Education
Toulouse School of Economics · Toulouse, France
Master's in Mathematics and Economic Decision
Sep 2023 – Nov 2025
- merit-based Eiffel Excellence Scholarship;
- merit-based TSE Scholarship;
- TSH Talent Foundation fellowship;
Coursework Summary:
Mathematics and Optimisation: Functional Analysis, Convex Optimisation & Statistics of Machine Learning, Optimal Transport, Stochastic Optimal Control, Markov Decision Processes and Martingale Theory
Economics and Finance: Advanced Macro- and Microeconomics, Contract Theory, Industrial Organisation (theoretical foundation of M&A and legislation), Macro-Finance Models in Continuous-Time, Financial Regulation, Capital Markets
Econometrics and Game Theory: Mathematical Game Theory, Non-Parametric & Financial Econometrics, Program Evaluation, Multivariate Time Series Econometrics
- Reading Course: "Feynman–Kac Framework for Parabolic PDEs: Foundations & Application to Option Pricing"
- First year internship: Synthetic Limit order book generation using Stable Diffusion (see Experience for details)
- Second year internship: Portfolio Returns Prediction with Graph Neural Networks (see Experience for details)
Higher School of Economics · Moscow, Russia
Bachelor's in Economics and Statistics (Data Science Minor)
Sep 2019 – Jul 2023
- Top 3% of program
- Fully-covered tuition
- Scholarship for high academic performance
- Coursework: Advanced Statistical Methods; Econometrics; Stochastic Processes; Dynamic Optimisation; Applied ML; Deep Learning & MLOps; Financial Economics & Markets; Intermediate Micro- & Macro-Economics
Coursework Summary::
Math, Stats, and Optimisation: Calculus, Linear Algebra, Probability Theory, Mathematical Statistics, Stochastic Processes, Dynamic Optimisation, Statistical Analysis of Non-Numerical Information, Game Theory
Data Science and Econometrics: Applied Machine Learning, Deep Learning, NLP, Web Mining, Applied Data Analysis for Financial and Business Data, Intermediate Econometrics, Multidimensional Statistical Methods
Economics and Finance: Intermediate Micro- and Macroeconomics, Financial Economics, Financial Markets, Financial Accounting and Reporting, Professional Participants in Financial Markets, Economic Statistics, Economic History
- Third Year Term Paper: Analysing Russian Central Bank Communication Impact on Monetary Policy Effectiveness With Natural Language Processing (see Projects for details)
- Thesis: Solving and Estimating Non-Linear HANK Models With Machine Learning (see Projects for details)
ENSAE – IP Paris · Palaiseau, France
Cycle Ingénieur, Statistics (2nd year)
Spring Semester 2022
- Studied in French at a leading grande école that focuses on Statistical Modelling and Data Science
- Merit-based Prof. Lev Lyubumov scholarship related to HSE Faculty of Economic Sciences program for students outgoing for an exchange semester
- Read about my experience studying abroad (text in Russian)
- By the end of the semester, got invited to pursue a research internship in the intersection of Data Science and Macroeconomic at CREST, Centre of Research in Economics and Statistics
- Coursework: Advanced Econometrics; Time Series Modelling; Financial Mathematics & Asset Pricing; Globalisation and International Trade; Non-Life Insurance
Experience
BNP Paribas, Data&AI Lab at Global Markets - Quantitative Research Intern
May 2025 - October 2025
Paris, France
- Use Graph Neural Network to enhance stock earnings prediction by capturing asset interrelationships
BNP Paribas, Data&AI Lab at Global Markets - Quantitative Research Intern
July 2024 - September 2024
Frankfurt am Main, Germany
- Researched Stable Diffusion models for financial data generation
- Generated synthetic data for high-frequency algorithmic model back-testing and impact estimation
- Built diffusion kernels using Transformer and U-Net architectures in PyTorch
Tinkoff Bank, TCS Group - Risk Analyst, Revolving Credit Products
March 2023 - August 2023
Moscow, Russia
- Developed and integrated a risk-free limit pricing strategy for the main credit product
- Maintained and extended statistical models for counter-party risk prediction
- Conducted AB-test sensitivity studies and built an NPV model
- Performed Monte Carlo stress tests on the credit portfolio
Biofarminvest Ltd. - Operations Manager
July 2019 - January 2024
Ramenskoye, Russia
- Optimised production and delivery operations; researched product-line extensions and conducted market monitoring
- Managed cross-border sales and relationships with international clients
- Negotiated research contracts and developed a client-relations system (CRS)
Higher School of Economics - Teaching Assistant
September 2022 - July 2024
Moscow, Russia
- Compiled and taught “Data Analysis in Python” practice sessions; prepared seminars and quizes, graded exam papers. Topics included: Data scraping and Analysis, Data Visualisation, Statistical Inference, Regression Analysis, Time-Series Analysis, Machine Learning
- Prepared and graded assignments for “Introduction to Deep Learning” and “Applied Data Analysis Problems” (lecturer Evgeny Sokolov) Topics included: Introduction to Neural Networks, Convolutional Neural Networks, Recurrent Neural Networks, Computer Vision (models of pixel segmentation and object detection), Transformers, Attention Mechanisms, Generative Adversarial Networks (GANs), Variational Autoencoders (VAEs), A/B-tests, Time Series Models, and MLOps
Assisted in “Macroeconomics” (lecturers Olga Osotova Irina Kavitskaya) course: held consultations, graded assignments, and provided exam materials. Topics included: Economic growth and development, Business cycles and economic fluctuations, Monetary policy and central banking, Fiscal policy and public finance, International trade and finance, Exchange rates and currency markets, Financial markets, investments, and asset pricing, Financial crises and systemic risk
Research Projects and Internships
Creditor-Sovereign Relationship under Asymmetric Information in a Dynamic Model of Sovereign Debt
TSE, Research Seminar on Economic Theory
October 2025 - December 2025
- Used the the neural network model solution framework developped in my previous projects to solve a dynamic optimal contract problem
- Modelled optimal government debt contracts from a social perspective, explored different default scenarios
Research Internship in Macroeconomic Modelling
HSE, Laboratory of Macro-Structural Modeling of the Russian Economy
March 2023 - PRESENT
- Developed a PyTorch neural-network solver for high-dimensional DSGE models;
- Prticipated in XIV International Scientific and Practical Conference of Undergraduate and Postgraduate Students with a talk on usind macroeconomic statistical data in DSGE models and identification issues
- Automated data-scraping for monthly now-casting of Russian macroeconomic statistics
- Prepared monthly reviews of recent publications from economic journals
Solving & Estimating Non-Linear HANK Models with ML
HSE, Faculty of Economic Sciences
January 2023 - May 2023
- Used PyTorch to create a fremework for solution of DSGE models using various appropriate parameter values and estimating the parameters using a Kalman filter
- Leveraged the Reinforcement Learning approach from computer science to solve macroeconomic agent-based models with the system behaviour defined as multi-dimensional SDE system
- Explored the behaviour of the algorithm in differect settings, including low- and hight- dimentional decision rules, and systems with prede-fined and unfeasible analytical solutions.
Analysing Russian Central Bank Communication Impact on Monetary Policy Effectiveness With Natural Language Processing
HSE, Faculty of Economic Sciences (supervisor: Mariam Mamedli)
January 2022 - June 2022
- Customised transformer models for Russian language to extract economic information from Russian Central Bank releases;
- Scraped data of economic texts and news in Russian language to finetune the model to specific text styles
- Demonstrated that filtering out the informational part of monetary shocks improves instrument strength in SVAR model of the economy.
