Ilya A Grigorenko

Port Washington, NY

Financial Services

City Tech Cuny Sep 2012 - Aug 2016
Assistant Professor
Deutsche Bank Sep 2012 - Aug 2016
Vice President Risk Management

Research
Data Analysis
University Teaching
Teaching
Powerpoint
Microsoft Office
Public Speaking
Science
Financial Modeling
Latex
Statistics

University Park, PA

Research

Fulminata 1 LLC

Apr 2010 to 2000
Founder of a R&D
Pennsylvania State University

Post Doctoral Research Associate
Los Alamos National Laboratory
Los Alamos, NM
Sep 2006 to Sep 2009
Post-Doctoral Research Associate, Center for Nonlinear Studies
University of Southern California
Los Angeles, CA
Jan 2005 to Aug 2006
Post-Doctoral Research Associate, Physics & Astronomy Department
University of North Carolina
Chapel Hill, NC
Aug 2003 to Jan 2005
Post-Doctoral Research Associate, Physics & Astronomy Department
Fulma, LLC
Saint Petersburg, FL
Jan 1997 to Jul 1998
Director

Free University Berlin
Berlin
Jan 1999 to Nov 2002
Ph.D. in theoretical physics
International Business School at the St Petersburg
-
Sep 1997 to Dec 1997
St. Petersburg State Technical University
-
Sep 1991 to Jan 1997
M.Sc. in Physics and Engineering

Finance knowledge: basic knowledge of Futures, Options, Credit risk. Quantitative Skills: Expert knowledge in Evolutionary (Genetic) Algorithms with application to nonlinear, multidimensional and multiobjective optimization, optimal control of dynamical systems under uncertainty (stochastic differential equations). Excellent knowledge of neural networks training with evolutionary strategies, Mutual Information, Transfer Entropy measures and information-theoretic data analysis, Principal Component Analysis, timeseries modelling. Computer Skills: 15+ years of programming experience and proficiency in scientific computing with Fortran77/90, C/C++, Matlab, Mathematica, Maple. Parallel computing (MPI). Working under UNIX, Linux, Mac OS X, and Windows.