{"$schema":"https://raw.githubusercontent.com/jsonresume/resume-schema/v1.0.0/schema.json","basics":{"name":"Suren Markosov, CFA","label":"Head of Quant","image":"https://saywise-production-profilepicturestoragebucket-kbfooccc.s3.amazonaws.com/profile-pictures/c001267e-5a49-4b94-8392-b2b71ecfe757/linkedin-1791249131838.png","summary":"Senior quantitative analyst with 8 years of crypto trading and quant experience across both traditional finance and digital assets, specializing in algorithmic execution, market microstructure, and risk management.","location":{"city":"Hong Kong, Hong Kong"},"profiles":[{"network":"LinkedIn","username":"surenmarkosov","url":"https://linkedin.com/in/surenmarkosov"}]},"meta":{"canonical":"https://saywise.com/member3188","version":"v1.0.0","lastModified":"2026-10-06T01:12:40.187Z"},"x_saywise":{"handle":"member3188","pronouns":null,"availability":null,"oneLiner":"Senior quantitative analyst with 8 years of crypto trading and quant experience across both traditional finance and digital assets, specializing in algorithmic execution, market microstructure, and risk management.","profileUrl":"https://saywise.com/member3188","markdownUrl":"https://saywise.com/member3188/profile.md","pdfUrl":"https://saywise.com/member3188/resume.pdf","archetype":{"code":"RS-DG","name":"Frontier Navigator","url":"https://saywise.com/sca/4250b9efef35","rarity":"One of the first Frontier Navigators on Saywise"}},"work":[{"name":"Self-employed","position":"Quant of all streets","location":"South Korea","startDate":"2026-06-01","summary":"Agentic AI workflows for quant research"},{"name":"Unknown","position":"Quant of all streets","location":"South Korea","url":"https://currituck.k12.nc.us","startDate":"2026-06-01","summary":"Agentic AI workflows for quant research"},{"name":"GRVT Research Ltd","position":"Head of Quant","location":"Hong Kong & Korea","url":"https://grvt.io","startDate":"2024-06-01","endDate":"2026-05-01","summary":"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."},{"name":"Anboto Labs","position":"Head of Quantitative Research","location":"Hong Kong & Korea","url":"https://anboto.xyz","startDate":"2023-06-01","endDate":"2024-06-01","summary":"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."},{"name":"Bullish Exchange","position":"Director, Head of Quantitative Research","location":"Hong Kong SAR","url":"https://bullish.com","startDate":"2019-08-01","endDate":"2023-03-01","summary":"Developed a comprehensive Python library for backtesting and optimizing the economics of the Exchange and its $3 billion AMM liquidity pool under various price scenarios. Researched, backtested, deployed, and monitored several systematic quantitative trading strategies including automated basis/funding trading, volatility arbitrage, and DeFi strategies."},{"name":"Tora Trading Services / Caspian.tech","position":"Product Manager – Algos/SOR","location":"Hong Kong SAR","startDate":"2019-01-01","endDate":"2019-04-01","summary":"Managed the suite of algorithmic trading, analytics, and execution venue (dark pool) products for cryptocurrency markets, working closely with developers across multiple regions. Performed quantitative analysis of liquidity and venue quality on crypto exchanges."},{"name":"CoinFi","position":"Quantitative Analyst / Developer","location":"Hong Kong SAR","url":"https://coinfi.com","startDate":"2018-10-01","endDate":"2019-01-01","summary":"Backtested trading signals to improve performance of market-making strategies on several major crypto spot and derivatives exchanges. Developed a system for capturing historical tick data from major exchanges."},{"name":"Société Générale (HK) Limited","position":"Vice President, Quantitative Execution Services","location":"Hong Kong SAR","url":"https://societegenerale.com","startDate":"2015-02-01","endDate":"2018-09-01","summary":"Designed and oversaw deployment of agency algorithms and new features across Asia Pacific, grounded in quantitative analysis of market microstructure, TCA, and client feedback. Maintained the algos and analytics suite, monitored trading flow, and partnered with Sales and Trading to address client issues and drive platform performance improvements."},{"name":"Phoenix Invest Group HK Ltd","position":"Portfolio Manager / Execution Trader / Risk Manager","location":"Hong Kong","startDate":"2013-05-01","endDate":"2015-02-01","summary":"Developed, backtested, and traded several quantitative trading models in equities and equity derivatives using machine learning and traditional econometrics techniques. Executed trades for the company's funds across multiple asset classes."},{"name":"Bank of America Merrill Lynch","position":"Executive Director, Global Execution Services, Equities","location":"Hong Kong","url":"https://ml.com","startDate":"2012-08-01","endDate":"2013-05-01","summary":"Implemented several custom algorithms for key clients, driving significant revenue increases. Managed product strategy for the Electronic Trading product, supplying specifications and overseeing their implementation by the Algo quant team."