Quant Developer
Nikolai is a Quantitative Developer at RocketFin, working with the firm's New York team on quantitative platforms, risk frameworks and trading strategies. He brings over 15 years of experience across leading investment banks, asset managers and consultancies, with deep expertise in pricing models, risk management and equity and credit derivatives — including exotic and volatility products.
Before joining RocketFin, Nikolai was a Quantitative Developer (consultant) at MassMutual, building risk and P&L systems on Beacon/Python infrastructure to manage derivatives portfolios and enhancing models for equity derivatives, interest-rate swaps and bond futures. Earlier he was Senior Vice President at Capstone Investment Advisors, developing equity-derivatives strategies for tail hedging, equity replacement, long-vol bias and exotic risk recycling, and producing Python-based volatility-screening tools and research.
Nikolai is skilled in Python and C++, combining advanced quantitative methods with hands-on trading and research experience. He has led global quant development teams and partnered closely with front-office and risk stakeholders.