quantitative Machine" for the automated generation of systematic trading strategies at SHUAA Capital. A notable financial institution acquired the technological solution in Abu Dhabi, UAE, in 2021.
    ( Read More )
  • Advanced Analytical Solution
    The intelligent analytical system became a new standard at FxPro. Predicted EURCHF Flash Crash on Jan 15, 2015. The day when many major and oldest brokers and financial companies became bankrupt, while FxPro was prepared and remained operational through the crisis. ( How Forex Brokers Went Bankrupt overnight amid EURCHF Flash Crash Infographic )
SKILLS
Coding: C ▪ C++ ▪ C# ▪ Python
Deep Learning: CNN ▪ LSTM ▪ Autoencoders ▪ GAN ▪ Transformers ▪ ...
Analytical: Reinforcement Learning ▪ Machine Learning ▪ Genetic Algorithms ▪ Forecasting ▪ ...
Financial: Risk Analysis ▪ Financial Time Series ▪ Portfolio Theory ▪ Technical Analysis ▪ ...
Quantitative: Algorithmic Trading ▪ Alternative Data ( + NLP) ▪ Synthetic Trading Instruments ▪ ...
WORK EXPERIENCE
June 2021 - Present
June 2021 - Present
COMPUTATIONAL NEUROSCIENTIST | ML / AI / QUANT
Non-Compete period up to the end of 2022, Florida, USA - As a Data Researcher, I mimic Computational Neuroscience hypotheses and apply scientific / engineering methods to present new solutions for cracking challenging AI/ML/Quant tasks.
      • Aiming to solve diverse Quantitative tasks focusing on delivering advanced algorithmic trading strategy for financial markets. Including data mining, asset allocation, risk management, robustness validation, etc.
      • Presented a prototype of Brain-Like AI with the key features of fast learning, resistance to overoptimization, computational efficiency, supporting huge models, continuous learning, reinforcement learning, and others.
      • Powered by a novel developed bio-neuron and a model of cortical microcolumn as a basic computation unit allowed solving some of the complicated problems of ML/AI easily. The flexible and changing topology of bio-neural networks, sparse connectivity, and vastly parallel computation are a few notable advancements.
      • Explored a simple and universal learning rule for bio-neuron, updating weights and mechanism of growing or running dendrites. Moreover, the Brain-Like learning rule for network parts was discovered using L1 of microcolumn and apical dendrites.
      • Model of artificial Basal Ganglia (for decision making), Hippocampus (data coding and storing), and Thalamus (information flow management), as a core part of novel AI system, which makes it possible to solve very challenging tasks in a completely new way.
      • Revealed technological insights highlighted a way for AGI's practical implementation in a very appropriate environment of financial markets.
      ( Read More )
      Apr 2018 - May 2021
      Apr 2018 - May 2021
      SENIOR QUANTITATIVE RESEARCHER
      SHUAA Capital, Abu Dhabi, United Arab Emirates - [AUM ~ $14B+] - Leading and Oldest (founded 1979) Asset Management and Investment Banking.
      • Presented a vision of a Quantitative Machine with an extendable suite of modules for researching, developing, and implementing diverse trading strategies. The modular approach is allowed to be advanced by utilizing novel AI/ML/Quant approaches and extending functionality.
      • The final solution can automatically generate systematic strategies, optimize trading systems, verify generated results for robustness and non-overfitting, generate synthetic trading instruments, and produce trading signals based on technical analyses and alternative data (+NLP).
      • Moreover, managing the risks and constructing portfolios of systematic strategies. Powered by a developed fast and accurate backtesting engine, multiserver distributed computation modules, data management component, and live trading execution.
      • Dmitry demonstrated programming and analytical skills to assemble a prototype of a complex quantitative system, test it, and deploy it in a short time, with a great effort to make financial solutions that he produces safe, transparent, and profitable. He was assigned to work directedly with the CEO on a novel financial trading solution.
      • Generated market-neutral Long/Short, always fully invested US equity conservative portfolio strategy bypassing COVID market shock with an all-time max drawdown of 0.9%, generating 31% annual profit. (Feb 2019 - May 2021)
      • SHUAA Capital CEO was impressed with the live-trading robust results and established a new legal entity in 2019 with Dmitry as the head of Quants for the ongoing development of a Quantitative trading systems generator machine.
