Mihail Turlakov

Quant Trader at Independent

Speaker

Mihail Turlakov has been working in different roles in the quantitative finance. Starting from FX quant role in 2006 in RBS, Mihail continued as a structurer in Deutsche Bank in 2008. During the years of 2012-2022, Mihail launched and managed CVA trading desk at Sberbank. In the period of 2022-2026 Mihail built systematic and ML-based trading strategies independently. From 2026 he works as a senior risk manager at EM hedge fund in London.

Mihail earned his PhD in Theoretical Physics from the University of Illinois at Urbana-Champaign in 2000. In the physics area, Mihail published on the topics of high-temperature superconductivity and low-temperature amorphous solids. In the finance area, Mihail published the papers about wrong-way risk in CVA and FVA and Kelly criterion under the tail risk.