Mikhail Dubov


Data scientist with background in software engineering and computer science. 3.5 years in FinTech (Smarkets).
Research experience in NLP and string processing (HSE, UPEM). 2 years of experience as a software engineer (Mirantis, Google).

Data Scientist • Trading

London • Oct 2018 – Jul 2020

Smarkets

Smarkets is a betting exchange for trading sports and political events.

  • Worked on five trading strategies for market making / prop trading on Smarkets and other exchanges (Betfair / Betdaq). Owned one of these strategies from the initial design through implementation to maintenance and ops (3.7% ROI, 8.5 ann. Sharpe)
  • Built a semi-supervised ML system for classifying the trading flow
  • Designed and implemented a production-grade Python library for quant data loading
  • Extended and optimized the P&L analytics service (Python / SQLAlchemy / BigQuery)

Data Scientist • Marketing

London • Dec 2016 – Sep 2018

  • Built a customer churn prediction model improving retention by 25%
  • Implemented an ML-based customer LTV system to guide spending
  • Built an internal time series analysis and anomaly detection system
  • Extended the ETL pipeline (Python / Luigi / Amazon Redshift)

Software Engineering Intern • gTech

London • Jun 2015 – Sep 2015

Google

  • Built a client app for an internal time series forecasting platform (Java)
  • Added support for ML-based time series analysis (Google Prediction API)
  • Discovered and fixed a few bugs beyond the scope of the intern project

Software Engineer • OpenStack Performance

Moscow • Aug 2013 – Jun 2015

Mirantis

OpenStack is an open-source cloud computing platform written in Python and used by CERN, Baidu, Walmart, and others.

  • Was one of the core developers in OpenStack Rally (benchmark tool) and top #2 contributor with 100+ commits, 900+ code reviews. Implemented core components such as benchmark launchers, data processing tools, API
  • Mentored the open-source community and created extensive Rally docs
  • Optimized the node listing algorithm in OpenStack Nova (resource manager), achieving a 5x performance improvement

Research Assistant • NLP Group

Moscow • Jan 2013 – Jun 2015 (part-time)

Higher School of Economics

Education


M. Sc. in Data Science

Moscow • Sep 2014 – Oct 2016

Higher School of Economics

M. Sc. in Computer Science

Paris • Oct 2015 – Sep 2016

Université Paris-Est Marne-la-Vallée

B. Sc. in Software Engineering

Moscow • Sep 2010 – Jul 2014

Higher School of Economics