I received my Ph.D. at the Sobolev Institute of Mathematics (Russia) in 1999. Since then I have worked as a Research Staff Member at the Department of Business Analytics and Mathematical Sciences in the IBM T.J. Watson Research Center and as a Professor of Computer Science in the University of Warwick, UK. I joined Yahoo! Labs in February 2014 to design, implement and analyze optimization algorithms. Now I manage the Scalable Algorithms and Machine Learning group in NYC. We focus on solving Machine Learning, Mathematical Optimization and Computational Advertising problems on Web-scale data using latest techniques and algorithms from these fields. We also invent our own algorithms when state of the art does not match our project requirements. More specifically, we work on applying ML(AI) techniques in Anti-Spam/Anti-Phish algorithmics, mobile notifications personalization/throttling, Computational Advertising (new optimization and pricing algorithms for ad auctions, new targeting algorithms and segment expansion, click and conversion probability prediction for Search, Native and Display ads).