Liza Marchenko, PhD
About Liza Marchenko, PhD
Liza Marchenko, PhD, is a quantitative researcher with extensive experience in statistical analysis and data mining within the financial sector. She has held various positions in prominent financial institutions and has a strong academic background in computer science.
Work at Squarepoint Capital
Liza Marchenko has been employed at Squarepoint Capital as a Quantitative Researcher since 2021. In this role, she applies her extensive knowledge in statistical analysis and data mining to enhance the firm's quantitative strategies. Her focus includes utilizing machine learning and artificial intelligence techniques to optimize trading, risk management, and derivatives valuation.
Previous Experience in Financial Sector
Prior to her current position, Liza Marchenko held various roles in the financial sector. She worked at Graticule Asset Management Asia as Senior Vice President and Head of Risk Analytics from 2018 to 2021. Before that, she served at SGX as Head of OTC Financials Clearing from 2017 to 2018, and as Vice President of Risk Policy from 2015 to 2017. Additionally, she was a Senior Trader at Maybank from 2014 to 2015 and held multiple positions at Maybank from 2011 to 2014, including Head of Regional Market Risk.
Education and Expertise
Liza Marchenko holds a PhD in Computer Science from the National University of Singapore, which she completed from 2002 to 2007. She also earned an MSc with Distinction in Computer Science from Donetsk State Technical University in 2001, and a BSc with First Class Honours in Information Technology from the same institution in 2000. Her academic background supports her expertise in statistical analysis, data mining, and the application of machine learning and artificial intelligence in finance.
Background in Research and Academia
Before transitioning into the financial sector, Liza Marchenko gained valuable experience in academia. She worked as a Research Assistant and Post-Doctoral Research Fellow at the National University of Singapore from 2006 to 2008. This role allowed her to develop her research skills and deepen her understanding of quantitative methods, which she later applied in her financial career.
Regional Market Expertise
Liza Marchenko possesses broad expertise in Asian markets, particularly in over-the-counter (OTC) and exchange-traded markets. Her experience spans various regions, including Europe, America, and Southeast Asia, where she has held leadership roles in market risk and risk analytics. This regional knowledge enhances her ability to navigate complex financial landscapes.