๐Ÿ‘พ๐Ÿ‘พ๐Ÿ‘พ

Logo

Cloud of competences

View My GitHub Profile

Roman Peshkurov

Software engineer based in London, United Kingdom
Available to work in the UK, Russia

Telegram / Email / LinkedIn / Github / PDF


๐Ÿ’พ Technical Experience

QuantDev @ Prop Trading Crypto Company (Jan 2026 - ..)
Developing low-latency components for the core trading platform

Details
  • Focusing on strategy logic improvements and integrating predictive models with research team
  • Tools: C++, Python, Clickhouse, Internal tools

QuantDev @ Wintermute Trading Ltd (May 2022 - June 2025)
Developed critical components for an HFT trading platform

Details
  • Developed pricing and accounting engines, directly impacting P&L through close collaboration with researchers
  • Implemented, optimized, and deployed predictive models into production
  • Market data integrations with several crypto exchanges
  • Architected and built a backtesting framework for pricing components to streamline predeployment validation
  • Participated in regular oncall shifts, conducted analysis of anomalies and took part in the interviewing process
  • Tools: C++, Python, PostgreSQL, Internal tools

SDE @ Facebook (Dec 2020 - Apr 2022)
Focused on anti-fraud investigations and ML research

Details
  • Worked in the antifraud field, so can't share many details
  • Trained and deployed machine learning models in the highly complex and ambiguous domain of fraud detection, achieving a monthly financial impact of $3M
  • Developed scalable data pipelines and integrated them with internal decision-making systems
  • Conducted deep-dive anomaly investigations to identify and mitigate adversarial traffic
  • Managed and mentored bootcampers and interns, guiding them through onboarding and project delivery
  • Tools: Python, Internal ML libraries, Hive/Spark, MySQL, HG, Internal tools

Technical lead @ Yandex.Auto (Jun 2019 - Nov 2020)
Led the server-side team for Yandex's navigation service

Details
  • Designed and developed systems for third-party partner integrations (eg. Remote-Access-To-Car)
  • Introduced dashboards and metrics recalculation processes
  • Led the development of backend services for proprietary in-car devices.
  • Developed Logs-On-Demand system for our devices
  • Responsible for team routines: interviewing, onboarding, mentorship, and project management
  • Tools: C++14, PostgreSQL, PlantUML, Java, Yandex-tools

Remote-Access-To-Car Demonstration
We integrated our navigation app with the telematics system, so that allowed our customers to have access to car's features (ignition, locks, etc.) via app. Was responsible for the design and development of server components via management of the team of 4 developers.
Here you can see post about presentation from the conference with a part about our project:


Senior SDE @ Yandex.Translator (May 2018 - Jun 2019)
Developed data pipelines and trained translation models

Details
  • Built a data aggregation pipeline processing data from mobile apps to MapReduce storage
  • Improved translation quality on Turkish language family via training new types of neural models (original transformers), US PATENT US20220198159A1
  • Implemented Alternatives-For-Translation backend based on neural language model API
  • Tools: C++14, Python, NLTK, TF, Yandex MapReduce, Transformer RNNs, HG

Alternatives-For-Translation Demonstration
Worked on an optimal extraction of probabilities' values from translation model to allow us to suggest alternative words in the translation.
As a result, we obtained server API for this task, and here you can see example of this tool's usage on en-ru language pair:


Turkish Languages Translator and Yakut Language
Worked on the multi-language translation models with Tranformer RNNs and tried to find the best experiments' setup by preparation of corpora and tuning of models.
In the end, we achieved better quality in comparison to our baselines on the az-ru, kz-ru, uz-ru and other turk languages.
Yakut language is endangered one and our translator was the first registered translation system for it. As this language has high significance for the russian indigenous people, this achievement was reflected in the dedicated documentary:


SDE @ Yandex.Appmetrica (Mar 2015 - May 2018)
Developed a real-time analytical service handling massive scale

Details
  • Developed distributed fault-tolerant real-time data pipeline (40ยท10^9 rows/day) as a set of microservices
  • Maintained and optimised self-written backend servers' layer (140ยท10^3 RPS of HTTPS in peak)
  • Developed various utilities: internal/external APIs, MR-jobs, monitorings and testing solutions
  • Performed complex data investigations on petabytes of data using MapReduce and ClickHouse SQL
  • Tools: C++14, Boost, Poco, MySQL, ClickHouse (developed in my department), Nginx, Python, Yandex MapReduce, Apache Zookeeper, Git

Logs API Demonstration
Designed and developed the server side of this API to allow customers extracting logs of their applications from our storage.
Here you can see how process of the data download looks like:


SDE @ ModuleWorks 3ax Team (Mar 2012 - Feb 2015)
Developed solutions for CAD/CAM software, specializing in computational geometry

Details
  • Solved problems related to sculpture surface machining and computational geometry problems
  • Implemented library for the toolpath smoothing - based my master's thesis on it
  • Developed and maintained project of Multiaxis Roughing (see below)
  • Tools: C++03, Boost, Computational geometry tools, Svn

Multiaxis Roughing Demonstration
This toolpath generation algorithm was implemented as a combination of approaches between 5ax and 3ax project areas. Aim was to make an actual implementation of an already scoped project and pushing it to the production.
Here is the promotional demonstration of this tool:


๐ŸŽ“ Education

Master Program in CS and DA @ Yandex Data School (Sep 2015 - Jun 2017)


Master Degree in Computer Engineering @ Sevastopol National University of Nuclear Energy and Industry (Sep 2008 - Jan 2014)


๐Ÿ† Achievements


๐Ÿ’ฌ Personal Qualities


๐ŸŽธ Outside Of Work