Alexander Dovzhikov
Quantitative Analyst
Sydney, New South Wales, Australia
Summary
👤
Senior🎓
Top SchoolAlexander Dovzhikov is a quantitative analyst and seasoned software developer with over 20 years in engineering and 14 years focused on quant roles, currently applying his expertise at ANZ in Sydney. He blends deep mathematical training—stochastic calculus, Monte Carlo methods and PDEs—with pragmatic, language-agnostic software craftsmanship to translate business problems into robust analytical and numerical solutions. His background spans building and optimizing pricing and risk systems for fixed income and derivatives, implementing Parametric VaR and multi-curve calibration, and improving performance through asymptotic and hotspot analysis. Equally comfortable in Java, Scala and C++, he has a track record of integrating complex systems (including Murex validation) and delivering production-ready quant libraries. A Master of Quantitative Finance and former senior developer for trading platforms, he pairs rigorous academic foundations with hands-on, performance-minded engineering.
14 years of coding experience
22 years of employment as a software developer
Master of Quantitative Finance, Quantitative Finance, Master of Quantitative Finance, Quantitative Finance at University of Technology, SydneyMaster, Computer Science, Master, Computer Science at Saint-Petersburg State University
Github Skills (6)
intellij-idea5
intellij-plugin4
java3
intellij3
kotlin2
clojure2
Programming languages (1)
Github contributions (5)
adovzh/quantnum
Apr 2018 - Jan 2019
Contributions:19 commits, 13 pushes, 1 branch in 9 months
adovzh/msync
Sep 2017 - Apr 2021
Contributions:11 pushes, 1 branch in 3 years 8 months
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