Summary
Liza Marchenko is a quantitative researcher with over a decade of experience applying machine learning, AI and advanced statistical methods to trading, risk management and derivatives valuation across Asian OTC and exchange-traded markets. She has led risk analytics and clearing initiatives at major institutions—shaping margining, default management and collateral strategies while driving digital solutions that leverage blockchain, digital wallets and cloud. At Squarepoint Capital she focuses on research-driven trading models, building on earlier front-office quant and trading roles that spanned exotics pricing, market-making and algorithmic strategies. Her background combines a PhD in computer science with frontline experience negotiating regulatory and industry discussions, giving her rare fluency between deep research, production quant engineering and business-facing risk policy. Colleagues describe her as an open-source-minded pragmatist—advocating for code transparency while delivering robust, auditable systems for complex financial products.
10 years of coding experience
1 year of employment as a software developer
BSc (First Class Honours), Information Technology, BSc (First Class Honours), Information Technology at Donetsk State Technical University
PhD, Computer Science, PhD, Computer Science at National University of Singapore
English, Russian, Ukrainian