Quant Developer at Sberbank CIB (Global Markets) · Master's student at MIPT (Quant Finance)
Most of my time goes into two things: shaving latency off derivatives risk engines at Sberbank CIB, and building Linux software that talks straight to the hardware.
By day, I work on C++ adapters and calculation pipelines for Rates, FX, and Equity derivatives. We are moving pricing and risk out of legacy Murex monoliths into an in-house calculation service. That means zero-copy data mapping, streaming market data, Greeks injection, and Monte Carlo scenarios for XVA.
On weekends, I write Wayland daemons in C23, benchmark SIMD routines, and train neural operators on GPUs.
- Work: Middle Quant Developer at Sberbank CIB (Global Markets / ДГР)
- Education: MIPT ФПМИ — BSc in CS ('25), MSc in Corporate Strategy & Quant Finance ('26), with ML coursework from Yandex School of Data Analysis (ШАД)
- Setup: Arch Linux, Hyprland, pure terminal workflow, Neovim
derivatives — Real-time Rough Heston calibration via FiLM-FNO
Rough volatility models capture implied volatility skews with extreme fidelity, but classical numerical solvers take seconds per surface. That is too slow for intraday hedging. For my master's thesis at MIPT, I built DeepVol: a Fourier Neural Operator surrogate that evaluates the implied volatility surface in under a millisecond (
wwal — Zero-allocation Wayland wallpaper daemon
Most animated wallpaper tools on Linux eat GPU power or drop frames during workspace transitions. wwal is written in modern C (C23). It uses direct hardware scanout via dmabuf and GBM overlay planes, which drops GPU 3D load to 0.0%. For video, it decodes via VA-API straight into DRM PRIME buffers (<0.5% CPU at 4K 60fps). The event loop runs on Linux io_uring and a fixed 2MB bump allocator that never touches the heap at runtime.
Fast-hash-table — AVX2 SIMD hash table
A closed-addressing hash table in C aligned to hardware cache lines. Uses 256-bit AVX2 intrinsics (_mm256_cmpeq_epi8) to compare 32 keys in parallel in a single cycle, with hardware CRC32 (_mm_crc32_u64).
aurora-greeter — Hardware-adaptive SDDM login theme
An SDDM theme for Arch Linux with video backdrops, packaged on the AUR. Includes an in-greeter settings drawer (Alt+S) so you never have to edit config files by hand, plus automatic 4K → 2K downscaling on smaller screens.
HyprGlyph — Hyprland keybinding parser
Instead of maintaining duplicate cheatsheet tables that go stale every time you edit your window manager config, this parses bindings directly from your Hyprland files into structured JSON for desktop overlay drawers. Written in Python, 67 passed tests.
Execore_Language — Custom compiled language
A small compiled language written in C with an EBNF recursive descent parser, custom AST nodes, and a bytecode runtime. Built to learn how compilers actually work under the hood.
- Systems & Low-Latency: Modern C++ (17/20), Modern C (C23), x86-64 NASM Assembly, AVX2 SIMD, Linux
io_uring, DMA-BUF, DRM/GBM, Wayland protocols, POSIX. - Quant & ML: Rough volatility, Black-Scholes, Greeks (Δ, Γ, ν), XVA (CVA, PFE), Fourier Neural Operators, PyTorch, CUDA, TensorRT, Murex FLEX API.
- Environment: Arch Linux, Hyprland, Meson, CMake, Git, Docker, Go, Python.
"Premature optimization is the root of all evil — unless you are out of clock cycles before the market moves."
Telegram: @execorn · n.biryukov.04@gmail.com · Moscow, Russia