SUMMARY:

• Significant corporate experience in C++ software architecture / design / development of low latency distributed multi - threaded real time systems for network, manufacturing and trading applications.
• Using C since 1989, using C++ since 1998 (first C++98 Standard), including extensive use of the STL (Standard Template Library), and some facilities of the Boost library, on UNIX/Linux and Windows platforms. Well familiar with a number of new features of the C++11 standard, such as additional STL containers, lambda functions, multi-threaded facilities etc.
• Considerable level of expertise in the areas of the object-oriented design and architecture, multi-threading, distributed systems, Inter-process Communications, control, real-time data processing, system performance benchmarking. Strong background in a number of areas of applied mathematics and computer science: probability and statistics, stochastic processes, numerical optimization, scientific computing, data modeling, data structures, and algorithms. Solid understanding of the derivatives valuation theory and the mathematical foundations.

PROFESSIONAL EXPERIENCE

Confidential, New York

Senior Consultant

• Development and implementation of algorithmic improvements w.r.t. predictive capabilities of the dynamic portfolio asset allocation model in C++ for the proprietary risk management system in close collaboration with quantitative analysts. Renovation of the multi-threaded Monte Carlo simulation engine (deployed for the investment portfolio’s VaR estimation, as well as derivative pricing modeling) geared towards increasing efficiency and accuracy of the engine.

Confidential, New York

Senior Consultant

• Main project: The renovation of the Confidential low latency FIX protocol based Institutional Trading Order Management System for Listed Securities, by splitting it into institutional and retail order flow. Specifically, my responsibilities included development of a number of feature enhancements as well as individual sub-projects of the main back end OMS components (traders) for both institutional and retail order flows; analysis of the OMS behavior under various scenarios. As an example: a separate process monitoring and triggering the stop order book was split off from the trader to increase the trader efficiency and throughput.

Confidential, New York

Senior Technical Lead

• Development of the real time low latency multi-threaded robotic control and data acquisition distributed systems in the standard compliant C++ language on Linux machines.
• Platform: Linux. Languages: C++ (including heavy STL usage), Perl (used Perl for the file manipulation mostly, and as a more advanced alternative to shell scripting). Providing technical leadership to the group of programmers during the entire period of design, development, and testing of the modular object oriented C++ based advanced robotic management, control and data acquisition system for the assembly lines of articulated robots (also termed anthropomorphic industrial robotic manipulators) on the object oriented design and robotic control algorithms. Programmable hardware: ABB IRC5 Robot Controllers. System management, control and development platforms: Linux machines.
• C++ class system architecture design and implementation on the management and control side (Linux) with extensive use of the C++ Standard Template Library (STL). The system management, control and data acquisition was implemented transparently via the communication layer - TCP/IP socket messaging between the management & control system and an arbitrary number of ABB IRC5 robot controllers. The objective was to develop and implement a flexible object architecture encapsulating assembly line objects and interacting individual robot objects within the assembly line object under the supervision of the managing object.
• Development of the multithreaded system management and control engines based on ZThreads (ZThreads is a cross platform C++ thread library wrapper which provides a clean and simple interface to both POSIX threads and Windows API threads). Multithreading was necessary part of the system as means of achieving low latency, flexibility and responsiveness of the robotic assembly lines. As an example, in the typical multithreaded architecture, there was a one-to-one correspondence between a management tread (i.e. POSIX thread on the manager - Linux machine in this case) and an individual robotic manipulator within the assembly line.

Confidential, New York

Senior Software Engineer

• Enhancement and maintenance of the Bloomberg API real time market data distribution system, written in C language, on UNIX and Windows platforms. The system is a TCP/IP socket-based intelligent router running on all Bloomberg network UNIX/Linux machines as well as on Bloomberg client PC’s, routing real time and historical/static market data to Bloomberg clients according to Bloomberg API client’s requests. Main projects:
• Introduction of Secure Socket Layer (SSL) into the Bloomberg router, in order to provide secure communication link between Bloomberg clients and Bloomberg area machines, for static and historical market data.
• Development of diagnostic tools and methods to monitor client’s requests and market data responses propagation through the Bloomberg API network in real time for reliable fault isolation.
• Initial phases of the effort to reengineer the Bloomberg API real time market data distribution system in C++.
• Participated in several workshops dedicated to an extensive introduction to the Fixed Income Products, such as corporate and government bonds and their derivatives - bond futures as well as interest rate futures and interest rate swaps.

Confidential, Naperville, IL

Senior Consultant

• Evaluated customers requirements and architected Internet-based automated subscriber provisioning system designed to provision large number of subscribers for Motorola wireless Internet platforms. Produced design documentation. Developed a multithreaded COM component deployed on the server side and interfaced to a number of remote subscriber databases (Oracle 8) via Oracle 8 Client, and connected to Internet clients via server socket listener. Developed server socket listener and provisioning protocol. Functionality of the system included administrator authentication, subscriber information packet extraction, subscriber information input into the database, data retrieval, verification and modification. Technologies involved: C++, Standard Template Library (STL), ATL COM. Windows platforms.

Confidential, Deerfield, IL

Consultant

• Architecture and prototyping of automated ADSL (Asymmetric Digital Subscriber Line) testing system designed for DSL pre-qualification, monitoring and fault isolation, on Windows platforms. Developed data processing components implemented in C++ with extensive use of STL, and interfaced to the Subscriber Line Real Time data acquisition system. The purpose of the system was to provide large network operators with tools to efficiently and economically pre-qualify subscriber lines for mass market ADSL deployment in terms of bit rates that a given line can support and other line-specific testing data.

Confidential, Aurora, IL

Software Lead

• Embedded software development in C++/C language directed towards development of Westell ADSL modems. Target processors: Power PC that served as a master controller of the ADSL transceiver in the master-slave architecture. The controller was responsible for transceiver initialization, ADSL link establishment and monitoring, user command interface, ADSL transceiver interface, Embedded Operations Channel protocol processing etc. The ADSL transceiver chip set was supplied by a number of semiconductor manufacturers and interfaced to the master-controller in the Westell hardware architecture.
• Development of new object oriented C++ based master-controller software architecture as part of the effort to improve scalability and maintainability of the master-controller software.