Suren Markosov, CFA

Agentic AI workflows for quant research

Agentic AI workflows for quant research

Designed and managed margin policy, account monitoring, liquidations, and position unwind algorithms for the GRVT crypto derivatives exchange. Enhanced margin models and liquidation/unwind algorithms across perpetuals, spot, and vaults to balance risk mitigation with optimal trading client UX. Conducted statistical execution quality analysis and partnered with engineering and product teams to drive platform-wide changes to the risk and execution stack. Re-wired the Quant team's analytical and algorithm design workflows to use LLMs.

Designed, developed, and deployed several algorithmic execution strategies including single-instrument and multi-instrument approaches. Developed and deployed a suite of analytics encompassing Transaction Cost Analysis (pre-trade and post-trade), Portfolio Risk Analysis, and margin collateral management tools. Engaged with institutional clients on algo design, execution queries, and TCA reviews.