Yurii Kitikari

As a Systematic Analyst, I am developing and implementing trading systems and macro models with systematic alignment. I am actively participating in the portfolio management of an 8 figure book across various asset classes, and deploying systematic momentum strategies based on volatility events. I am working closely with a quant team for hypothesis testing, back-testing and optimization, and implemented management procedures and algorithmic pipeline development solutions. Additionally, I conduct extensive research of academic publications to provide strategy assumption testing. In my tenure, I collaborate closely with the dealing department in corporate exposure management, and actively participating in corporate planning, reporting, and management activities. With a strong understanding of market trends and data-driven approaches, I am committed to maximizing returns while maintaining a limited volatility levels of the portfolio. I am proud to say that my core contributions in Macro Models and Breadth Research have substantially improved the strategies hit ratios by over 36.3% and minimized transaction costs by 26.5%.