      • In 2021 "The Quant Machine" company was acquired for its technologies by a notable UAE financial institution.
      ( Read More )
      Jan 2017 - Oct_2017
      Jan 2017 - Oct_2017
      SENIOR QUANTITATIVE TRADING ANALYST
      Collective2.com, Remote - Leading US P2P trading platform, that connects investors with traders.
      • Developed semi-automated tools for trading system research leveraging the latest advances in Artificial Intelligence and Machine Learning technologies.
      • Proposed solutions to identify changes in market conditions when trading strategies underperform and utilized AI/ML algorithms to facilitate improved performance.
      Aug 2013 – Nov 2016
      Aug 2013 – Nov 2016
      CHIEF QUANTITATIVE ANALYST
      FxPro.com, Limassol, Cyprus Top 5 Retail CFD/FX Broker
      • Pioneered an analytical environment, which became a new standard in FxPro. 70+ in-house analytical modules, API, and easy visual editing for customizing report templates. Advanced analyses of clients' training and systematic strategies revealed valuable business insights.
      • Deployed solution for massive analysis of client trading activity to identify market shift signals and abnormalities in advance. Risk and Dealing departments could be prepared days ahead. For example, the system alerts substantial anomalies on EURCHF weeks before the SNB 2015 crush event. The company managed to hedge the risks and warned clients. FxPro suspended CHF trading and remained operational, while many oldest and major companies worldwide went bankrupt that day. ( How Forex Brokers Went Bankrupt Overnight amid EURCHF Flash Crash - Infographic )
      • Examined 7.3 million clients' trading reports. Uncovered precious business insights led to delivering dealing system modifications. Consequently, the Dealing department revenue increased 36% from $88 RPM to $120 RPM (Revenue Per Million Volume)
      • Engineered software for in-depth analyses of trading system reports providing suggestions and trading ideas to maximize customers' lifecycle and trade efficiency. Determine trading style and strategy and accordingly calculate specialized parameters. Generate trading forecasts to identify Risk probabilities, hidden risk scenarios, and appropriate enhancement ideas to provide the final report. Used as a core part of award-winning products. (Awards: "Best Automated Trading Platform 2013" from International Finance Magazine Award; and "Best Forex Product of the Year 2014" from UK Forex Awards)
      Oct 2012 – Aug 2013
      Oct 2012 – Aug 2013
      SENIOR QUANTITATIVE RESEARCHER
      Life Financial Group, Moscow, Russia - AUM ~$600M USD

      • Designed and developed 20+ different Mid-frequency FX/CFD/Futures strategies. 37% PnL with max risk at 5% achieved.
      Jan 2011 – Jul 2012
      Jan 2011 – Jul 2012
      QUANTITATIVE PORTFOLIO MANAGER
      FEx-Cor, Moscow, Russia - Private Asset Management Company. AUM ~$25M USD. Acquired by Investment Company in 2012.
      • Developed systematic-trading strategies portfolio. Become a #1 out of 1000+ trading strategies worldwide at the "Currensee" FX/CFD P2P trading platform. Generated profit of portfolio (JUL2011 – JUL2012) 63% with max risk-level at 10%, managed USD25+M.
        EDUCATION
        Oct 2010 - Sep 2013
        Oct 2010 - Sep 2013
        PhD, MATHEMATICAL AND QUANTITATIVE METHODS IN ECONOMIC SCIENCES - ABD
        Tomsk State University of Control Systems and Radioelectronics, Tomsk, Russia - www.tusur.ru/en
        Sep 2004 - Aug 2010
        Sep 2004 - Aug 2010
        DIPLOMA ( MASTER equivalent ) OF COMPUTER SCIENCE - GPA: 4.6 / 5.0
        Tomsk State University of Control Systems and Radioelectronics, Tomsk, Russia - www.tusur.ru/en
        • Winner of Russian Business analyses competition BIT from 700 companies in a country and one of two selected by Microsoft and Intel to represent Russia worldwide in California, USA. (Became the top 20 projects worldwide)
        • Awarded by the US Civilian Research & Development Foundation as a "Best Business Model." (Project: Simple Trade Solutions (sTs), tools for trading)