Illya Targoniy


Location

Princeton, NJ
Education
    Stanford University
    September 2000 - June 2005
    degree
    Master's
    major
    Financial Math and Statistics
    Kiev National University
Work Experience
    Tethys Technology
    Quantitative Analyst Strategist
    Manhattan, NY, US
    November 2016 - present
    company
    Tethys Technology
    title
    Quantitative Analyst Strategist
    UBS Securities
    Quantitative Analyst Director
    Manhattan, NY, US
    January 2015 - December 2015
    Credit Suisse
    Quantitative Specialist VP
    Manhattan, NY, US
    September 2012 - July 2014
    Deutsche Bank
    Quantitative Strategist Associate
    Manhattan, NY, US
    October 2009 - January 2012
    UBS Investment Bank
    Quantitative Analyst Non Officer
    Stamford, CT, US
    August 2005 - May 2009
Skills
Languages
EnglishRussianUkrainian
Skills
AlgebraAlgorithmic TradingAlgorithmsArtificial Neural NetworksBacktestingBaggingBig DataCalibrationCluster AnalysisComputer ProgrammingConvex OptimizationCost Benefit AnalysisCost ModelingCost ReductionC++ (Programming Language)C Sharp (Programming Language)Data AnalysisDecision Tree LearningDifferential EquationsDissectionElectronic TradingElectronic Trading PlatformEquity DerivativeExecution of ExperimentsFinancial SecuritiesFinancial StocksForecasting SkillsFunctional AnalysisGeometryIncome StatementsInformation TechnologyInternational SalesInvestment BankingKerasKnowledge of FinanceKnowledge of MathematicsKnowledge of StatisticsLiteracyMachine LearningMarket LiquidityMathematical FinanceMATLABMatplotlibMetricsNatural SciencesNumerical AnalysisNumPyPandasPerformance AttributionPerformance ManagementPerformance MonitorPhysicsPredictive Data AnalysisProbability TheoriesPython (Programming Language)Quantitative AnalysisQuantitative ResearchRecruitmentRoutingR (Programming Language)Scikit LearnSciPySimulationsS-PLUSSQL DatabasesStochastic Differential EquationStochastic ProcessStrategic ThinkingStrategies of PricingTableau (Software)TensorflowTime SeriesTopologyTrading StrategyVba Programming LanguageVisualization