SUMMARY:

• Senior position in development of innovative software requiring analytical skills.
• Strong experience with C, C++, and Java. Scripting languages (Perl, Tcl, UNIX shell).
• Extensive experience in working in large system environment, and in implementation and maintenance of large - scale software in UNIX and NT environment.
• UNIX: systems programming (processes, low-level I/O, signals, inter process communication, networking), development tools: compilers (cc, c++, gcc, g++), debuggers (gdb, dbx, xdb,), make, version control (CVS, SCCS, RCS), Rational Purify.
• Multithreading techniques.
• Knowledge of algorithms, data structures and design patterns.
• General purpose numerical and computational techniques: linear systems, eigensystems, linear programming, stochastic methods, spectral methods, and optimization techniques.
• Broad experience in building models for complex phenomena
• Solid general mathematical background
• Experience in the following fields:
• Linear algebra, group theory, probability theory, ordinary and partial differential equations, integral transforms, integral equations, spectral methods, and data filtering.
• Statistical methods, chaotic dynamical systems, stochastic processes, Confidential simulations.
• Thorough knowledge of LIBOR market and interest rate derivatives.

SKILL:

• Excellent programming skills in C, C++ and Java
• Python, UNIX shell, (sh, chs, bash), SQ
• UNIX (BSD, SVR4, Linux), Windows.
• Strong background in mathematics.
• Strong analytical skills.
• Thorough knowledge of fixed income mathematics, Libor market, interest rate derivatives and credit derivatives.

EMPLOYMENT:

Senior Developer

Confidential, New York, NY

Responsibilities:

• Senior development position in Confidential Group.
• Development and support of large in-house Confidential server.
• Adopted new non-agency prepayment model.
• Developed Risk Reporting application for Front Office and Risk use.
• All work done in C++ on RHEL 5

Senior Developer

Confidential, New York, NY

Responsibilities:

• Senior development position in Confidential Group.
• Working on large-scale migration project.
• I was involved in all aspects of the project including scope validation, documentation, implementation, and testing.
• All work done in C++ on Windows platform.

Senior Developer

Confidential, New York, NY

Responsibilities:

• Senior development position in Market Risk Technology (Equities).
• Designed and developed real time risk data reporting framework.
• All projects were driven by regulatory reporting requirements.
• Building reporting framework for CCAR purposes.
• Collected and negotiated requirements and formulated specifications for incoming and outgoing data.
• Implemented importer and exporter jobs to above specifications.
• All work done in Python using Confidential framework.

Senior Developer

Confidential, New York, NY

Responsibilities:

• Senior development position in Compliance Technology Group.
• Maintenance and development of Automated Compliance Engine.
• Designed and implemented engine modules for new client requirements.
• All work done on Solaris, C++.

Senior Developer

Confidential, New York, NY

Responsibilities:

• Senior development position in Confidential .
• Main architect role for ground up C++ implementation of a new interest rate model and Confidential simulation framework.
• Responsible for the whole development process: specifications, implementation and testing.
• Working closely with quantitative analysts to gather requirements and formulate specifications.
• All work done on Linux platform in C++.

Vice President

Confidential, New York, NY

Responsibilities:

• Senior development position in Confidential Group.
• Involved in major project of porting all Confidential tools to Confidential framework.
• Adapting pricing engine code to new Python based proprietary application framework ( Confidential ). This involved extensive API changes as well as code refactoring to reuse company-wide analytics tools.
• Platforms: C++ and Python on Red Hat Linux and Windows.

Senior Developer

Confidential, New York, NY

Responsibilities:

• Senior development position in Confidential Development Group.
• Support and development of Confidential Calculator engine used by front desk as well as external clients.
• Platforms: C++ Red Hat Linux and Windows.
• Bigger projects:
• Porting entire pricing engine code to 64-bit Linux - project lead.
• Redesign and redevelopment of big part of prepayment modeling code.

Senior Software Engineer

Confidential, New York, NY

Responsibilities:

• Senior development position in Fixed Income Pricing group.
• Designing and implementing Bloomberg Terminal functionality supporting fixed income products.
• Supporting and developing code for all bond calculations.
• Languages used: C++/C, Fortran. All development done on UNIX platforms - Solaris and AIX.
• Bigger projects:
• C++ design and implementation of security monitoring Bloomberg Terminal function for one of major clients.
• Implementation of calculation code for new type of bonds - C/Fortran
• Design and implementation of security finder Bloomberg Terminal function.

Vice President

Confidential, New York, NY

Responsibilities:

• Developing credit derivatives related code for Imagine Trading System - C++/UNIX environment.
• Providing active support for front desk.
• Bigger projects:
• C++ implementation of HVAR calculations for CDO tranches.
• Implemented, within Imagine framework, code for new type of security. C++ code involving presentation, database and pricing piece.
• Designed and implemented C++ code for processing reinvestment spread data.
• Porting Imagine C++ code to GNU gcc compiler.

Assistant Vice President

Confidential, New York, NY

Responsibilities:

• Senior developer for Fixed Income - LIBOR market related functionality.
• Responsible for development and maintenance of in-house C++ application supporting all aspects of bank operation: back, middle, and front office. Solaris platform.
• Maintenance and development of R&D software for valuation of exotic products C++/C and Java code on Linux platform.
• Project planning, writing technical specifications and project proposals.
• Completed several projects, bigger of which include (all C++ on Solaris):
• Reengineering of main application to replace obsolete libraries. This included reimplementation of GUI.
• Designed and implemented new inter-process communication library.
• Designed and implemented code to support several new instruments.
• Researched several reengineering and documentation tools and selected and proposed one of them.
• Provide support for Rational Purify in main application code.
• Partially automated Back Office workflow for incoming/outgoing deals.
• Redesigned and re-implemented documentation generation engine for Back Office.

Senior Software Engineer

Confidential, Brighton, MA

Responsibilities:

• Responsible for development of web based database-backed application. Implementation done using JSP technology.
• Developing both web pages and back-end software implementing business logic and data processing - Java servlet technology on Linux.
• Actively participating in all phases of product lifecycle: specs, design and implementation.