Sergey Chigrinov
Quantitative Analyst
Sydney, New South Wales, Australia
Summary
👤
Senior🎓
Top SchoolSergey Chigrinov is a quantitative analyst with around a decade of hands-on experience at the intersection of finance and software, specializing in fixed income portfolio management, risk analytics and financial engineering. He has led large-reserve mandates and risk engine migrations—managing teams and $10s of billions in assets—while building production models and data pipelines in Python, C++ and SQL. His work spans strategic asset allocation, performance attribution and regulatory reporting, and he has a proven track record of turning complex economic problems into auditable systems (including QuantLib-based pricing and Monte Carlo RWAs). A CFA charterholder with dual Master’s degrees in Financial Engineering and IT, Sergey blends deep quantitative rigor with pragmatic software delivery and an appetite for continuous improvement. Notably, he has driven projects that materially shortened delivery timelines (e.g., saving six months of development work) and increased returns through operational innovations like cash flow forecasting.
10 years of coding experience
6 years of employment as a software developer
Passed Chartered Financial Analyst (CFA) exams, Passed Chartered Financial Analyst (CFA) exams at CFA InstituteMaster's degree, Financial Engeneering, Master's degree, Financial Engeneering at WorldQuant UniversityMaster's degree, Information Technology, 3.7 / 4, Master's degree, Information Technology, 3.7 / 4 at Moscow Aviation Institute (National Research University)
Russian, English
Github Skills (10)
capstone9
currency7
trading6
machine-learning5
finance5
text-to-image4
deep-learning3
generative-art3
pixel-art2
computer-vision2
Programming languages (1)
Github contributions (5)
schigrinov/capstone
Jun 2020 - Apr 2021
WQU capstone project - short term currency trading strategy utilizing machine learning
Contributions:1 review, 34 commits, 7 PRs in 10 months
capstonetrading-strategymachine-learningtradingshort
schigrinov/Old_Modern_Portfolio_Theory
May 2019 - Jun 2019
Contributions:4 commits, 9 pushes, 1 branch in 14 days
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