My name is Konstantins Starovoitovs. I am a PhD student and research assistant at the Humboldt University in Berlin working in stochastic analysis. Prior to that, I held a position as a quant at a major investment bank and worked as a full-stack developer in both full-time and contract roles at startups. Recently, I have successfully participated in various coding and machine learning projects, some of which you can survey here. My interests include quantitative finance, market microstructure and machine learning.

Academic experience

  • 2020 – 2024: PhD in Mathematics (HU Berlin)
  • 2018 – 2020: Mathematics M.Sc. (TU Berlin)
  • 2012 – 2016: Mathematics B.Sc. (U Bonn)

Work experience

  • 2020 – 2024: Research Assistant @ Humboldt University (Berlin)
  • 2019 – 2020: Pricing Model Validation @ Deutsche Bank (Berlin)
  • 2018 – 2018: Software Engineer @ chessable (UK)
  • 2017 – 2018: Software Engineer @ affilicon (Cologne)
  • 2014 – 2016: Software Engineer @ ProPerforma (Cologne)
  • 2013 – 2014: Software Engineer @ wellbo GmbH (Cologne)

Research

  • U. Horst, D. Kreher, and K. Starovoitovs. “Second-order approximation of limit order books in a single-scale regime,” 2023. URL: https://arxiv.org/abs/2308.00805.
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