He supervised and participated in a dozen of financial R&D projects as quantitative modeling team-lead/system architect and later - as a head of R&D department at Allied Testing Ltd. He is a co-author and maintainer of Ellipsoidal Toolbox (ET) for Matlab - a popular Ellipsoidal Calculus modeling framework designed at Moscow State University, System Analysis Department of Applied Mathematics and Computer Science Faculty where he served as a research associate.