Open to opportunities

Nikita Demidov

@nikitademidov

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I build ML risk models, portfolio analytics, and AI agents for finance.

Russian Federation

Message

What I'm looking for

I'm seeking remote international roles across investing and finance where I can build quantitative research, risk models, portfolio analytics, and production ML or AI-agent systems.

I've built risk models, portfolio analytics, and production ML systems across Morgan Stanley, Liberty Mutual, and RBM Outdoors. My work sits at the intersection of finance, data, machine learning, and AI agents.

At Morgan Stanley, I supported analytics and monitoring for 500+ fixed-income portfolios representing approximately $6B in AUM. I improved securities recommendation and portfolio-construction logic, built real-time Python/SQL dashboards, and replaced manual analysis to save an estimated 8–10 hours per week.

At Liberty Mutual, I helped develop Longformer models that extract credit- and default-risk signals from SEC 10-K filings; analysts and underwriters found roughly 90% of surfaced passages meaningful. I also helped productionize models with Databricks, MLflow, Airflow, testing, and a reusable library adopted by four teams.

More recently, I've built LLM-driven trading, investment-research, retrieval, code-review, knowledge-base, CRM, and business-automation systems. I work primarily in Python and SQL, combining quantitative research with practical systems that support investment, risk, and operating decisions.

Experience

Work history, roles, and key accomplishments

Current

AI & Data Specialist

Current

RBM Outdoors LLC

Jan 2026 - Present (7 months)

Built a system to estimate and recommend optimal purchase quantities, and developed a multi-agent AI system for real-time information gathering and task tracking. Created an internal knowledge base using RAG and a CRM system on top of collected data.

Python OpenClaw Claude OpenViking RAG Google Analytics Shopify SQL Telegram MCP GitHub

Data Scientist

Liberty Mutual Insurance

Jul 2023 - Dec 2023 (5 months)

Contributed to a Longformer model extracting credit- and default-risk signals from SEC 10-K filings, with about 90% of surfaced passages deemed meaningful by risk analysts. Designed a model-evaluation framework and helped productionize models via Databricks, MLflow, and Airflow, while building a reusable library and Streamlit visualization.

Python PyTorch Hugging Face Transformers Longformer FinBERT BERT Databricks MLFlow Airflow Streamlit SQL Pytest Git Model Evaluation Production ML CI CD

Quantitative Analyst

Morgan Stanley

Jul 2022 - Dec 2022 (5 months)

Supported monitoring and analytics for 500+ fixed-income portfolios (~$6B AUM) as part of the investment team. Maintained and extended Python/SQL logic of a securities-recommendation system, built dashboards, and refined portfolio-construction logic.

Python SQL Server Tableau Plotly Dash Bloomberg Terminal BlackRock Aladdin Fixed Income Analytics Portfolio Management Data Visualization SQL

Education

Degrees, certifications, and relevant coursework

Northeastern University

Master of Science, Data Science and Finance

2024 - 2026

Pursuing a Master of Science in Data Science and Finance as part of a combined major program.

Northeastern University

Bachelor of Science, Data Science and Finance

2020 - 2024

Grade: 3.6/4.0

Pursued a combined major in Data Science and Finance, graduating cum laude with a GPA of 3.6/4.0. Coursework included statistics, econometrics, time series analysis, algorithmic trading, investments, corporate finance, and linear algebra & optimization.