Moscow, Russia Open to advisory roles

Sergei Solovev

TradFi → AI → DeFi

Practitioner with 20+ years in financial markets. Operating at the rare intersection of classical finance, AI/ML/DL, and decentralized finance (DeFi).

$4B+Portfolio managed
20+Years in finance
LiveOn-chain agents
Sergei Solovev Advisor to the President · Mosoblbank (PSB Group)
Latest

News & Appearances

Jun 30, 2026 · Informatics. Economics. Management

Peer-reviewed article on Bitcoin in decentralized finance — Informatics. Economics. Management

A classification of Bitcoin integration methods in decentralized financial infrastructure. Published in Russian, vol. 5 no. 2 (2026), pp. 3026-3037, CC BY 4.0, under the HSE University Faculty of Computer Science affiliation printed on the article.

Details →
Jun 19, 2026 · ACI Russia

Panelist — Pro Markets (ACI Russia): Bank of Russia key rate

Live panel on the Bank of Russia key-rate decision. Panelists: Igor Safonov, Daria Tarasenko, Sergei Solovev, Dmitry Polevoy. Moderator: Pavel Pikulev.

Jun 19, 2026 · Google and Kaggle

Completed the 5-Day AI Agents Intensive — Google and Kaggle

Capstone shipped: the DeFi Lending Allocator Agent, non-custodial gas-aware USDC routing across six Ethereum lending venues, deployed on Google Cloud Run. Reproducible replay reports 5.36% net APY against 4.85% for the best-in-hindsight passive hold, over 313 allocation switches with gas costs accounted for. The ML tier lost out-of-sample and is published as a negative result.

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Jun 9, 2026 · University of Nicosia

Admitted to the MSc in Blockchain and Digital Currency — Ripple Scholarship

Admitted to the University of Nicosia's MSc in Blockchain and Digital Currency with a Ripple Scholarship.

Dec 2, 2025 · ACI Russia

Moderated the AI for Trading panel — ACI Russia eFX & Digital Summit

Moderated the Artificial Intelligence for Trading panel at the ACI Russia eFX & Digital Summit in Moscow, with Ekaterina Lozgacheva (Bank of Russia, Strategic Development of the Financial Market), Alexey Savin (VTB, electronic trading), Alexey Unzhin (Alfa-Bank, algorithmic trading), Sergey Markov (Sberbank, AI technology development) and Dmitry Lesnov (Finam, management board). The discussion started from the Bank of Russia consultation papers on AI in financial markets.

Sergei Solovev and Ekaterina Lozgacheva seated on stage, both holding microphones, mid-discussion.
In discussion with Ekaterina Lozgacheva, Bank of Russia — Strategic Development of the Financial Market.
Wide view of a full conference hall, the six-person panel on stage in front of a screen showing Bank of Russia reports on artificial intelligence.
The panel opened against the Bank of Russia consultation papers on AI in financial markets.
Sergei Solovev standing with a microphone and a presenter clicker, wearing an eFX and Digital Summit 2025 badge.
Moderating the session, ACI Russia eFX & Digital Summit, Moscow.
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The Journey

Three Domains, One Vision

2006 — Present

TradFi

Portfolio management >$4B, multi-asset trading, risk models (VaR, GARCH), treasury operations. Bloomberg BQNT quantitative tools.

2024 — Research

AI / ML

MSc programmes in AI and Financial Engineering. Time-series forecasting, smart-contract vulnerability detection from EVM bytecode, honest evaluation of ML in high-stakes settings.

Frontier

DeFi

Full DeFi lifecycle: mining → wrapping → liquidity (Uniswap, Aave, Curve). Smart-contract architecture, tokenomics, Solidity. ML-based security.

Career

Professional Experience

Feb 2026 — Present

Advisor to the President

Mosoblbank (PSB Group)

Leading AI transformation: roadmap, use-case prioritization, pilot launches. Supervising Treasury and Financial Markets Operations, including cross-border payments and settlements.

AI StrategyTreasuryCross-Border Payments
Mar 2022 — Feb 2026

Director, Financial Markets Operations

SMP Bank / Mosoblbank (PSB Group)

Ran four desks — money markets (repo, interbank, deposits), securities, FX (spot, swaps, forwards, futures) and brokerage. Securities portfolio >$4B, daily money-market operations up to RUB 100B. Member of the bank's collegiate bodies, reporting directly to the President.

$4B PortfolioDesk LeadershipMoney Markets
May 2012 — Mar 2022

Chief Trader

SMP Bank / Mosoblbank (PSB Group)

Multi-asset trading and portfolio management: bonds, Eurobonds, FX, derivatives. Rebuilt execution and settlement infrastructure from scratch after counterparty and vendor access was lost. Built quantitative screeners in Bloomberg BQNT: Eurobonds (1000+ issuers) and US equities with DCF models (2000+ companies).

