Kirill Lalayants
Data Scientist · ML & Finance
I’m a Data Scientist at Sberbank CIB, applying ML to trading and pricing, with a strong interest in finance and economics. At Yandex Lavka, I optimized discounts (+5% Front Margin) and automated experiment setup. Previously, I conducted research at ITMO and led an R&D team.
Experience
Sberbank CIB
May 2026 — presentData Scientist
- Develop and implement RL agents for pricing and trading desk optimization.
Yandex Lavka
Jan 2026 — May 2026Data Analyst
- Optimized discount levels using price elasticity estimates, increasing Front Margin by 5%, as confirmed by a large-scale A/B test.
- Automated experiment setup and approval, reducing preparation time from several hours to a few minutes.
- Built infrastructure for collecting and analyzing experiment results, along with dashboards for price elasticity analysis.
- Automated product selection for experiments based on sales volume and popularity.
ITMO University
Jul 2022 — Jun 2025Research Engineer
- Built a SLAM system from scratch for GPS-denied indoor UAV flights: adapted the algorithm and achieved 25 FPS on Jetson Xavier in real-world flights.
- Implemented RL for a manipulator in simulation, achieving a 95% grasp success rate and reducing collisions.
- Developed tools to calibrate tool and camera poses on a real manipulator, with errors below 1 mm.
- Developed socket segmentation from RGB-D point clouds, plane estimation and distance calculations in the robot coordinate frame; the system was used for automated connector insertion on a real manipulator.
BRIZ Project
Dec 2023 — Jul 2024Team Lead
- Led the development of an autonomous docking system for two UAVs: achieved a docking success rate above 90% on real hardware and delivered a working prototype to the client.
- Assembled the team, set the roadmap, approved technical approaches, ran tests and worked with company leadership.
Skills
- ML & Deep Learning
- PyTorch, neural networks (MLP), generative models (VAE/CVAE), RL, gradient boosting (CatBoost), scikit-learn, Optuna, hyperparameter tuning and model validation
- Econometrics & experiments
- A/B testing, DiD, uplift modeling, price elasticity estimation, time series econometrics, panel data
- Quantitative finance
- Portfolio optimization, asset pricing, CAPM and factor models, risk modeling, VaR/CVaR, duration and fixed income analysis
- Data & analytics
- Python, SQL, Pandas, NumPy, SciPy, Jupyter, Spark, Hadoop, Presto
- Engineering tools
- Git, Docker, configuration and experiment automation, event logging and metric pipelines, analytical dashboards
- Robotics
- Computer vision, image and point-cloud segmentation, RGB-D, 6D pose estimation, SLAM, ROS2, tool and camera calibration, MuJoCo, Gazebo, PyBullet, NVIDIA Jetson Xavier
- Project leadership
- Team formation, roadmapping, technical decision review, test coordination, client communication
Education
New Economic School
2025 — 2027Master’s program · AI & FinTech
Skoltech
2025 — 2027Master’s program · Data Science
ITMO University
2021 — 2025B.Sc. · Robotics & Artificial Intelligence
Patent & software registration
Method for obtaining a signal with parameter estimates of a permanent-magnet synchronous motor
Co-inventor. Patent holder: Diakont JSC.
Quadcopter flight controller based on the mavros software package
Co-author. Rights holder: ITMO University.
Contributions & achievements
- Ultralytics contributorFixed a bug that occurred when moving models to a TPU.
- StarLine Hackathon winner“Autonomous Future”, 2023.
- English · AdvancedTOEFL iBT · 106/120.