I am a PhD Candidate in Economics at Harvard Univeristy doing research in Finance.
In my research, I apply dynamic optimization and high performance computing techniques to study asset pricing. I show how firm fundamentals affect option prices, analyze pricing of jump risk in the cross-section of equity stock returns, and show implications of time-series movements of index option for macro-finance models. You can learn more about my research here.
During my PhD I interned as a Summer Associate in the Investment Strategy Group at Goldman Sachs developing systematic options strategies.
Prior to starting my PhD, I graduated top of my class with a B.A. in Economics from New Economic School in 2017. In high school, I was a competitive alpine skier and participated in Russian national championships.
Link to my CV and LinkedIn Profile
