Illya Barziy
Quantitative Researcher & Developer
Abu Dhabi Emirate, United Arab Emirates
Summary
🤩
Rockstar🎓
Top SchoolIllya Barziy is a quantitative researcher and developer with a decade of experience building production-ready quant finance tools and leading teams from Abu Dhabi. At ADIA and previously Hudson & Thames he architected and shipped widely used Python libraries (MlFinLab, PortfolioLab, ArbitrageLab) and supervised end-to-end product lifecycles, including docs, examples and CI. His research spans portfolio optimization, pairs trading, codependence measures and machine learning applied to trading and risk, and he has hands-on expertise in stochastic control, cointegration and copula methods. He has led and mentored cross-functional teams of junior quants, producing extensive educational content (notebooks, articles, videos) that bridge research and practitioner adoption. Academically strong—Master’s in Computer Science and Econometrics with honours and exchange studies in finance—he combines rigorous quantitative foundations with pragmatic software engineering for real-world trading systems.
10 years of coding experience
3 years of employment as a software developer
Master's degree - Erasmus student, Finance, General, 4.5 / 5, Master's degree - Erasmus student, Finance, General, 4.5 / 5 at ISEG - Lisbon School of Economics & ManagementCompleted 2 courses towards a MSc, Financial Engineering, Completed 2 courses towards a MSc, Financial Engineering at WorldQuant UniversityMaster's degree, Computer Science and Econometrics, 4.82 / 5 (diploma with honours), Master's degree, Computer Science and Econometrics, 4.82 / 5 (diploma with honours) at University of WarsawIgor Sikorsky Kyiv Polytechnic Institute
English, Russian, Ukrainian, French, German, Polish
Stackoverflow
1reputation
0reached
0answers
0questions
Github Skills (41)
prediction-model10
python10
trading10
data-science10
finance10
pandas10
machine-learning10
manipulation10
quantitative-finance10
data-structures10
frame10
algorithmic-trading10
data-analysis10
statistical-learning9
data-manipulation9
Programming languages (2)
Github contributions (5)
hudson-and-thames/portfoliolab
Jan 2021 - Dec 2021
PortfolioLab is a python library that enables traders who want to take advantage of the latest portfolio optimisation algorithms used by professionals in the industry.
Contributions:6 commits, 3 pushes, 1 branch in 10 months
python-librarypythonalgorithmic-tradingtradingindustry
PanPip/QuantEcon_Tasks
Dec 2018 - Mar 2020
Contributions:147 commits, 145 pushes, 1 branch in 1 year 2 months
Find and Hire Top DevelopersWe’ve analyzed the programming source code of over 60 million software developers on GitHub and scored them by 50,000 skills. Sign-up on Prog,AI to search for software developers.