Alex Kuznetsov

I was born in Kiev, Ukraine, in 1963, and wanted to be a scientist since my early teens. In 1986 I graduated from Moscow Institute of Physics and Technology with an MS degree in Physics, returned to Kiev and went to a graduate school at the Semiconductors Research Institute of the USSR Academy of Sciences, where I earned my PhD in Theoretical Condensed Matter Physics in 1991.

The same year our family moved to the US, and I started pursuing an academic career in physics. I spent six years doing that as a research associate, first at the University of Florida and then at the Ohio State University. My scientific interests were in the area of ultrafast phenomena in semiconductors. I had an interesting time doing research and was lucky to have so many great colleagues with whom I published over 25 research papers and one monograph, but as years went by it became progressively clear that pure academic research was not for me ' I wanted something more rewarding and more relevant. As so many of my physicist colleagues at the time, I turned to the financial industry for a new career.

In 1997 I joined CastleNet LLC ' a software subsidiary of Tullett and Tokyo, a major derivatives interdealer broker ' where I went through a rigorous schooling in professional software development and created much of the derivatives analytics library behind CastleNet's products. In 1999 I moved on to Goldman Sachs, where I first worked in the Fixed Income Electronic Market Making group, developing models and software for electronic trading in Treasuries and Agencies. From there I went on to what is now called algorithmic trading ' in 2001, my colleagues and I have built one of the first completely automated statistical arbitrage systems that traded real-time mispricings in Treasury and Treasury futures markets. After that, I joined Fixed Income Research where I developed econometric models for interest rate markets and worked on research publications and trading strategies for Goldman's clients. In 2003 I joined Barclays Capital as an Associate Director in the Fixed Income Project ' a large-scale effort to bring the latest in financial technology to their Rates business, where my responsibilities included real-time pricing models and model-driven proprietary trading algorithms for interest rate products. In 2005 I became a Director in the Proprietary Trading group at Credit Suisse, where I work on refining our proprietary trading models and algorithms.

I have a long-standing interest in training and education. At CastleNet I taught a 'Finance 101' course for non-financial developers. At Goldman, I organized and ran a 'How things work' seminar where people from different technology areas presented their work. At Barclays Capital I ran a series of 'Business Knowledge' lectures for my colleagues in technology, covering various financial industry and market issues at an intermediate to advanced level. These efforts ultimately led to my book "The Complete Guide to Capital Markets for Quantitative Professionals". I wanted to write a book that I wish I could read when I first started out on Wall Street. It took me two years to get there but now this book is a reality. I hope it will make life easier for those who are following or will follow the path from science to finance. My latest effort in the financial training area is a course "Introduction to the Financial Industry" that I taught in the fall of 2006 for financial engineering students at Columbia. I have great fun doing these things and consider them an important part of my professional life.