Maxim Aleksandrov

Maxim Aleksandrov is a Quantitative Researcher at Aquatic Capital Management, where he is responsible for developing and refining systematic investment strategies using advanced quantitative methods. Based in New York, he applies deep expertise in quantitative analysis to drive research efforts focused on algorithmic trading within global financial markets. Aquatic Capital Management specializes in systematic, data-driven investment approaches across liquid asset classes, with particular emphasis on equities, futures, and other derivatives.

Prior to joining Aquatic Capital Management, Maxim was a Quantitative Researcher at Bloomberg LP, where he contributed to the development of analytics and systematic solutions for investment professionals. Earlier in his career, he trained as a Quantitative Research Intern at Schonfeld, gaining early exposure to high-performance trading strategies and statistical modeling in hedge fund environments.

Maxim holds a Master of Science in Financial Engineering from Baruch College, as well as bachelor’s degrees in Economics & Finance from the University of London and Economics from the Higher School of Economics. With a technical foundation strengthened by studies at Independent University of Moscow, he brings a robust analytical perspective and a record of contributions to quantitative research and systematic investing in institutional finance.