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Kiril Sakaliyski

Quantitative Researcher at DRW Trading Group | Aerospace-turned-quant (MIT Aero/Astro, UChicago Financial Mathematics) | IMO 1998 silver medalist (Bulgaria)
DRW · Greater Chicago Area · operator
Quantitative Researcher At DRW Trading Group For ~20 Years (from 2006)Silver Medal, IMO 1998, Representing BulgariaM.Sc. Aeronautics And Astronautics, MIT (2003-2005); M.Sc. Financial Mathematics, University Of Chicago (2007-2009)Co-author, AIAA Airframe-noise Paper (2007)

Specialties: Pricing Theory of Financial Derivatives, Fluid Mechanics, Acoustics, Control and Optimization Theory

Details
LocationGreater Chicago Area
Company sitedrw.com
UniversityUniversity of Chicago
Pricing Theory of Financial DerivativesFluid MechanicsAcousticsControl and Optimization Theory
Notes
  • Quant employment verification: CONFIRMED. Identity is triangulated independently of the index: the IMO official record (Kiril Sakaliyski, Bulgaria, silver medal, IMO 1998), the MIT DSpace thesis by 'Kiril Dimitrov Sakaliyski' (Aeroacoustics of Perforated Drag Plates, 2005), and an AIAA 2007 co-authored paper (Sakaliyski, Hileman, Spakovszky) all describe the same aerospace-trained person, matching the LinkedIn handle 'skiko' whose profile carries the alum.mit.edu/www/skiko website; the DRW employment itself rests on a LinkedIn profile (self-reported, plus an aggregator index echoing it), not an independent primary source. Employment evidence: a single continuous full-time role, Quantitative Researcher at DRW Trading Group (2006-present, ~20 years), scope described as risk-management tooling, proprietary pricing-model development and back-testing. Employer classification: DRW Holdings LLC, a Chicago proprietary trading firm founded 1992, is a genuine quantitative finance employer (systematic/proprietary trading). Role type: actual full-time employment, not an internship or student program. No internships or other quant roles were found; the Cambridge-MIT Institute Research Assistant (2003-2005) and Balkan (Bulgaria Air) aircraft/gas-turbine trainee (2001) roles are aerospace, not finance.2026
  • Career is a single-employer arc: joined DRW Trading Group in 2006 straight after an M.Sc. in Financial Mathematics at the University of Chicago (2007-2009), so the degree overlapped his first two-three years at DRW rather than preceding it - a part-time/mid-career quant-finance credential, not a pre-job pipeline.2026
  • Breadth of the DRW role is research-tooling rather than a desk title: the profile lists web/stand-alone risk tools, proprietary pricing models and back-testing, consistent with a quantitative-research function at a proprietary trading firm.2026
  • Pre-finance identity is aerospace research: MIT M.Sc. in Aeronautics and Astronautics (2003-2005) and the 2005 thesis on perforated drag plates for quiet transport aircraft, at a time the Silent Aircraft Initiative was running at MIT/Cambridge.2005
  • IMO 1998: represented Bulgaria and won a silver medal with a 24-point total (rank ~95), per the contestant results page; matches the IMO 1998 Bulgaria team listing.1998
  • Co-authored AIAA paper 'Aero-Acoustics of Perforated Drag Plates for Quiet Transport Aircraft' (2007) with James Hileman and Zoltan Spakovszky, the MIT Gas Turbine Lab group - a small, durable airframe-noise research paper (cited ~25 times).2007
  • B.Sc. in Aeronautical Engineering (1998-2002) follows directly on the Sofia High School of Mathematics (1991-1998), and the IMO 1998 silver falls in his final high-school year - the Olympiad result and the engineering degree share a mathematical foundation but the sources establish no causal link to the later finance career.1998
  • Training role at Balkan (Bulgaria Air) as Aircraft Structure and Gas Turbine Engineer in 2001, i.e. a student-era aerospace placement in Bulgaria before the MIT move.2001
  • DRW's external employer record lists Kiril Sakaliyski under Quantitative Research alongside ~70 other quantitative researchers/interns, corroborating the employer (aggregator-derived, echoes the LinkedIn profile rather than an independent primary document).2026
  • The aerospace research carried into the MIT Turbine Lab lineage: the 2005 thesis acknowledgment chain and a related MIT compressor-stability thesis list Sakaliyski among the collaborators - an academic footprint confined to the 2003-2007 window.2005
  • Public aggregator (RocketReach/ContactOut) lists Kiril Sakaliyski as Quantitative Researcher at DRW in Chicago IL, and surfaces a personal email [contact omitted]; these are directory-aggregated, not verified primary contact data.2026
  • Only one LinkedIn profile matches this identity (linkedin.com/in/skiko), and the public MIT alumni site it advertises (alum.mit.edu/www/skiko) now returns 403 to automated requests, so it could not be read as an independent source.2026

Competition record

Bulgaria · IMO

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