Leonid Timochouk
About Leonid Timochouk
Leonid Timochouk is the Managing Director and Global Head of High Frequency Algorithmic Trading and Quantitative Analytics at UBS, where he has worked since 2014. He has extensive experience in quantitative finance, having held senior roles at major financial institutions and developed advanced trading solutions.
Current Role at UBS
Leonid Timochouk serves as Managing Director and Global Head of High-Frequency Algorithmic Trading and Quantitative Analytics at UBS. He has held this position since 2014 in Zurich, Switzerland. In this role, he oversees the development and implementation of advanced trading strategies and analytics. His responsibilities include managing a team of 15 quantitative developers, analysts, and traders, focusing on optimizing trading performance and risk management.
Previous Experience at UBS
Before his current role, Leonid Timochouk worked at UBS as Executive Director of the FICC Library Core from 2010 to 2011 in Zurich, Switzerland. His work involved enhancing fixed income and commodities trading capabilities. This position contributed to his extensive experience in algorithmic trading and quantitative analytics.
Experience at Goldman Sachs
Leonid Timochouk was Vice President in Exotic Swaps and Core Quantitative Modeling at Goldman Sachs from 2005 to 2008 in New York, United States. During his tenure, he focused on developing quantitative models for complex financial instruments, contributing to the firm's trading strategies in the derivatives market.
Educational Background
Leonid Timochouk studied at Moscow State University of Transport (MIIT), where he earned a Master of Science in Computer Science and Applied Mathematics from 1987 to 1992. He furthered his education at TU Delft, obtaining a Doctor of Philosophy in Mathematics from 1991 to 1996. His academic background has provided a strong foundation for his career in quantitative finance and algorithmic trading.
Achievements in Algorithmic Trading
Leonid Timochouk has developed a comprehensive green-field ultra-high-frequency trading (UHFT) solution characterized by microsecond-level wire-to-wire latency. He has quantified and implemented several production UHFT strategies, including FX latency arbitrage, market making, and spot-futures pair trading. His work includes the integration of market data and order management connectors for multiple exchanges and the implementation of ultra-low-latency risk management components within the UHFT platform.