Roman Sologub

Roman Sologub, PhD, currently serves as an Engineer in Market Data at Balyasny Asset Management L.P. since September 2024. Prior roles include Data Engineer at NUMEUS, Quantitative Developer at Millennium, and Data Scientist at ISAM, with earlier experience as a Python Market Microstructure Quant at BMLL Technologies Ltd, where expertise in developing Python analytics for Limit Order Books and advanced feature generation was applied. Academic credentials include a Ph.D. in Theoretical Basis of Informatics from the Computing Center of the Russian Academy of Sciences and a Master's degree in Applied Mathematics from the Moscow Institute of Physics and Technology. Sologub has a comprehensive background in algorithm development, machine learning applications, and quantitative analysis, having worked with major financial firms such as EY and OBR Investments Ltd.