},{"name":"Nomura International (Hong Kong) Limited","position":"Executive Director, Quantitative Analytics and Algorithms, Equities.","location":"Hong Kong SAR","url":"https://nomura.com","startDate":"2010-04-01","endDate":"2012-08-01","summary":"Managed a team of quantitative developers implementing new trading algorithms and modifications to existing strategies based on quantitative market microstructure analysis. Designed and implemented an alpha-capture system combining signal back-testing, portfolio optimization, and automated algorithmic order execution."},{"name":"Investment Technology Group","position":"Vice President, Product Manager – Algorithms, Asia Pacific","location":"Hong Kong SAR","url":"https://itg.com","startDate":"2009-05-01","endDate":"2010-04-01","summary":"Directly responsible for the suite of portfolio and multi-asset algorithmic trading products while serving as deputy product manager for single stock algorithms. Performed quantitative analysis of intraday liquidity and price patterns to improve execution performance of portfolio and pairs trading algorithms."},{"name":"Credit Suisse","position":"Vice President, Program Trader (Risk), Advanced Execution Strategies","location":"Hong Kong SAR","url":"https://credit-suisse.com","startDate":"2008-05-01","endDate":"2009-01-01","summary":"Designed and implemented systematic trading strategies across several Asian equity markets at medium to high frequency, including basis trading, statistical arbitrage, and automated market-making. Facilitated portfolio risk trades including index rebalance and ETF market-making."},{"name":"CLSA","position":"Executive Director, Deputy Head – Alternative Trading Strategies","location":"Hong Kong","url":"https://clsa.com","startDate":"2006-10-01","endDate":"2008-05-01","summary":"Co-led a team of analysts publishing research products for hedge fund clients. Developed quantitative trade ideas for hedge fund clients including statistical arbitrage, holding company/stub trades, and cross share-class arbitrage."},{"name":"Morgan Stanley","position":"Vice President, Equity Program Trader (Risk) – Hong Kong","location":"Hong Kong (2005-2006), London (1999-2006), New York (1998-1999)","url":"https://morganstanley.com","startDate":"1998-12-01","endDate":"2006-10-01","summary":"Ran a proprietary trading book with several systematic trading strategies at low to medium frequency including pairs trading, holding companies/stubs, and index rebalances. Facilitated portfolio risk trades and ETF market-making across the Asia ex-Japan region. Later supervised a team of analysts responsible for setting margin requirements for non-US based hedge fund clients and managed market risk for all non-US equity trading desks, monitoring a diverse set of trading strategies."}],"education":[{"institution":"London Business School","url":"https://london.edu","studyType":"Master in Finance","startDate":"2004-01-01","endDate":"2005-01-01"},{"institution":"London Business School, University of London","studyType":"Master of Science (Finance)","startDate":"2003-09-01","endDate":"2004-06-01"},{"institution":"Carlson School of Management, University of Minnesota","studyType":"Master of Business Administration (Finance)","startDate":"1993-09-01","endDate":"1994-06-01"},{"institution":"Carlson School of Management, University of Minnesota","studyType":"Master of Business Administration in Finance","startDate":"1993-01-01","endDate":"1994-01-01"},{"institution":"Carlson School of Management, University of Minnesota","studyType":"Bachelor of Science of Business (Finance)","startDate":"1991-09-01","endDate":"1993-06-01"},{"institution":"Carlson School of Management, University of Minnesota","studyType":"Bachelor of Science of Business in Finance","startDate":"1991-01-01","endDate":"1993-01-01"},{"institution":"CFA Institute","url":"https://cfainstitute.org","studyType":"Chartered Financial Analyst (CFA)"}],"skills":[{"name":"Cryptocurrency Trading"},{"name":"Portfolio Risk Management"},{"name":"Data Analysis"},{"name":"SQL"},{"name":"Backtesting"},{"name":"Blockchain"},{"name":"Crypto"},{"name":"Algo"},{"name":"FinTech"},{"name":"Analytics"},{"name":"Product Lifecycle Management"},{"name":"Trading Strategies"},{"name":"Quantitative Finance"},{"name":"Data Science"},{"name":"Quantitative Analytics"},{"name":"Trading Systems"},{"name":"Equity Trading"},{"name":"Equities"},{"name":"Investment Banking"},{"name":"Portfolio Management"},{"name":"Trading"},{"name":"Quantitative Research"},{"name":"Risk Management"},{"name":"Financial Risk"},{"name":"Hedge Funds"},{"name":"Derivatives"},{"name":"Financial Markets"},{"name":"Fixed Income"},{"name":"Machine Learning"},{"name":"Statistics"},{"name":"Statistical Data Analysis"},{"name":"Market Risk"},{"name":"Big Data"},{"name":"R"},{"name":"Matlab"},{"name":"C++"},{"name":"Java"},{"name":"Python (Programming Language)"},{"name":"Amazon Web Services (AWS)"},{"name":"Google Cloud Platform (GCP)"},{"name":"Quantitative Investing"},{"name":"Quantitative Risk"},{"name":"Algorithmic Trading"},{"name":"Big Data Analytics"},{"name":"Time Series Analysis"},{"name":"Apache Spark"},{"name":"Quantitative"},{"name":"Trading System"},{"name":"KDB"},{"name":"Cryptocurrency"}]}