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Ilia DudaCo-op Jan 2027

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Ilia Duda

Open to a 6-month co-op (an off-cycle internship) from January 2027 in quant and risk, investments, investment banking or data science in finance; based in Boston, open to New York, San Francisco or London.

Education

Northeastern University, College of Science

Expected May 2028

B.S. Mathematics and Business Administration, Fintech concentration. Dean’s List, Fall 2025.

Coursework: Statistics & Stochastic Processes, Fourier Series and PDEs, Computational Methods & Applications in Finance, Investments, Fintech and Financial Innovation, Probability and Statistics, Linear Algebra; directed study (Spring 2026): Fourier–Bessel series and the vibrating circular membrane; in progress (Fall 2026): Interest Theory and Life Insurance, Strategy in Action.

Bromsgrove School and The King’s School, Canterbury. A-Levels including Further Mathematics.

Experience

Glacier Capital Systems, proprietary options trading firm · Quantitative Analyst and Engineer

Jan 2026 – present

  • Sole engineer building tools that automate the traders’ investment workflows: Python research and analysis tooling for options (volatility modelling, options-chain analysis, candidate scoring, market scanning).
  • 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 traders’ real-time dashboards (Next.js, Supabase, a Python worker on Fly.io), replacing a cron-and-email pipeline; moved strategy configuration out of code.

Debt-settlement portal, licensed Russian collection organisation · Sole Developer and Project Lead

Jul 2026 – present

  • Only developer: debt lookup, a settlement calculator in integer kopecks, SMS login, an SBP payment screen.
  • Built to 152-FZ data localisation and the 230-FZ contact cap, both enforced in code; Next.js 16, Yandex Cloud.

CloseBooks, month-end close for accounting firms · Founder

Apr 2026 – present

  • Built and deployed alone a multi-tenant month-end close for CPA firms: Next.js, TypeScript, Supabase Postgres with row-level security, Stripe billing in three tiers.
  • Categorisation pipeline on the Claude API: parses CSV and PDF bank statements and maps each line to the client’s chart of accounts with a confidence score; low-confidence rows go to a human.

AdConfirm, advertising inside invoices and receipts · Co-Founder

May 2026 – present

  • Co-founded a product placing ads inside invoices and receipts; built eight accounting and point-of-sale integrations onto one invoice type, a millicent billing ledger and Stripe Connect payouts.

BCS Bank, Investment Banking Division · Investment Banking Intern

Jul – Aug 2023

  • Covered Russian energy, metals and banking; built DCF, comparable-company and sensitivity models.
  • Wrote daily briefings on OFZ, index activity and Bank of Russia policy through two rate rises in 25 days.

Monito, Young Enterprise UK · Co-Founder and Financial Director

2022 – 2023

  • Won UK National Company of the Year and reached the European Finals.

Research

Implied-volatility surface free of static arbitrage. A synthetic SSVI surface free of static arbitrage, with Dupire local volatility and Black–Scholes Greeks at any point, the no-arbitrage conditions asserted by tests on a dense grid; drawn live in raw WebGL2.

cricstate. Leakage-audited T20 win-probability model, built on 4,748,382 T20 and ODI deliveries: gradient boosting on match state cuts held-out log-loss 29% below the base rate; temporal splits, leakage canaries in CI, paired bootstrap.

One market, three views. A deterministic Hawkes limit order book in a Web Worker, bit-identical in Chromium, WebKit, Firefox and Node, driving Monte Carlo price paths and an arbitrage-free SSVI surface.

Skills

Quantitative
Options pricing and Black–Scholes, Greeks, volatility surface modelling, calibration, temporal cross-validation, bootstrap intervals, hypothesis testing, Fama–French and CAPM regression.
Languages
Python (pandas, NumPy, SciPy, scikit-learn, PyTorch), TypeScript, JavaScript, SQL. English and Russian, both fluent.
Platforms
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.