Hi, my name is

Oleg Glotov

Welcome to my portfolio

I am a fourth-year student with a major in software engineering and a minor in finance at McMaster university. Currently leading the DFIC quantitative finance team.

Resume

01.

About me

My passion lies in blending technology with financial markets—particularly in algorithmic trading and quantitative finance. Drawing on my academic background and hands-on project experience, I'm constantly seeking new opportunities to broaden my expertise in these areas.

Some technologies I've been working with:

Python
C++
Java
R
Julia
GO

Outside of work, I enjoy tackling personal projects (like the ones featured below) and connecting with others who share my interests in technology, data science, and finance.

02.

Work Experience

Quantitative Analyst - Cross Asset Derivatives @ BMO Capital Markets

December 2023 – August 2024

Implemented and deployed a full-stack Performance Attribution Analysis application utilizing PostgreSQL, Flask (Python), and React.js used by Canadian and US based teams
Produced daily sensitivity reports for existing product baskets to assess their sensitivity to multiple market shock scenarios
Improved and automated the quarterly production of a comprehensive report on option risk hedges' performance using VBA
Contributed to the design of new database pipelines and clustering methods, optimizing data processing for trading floor teams, resulting in a 40% improvement in average query speed

03.

Projects

McMaster U

DFIC Quant Team

As Head of the DFIC Quant Team, I led a 15-person group of developers and traders. Personally focused on statistical arbitrage and high frequency crypto trading strategies.

VIEW

Python

pandas_ta

orbitwatch.xyz

Satellite Imagery Labeling Platform

Designed and developed this project as part of the final year SE capstone. The platform uses crowd-sourcing and machine learning to label commercially sourced satellite images for specialized use cases.

VIEW

Python

PostgreSQL

AWS

04.

Other projects

Years.Today
Take a glimpse into what people were sharing on this day a decade ago.
Typescript, Python, node.js
ASL Lyrics
Song to ASL translator, created at UC Berkeley AI Hackathon 2024
React, OpenAI, node.js
TeachAI
An AI driven lesson planner framework created at DeltaHacks 9.
React, node.js, Python
Web Scraper Tool
An application created for personal use to check an online store for product restocks
Python, Selenium, Bash/UNIX
Discord Server Management System
A system that assists server owners in managing and processing users support tickets and other requests.
Python, Discord API, Bash/UNIX
Bulk SMS sender
A Python script that automates the sign up process for a wide variety of third party services.
Python, PySocks

oleg@glotov.com