Ilia Duda
Quantitative Analyst and Engineer at a proprietary options trading firm since January 2026. I build the tools that automate the firm’s investment workflows for its traders: real-time dashboards, analysis tooling, and research tooling around the firm’s proprietary options model. Mathematics and Business Administration at Northeastern, class of 2028. Open to a 6-month co-op (an off-cycle internship) from January 2027, based in Boston and just as open to New York, San Francisco or London.
The same record cut to one page: the CV.
Experience
Glacier Capital Systems, proprietary options trading firm
- I build the tools that automate the firm’s investment workflows for its traders: real-time dashboards, analysis tooling, and research tooling around the firm’s proprietary options model.
- Built a trade-validation service in Python and TypeScript that checks a proposed trade against the firm’s written rules and returns a verdict with its reasoning.
- Built the real-time dashboards the traders work from — Next.js on Vercel, Supabase, and a Python worker on Fly.io — replacing a cron-and-email pipeline, and moved strategy configuration out of code so non-engineers can tune it without a deploy.
Debt-settlement portal, licensed Russian collection organisation
- Only developer on a self-service debt-settlement portal for a licensed collection organisation: debt lookup, a settlement calculator, SMS authentication, and an SBP payment screen whose amount the server recomputes from the chosen term, never taking it from the browser.
- Architecture set by statute: 152-FZ data localisation keeps personal data, hosting, fonts and analytics in Russia, and the portal counts every login SMS against the debtor’s 230-FZ contact allowance (the conservative reading of an unsettled question), enforced in code and by build gates.
- Next.js 16 with Turbopack and Tailwind 4, hosted on Yandex Cloud.
CloseBooks, month-end close for accounting firms
- Built and deployed a multi-tenant month-end close product for CPA firms on my own: Next.js and TypeScript, Supabase Postgres with row-level security, and Stripe billing across three subscription tiers.
- Wrote the categorisation pipeline on the Anthropic Claude API: it parses bank statements from CSV and PDF, maps each line to the client’s chart of accounts with a confidence score, and routes low-confidence rows to an exception queue for a human to approve.
- Gated the export behind chart-of-accounts validation: a suggested account that does not resolve against the client’s chart is held back until a reviewer maps it.
AdConfirm, advertising inside invoices and receipts
- Co-founded a product placing ads inside invoices and receipts, with metered billing and Stripe Connect payouts to the businesses hosting the placements.
- Built eight accounting and point-of-sale integrations onto one invoice type, and a billing ledger in millicents so a fifth-of-a-penny impression is exact.
BCS Bank, Investment Banking Division
- Covered the Russian energy, metals and banking sectors.
- Built DCF, comparable-company and sensitivity models.
- Wrote daily market briefings on OFZ government bond movements, index activity and Bank of Russia policy, through two key-rate rises in 25 days, the second an extraordinary 350 bp.
The OFZ curve through two rate decisions, summer 2023The Bank of Russia raised the key rate by 100 bp on 21 July, then by 350 bp at an extraordinary meeting on 15 August. That session the 3-month yield rose 231 bp and the 10-year did not move: a curve that had sloped up by 298 bp was left at 67 bp. Curves are the exchange’s own daily fit, redrawn from its published parameters; dots are the OFZ issues it was fitted to, at their duration. OFZ zero-coupon yields around the two rate decisions, July–August 2023, percent Trading day 3-month 1-year 5-year 10-year 3 July 7.55 8.04 9.93 11.08 20 July 7.16 8.28 10.39 11.22 21 July 7.45 8.38 10.46 11.21 14 August 8.39 10.01 11.05 11.36 15 August 10.69 10.77 11.14 11.36 31 August 10.31 10.51 11.14 11.47 Monito, Young Enterprise UK
- Won UK National Company of the Year and reached the European Finals.
- Owned the budget and the financial reporting as financial director.
Monito in the Young Enterprise company programme, round by round Result Round Date Regional award Worcestershire and Warwickshire January 2023 Company of the Year West Midlands March 2023 National Company of the Year United Kingdom May 2023 European Finals Europe July 2023
Research
One market, three views
One simulated market runs in your browser, drawn three ways in one frame: its order book, a year of futures, its vol surface. A liquidity shock hits all three.
Order flow that remembers: a Hawkes-driven limit order book
A synthetic limit order book driven by a six-kind Hawkes process, simulated exactly in your browser and drawn as terrain: read the odds of what set off any market order.
An implied-volatility surface free of static arbitrage
A synthetic SSVI volatility surface in live 3D, with local vol and Black–Scholes Greeks at any point, that takes a shock and stays free of static arbitrage in every frame.
What ball-by-ball cricket predicts beyond the scoreboard
A leakage-audited model of T20 cricket, built on 4,748,382 T20 and ODI deliveries: gradient boosting on match state cuts win-probability log-loss 29% below the base rate on held-out matches.
Ranking startup segments, and how much the answer depends on the data
A composite model ranks 48 startup segments on growth and size; changing one data decision at a time gives three treatments three top picks, and shows which segments hold up.
Other work
nucarbon
A dashboard estimating the carbon cost of AI use across a university campus.
Education
Northeastern University, College of Science
Dean’s List, Fall 2025.
- MATH 4581 Statistics & Stochastic Processes
- MATH 4545 Fourier Series and PDEs
- FINA 4335 Computational Methods & Applications in Finance
- FINA 3303 Investments
- FINA 4320 International Financial Management
- FINA 4340 Blockchain Applications
- FINA 2730 Fintech and Financial Innovation
- MATH 3081 Probability and Statistics
- MATH 2321 Calculus 3
- MATH 2331 Linear Algebra (A-Level transfer credit)
Directed study, MATH 4992 (Spring 2026): Fourier–Bessel series and the vibrating circular membrane. Solved boundary-value problems for the wave equation in polar coordinates, expanding initial conditions in Bessel-function modes and computing coefficients from orthogonality.
- MATH 4682 Interest Theory and Life Insurance
- STRT 4501 Strategy in Action
Bromsgrove School and The King’s School, Canterbury. A-Levels including Further Mathematics.
Skills
- Options pricing and Black–Scholes, Greeks, volatility surface modelling, calibration, temporal cross-validation, bootstrap intervals, hypothesis testing, Fama–French and CAPM regression.
- Python (pandas, NumPy, SciPy, scikit-learn, PyTorch), TypeScript, JavaScript, SQL. English and Russian, both fluent.
- Next.js, React, Supabase (Postgres, Auth, Realtime), Vercel, Fly.io, Stripe, Yandex Cloud, Tailwind, Git, Jupyter; the Anthropic Claude API and LLM pipelines.
Certifications
- Anthropic — Claude Code in Action
- DataCamp — AI Engineer for Data Scientists Associate
- IBM — Generative AI in Action
- Yandex Practicum — Data analytics