Multi-assetDerivativesBloomberg BQNT
Aug 2009 — May 2012

Head of Market Risk

Globex Bank (VEB Group)

Led risk team. VaR models (SMA, EWMA, GARCH, historical simulation), stress testing, limit framework. CBR regulatory interaction.

VaR ModelsRisk ManagementGARCH
2006 — 2009

Earlier Roles

IFD Kapital (Lukoil Group) · South Telecom (Rostelecom)

OTC derivatives risk, collateral management, Basel II. Investor relations and rating agency communications.

OTC DerivativesBasel IIInvestor Relations
Shipped

What I Advise On — and What's Running

REVERT

Bytecode-only risk triage for the ~95% of Ethereum mainnet that ships unverified — which contracts to review first, not a bug verdict.

Live · revert.pro
Open →

AI Yield Vault (ERC-4626)

Tokenized vault rebalanced by an off-chain agent: Aave V3 and Compound V3 adapters, decisions signed with EIP-712, 67 tests and 76,800 invariant calls with no violations.

Sepolia testnet · open source
Open →

DeFi allocator

Non-custodial, gas-aware USDC routing across six Ethereum lending venues. Custody never leaves the depositor; the replay and the losing ML tier are both published.

Live agent · open source
Open →
Academic

Research Interests

01

Risk and Compliance for On-Chain Capital

Counterparty risk and trust models in digital-asset infrastructure: where custody actually sits, how many participants must stay honest, and what that means for allocation. FATF/Travel Rule and KYT applied to real flows.

02

ML for Security of Digital Financial Systems

Vulnerability detection in smart contracts from EVM bytecode with noisy labels. Bridging TradFi risk management with DeFi security.

03

AI × DeFi: Intelligent Decentralized Systems

On-chain anomaly detection, protocol risk scoring, AMM optimization, intelligent liquidity management. DeFi as testbed for autonomous ML agents.

Publications

Publications & Awards

A Classification of Bitcoin Integration Methods in Decentralized Financial Infrastructure
Peer-reviewedSolovev, S. (Jun 2026) · Informatics. Economics. Management, 5(2), 3026–3037 · in Russian
When Retrieval Hurts: An Honest Evaluation of RAG for Solidity Vulnerability Detection
Solovev, S. (Apr 2026) · Preprint, figshare
AI-Managed ERC-4626 Yield Vault with Multi-Criteria Decision Making: Design, Implementation, and Formal Verification
Solovev, S. (Apr 2026) · Preprint, figshare
When Less Is More: Domain-Aware Dual-Branch Recurrent Networks for Limit Order Book Mid-Price Prediction
Solovev, S. (Mar 2026) · Preprint, figshare
Machine Learning–Based Vulnerability Detection in Ethereum Smart Contracts via EVM Bytecode Feature Engineering
Solovev, S. (Feb 2026) · Preprint, figshare
Prize-winner — Sales Rhythms Hackathon (VK AllCups / VK Education)
AwardFeb 2026 · Sales forecasting & dynamic pricing
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Education

Academic Foundation

MSc in Artificial Intelligence

HSE University, Faculty of Computer Science — Moscow

Thesis: Multi-Agent AI for Smart-Contract Security

MSc in Blockchain and Digital Currency

University of Nicosia — Cyprus

Ripple Scholarship

Masters in Finance (MiF)

New Economic School — Moscow

Merit-based tuition grant

MSc in Financial Engineering

WorldQuant University

Certificate in Foundations of Financial Engineering, 2026

Technical

Skills & Tools

Programming

PythonJupyterC++GitSQLBloomberg BQNT

ML / Data Science

Feature EngineeringLightGBM / XGBoostTime-SeriesClassificationValidation

Compliance & Risk

FATF / Travel RuleKYC / KYTVASP operationsCounterparty riskTrust models

Finance

OTC ExecutionTreasury OperationsBloomberg TerminalVaR ModelsStress TestingDerivatives PricingCredit Analysis

DeFi & Blockchain

UniswapAaveCurveSolidityEVM BytecodeTokenomics

Languages

English — FluentRussian — NativeGerman — Basic
Community

Service & Affiliations

Associated Board Member, ACI Russia

The Financial Markets Association of Russia — currency and money-market professionals.

Speaker and Panel Moderator

Solo talk on multi-level smart-contract defence, Cybersecurity track, Nauchny Telegraf (2026). Panelist on the Bank of Russia key rate, ACI Russia Pro Markets (2026). Moderator of the AI for Trading panel, ACI Russia eFX & Digital Summit (2025).

Securities-Market Qualifications

Russian regulator-issued professional qualifications: FSFR series 1.0 and 5.0 (2007–2011) and National Qualification Assessment certificates in broker-dealer activity and securities portfolio management (2022).

Get in touch

Risk, Execution, Security and Compliance for On-Chain Capital

Open to advisory roles with protocols, funds, trading desks and treasuries — and to research collaboration. Twenty years of institutional execution and treasury on one side, someone who reads the bytecode on the other. Currently supervising Treasury and Financial Markets Operations at a banking group.