Леонид Кононенко

I'm an Applied Mathematics student on the Data Analysis track at RTU MIREA, focused on economics, econometrics, and practical analytical work.

At BFT LLC, I studied statistical-arbitrage relationships across 18 FX and adjacent-market instruments. I built a SQLite database, prepared 3,407 daily observations, and tested 153 instrument pairs using Dickey–Fuller and Engle–Granger methods.

I found that strong linear relationships did not reliably indicate stable cointegration: 30 pairs were cointegrated at the 5% level, while rolling-window stability held in only 3–21% of cases. I also built multivariate regression models and documented the work in a detailed report with figures, tables, formulas, and code.

Previously at IT Class LLC, I traced regulatory chains, reconstructed links between requirements and source documents, and prepared LaTeX documentation using Python and Jira. I've also built a business financial model with 1- and 10-year forecasts, risk assessment, and an investment memorandum.