Hi, my name is
Oleg Glotov
Welcome to my portfolio
Currently a masters student in financial mathematics with a concentration in machine learning at the University of Chicago.
01.
About me
My passion lies in blending technology with financial markets—particularly in algorithmic trading and quantitative finance. Drawing on my academic background and hands-on project experience, I'm constantly seeking new opportunities to broaden my expertise in these areas.
Some technologies I've been working with:
- Python
- C++
- Java
- R
- Julia
- GO
Outside of work, I enjoy tackling personal projects (like the ones featured below) and connecting with others who share my interests in technology, data science, and finance.
02.
Work Experience
Quantitative Analyst - Cross Asset Derivatives @ BMO Capital Markets
December 2023 – August 2024
- Implemented and deployed a full-stack Performance Attribution Analysis application utilizing PostgreSQL, Flask (Python), and React.js used by Canadian and US based teams
- Produced daily sensitivity reports for existing product baskets to assess their sensitivity to multiple market shock scenarios
- Improved and automated the quarterly production of a comprehensive report on option risk hedges' performance using VBA
- Contributed to the design of new database pipelines and clustering methods, optimizing data processing for trading floor teams, resulting in a 40% improvement in average query speed
03.
Other projects
- DFIC Quant GroupHead of the DFIC Quant Team. Stat arb and HFT crypto focused.Python, GO, pandas
- orbitwatch.xyzSatellite imagery labeling platform powered by crowd-sourcing and machine learning.Python, PostgreSQL, AWS
- Years.TodayTake a glimpse into what people were sharing on this day a decade ago.Typescript, Python, node.js
- ASL LyricsSong to ASL translator, created at UC Berkeley AI Hackathon 2024React, OpenAI, node.js
- TeachAIAn AI driven lesson planner framework created at DeltaHacks 9.React, node.js, Python
- Web Scraper ToolAn application created for personal use to check an online store for product restocksPython, Selenium, Bash/UNIX