Database development and administration, Data Warehousing, Software Development, Data Modeling, Data Mining, Performance Tuning, Release Management, High Availability Systems, Capital Markets, Trading Infrastructure, Retail Banking. Python, SQL, ORACLE, PL/SQL, PostgreSQL, PL/PgSQL, MS SQL Server, Linux, Solaris, AWS, Azure, Quest Toad, Azure Data Studio, VS Code, Embarcadero, ERWin, Veritas Cluster Server, Clear Case, Git, GitHub.
Data Engineering Consultant
- Built up a data warehouse simulators on AWS, PostgresQL and Azure, MS SQL Server to provide a development team with a realistic database platform, free from personally identifiable customers data. Wrote SQL, Python code and stored procedures to generate the artificial data.
- Enhanced and tested a propriety ORM Python library, integrated it into an analytical framework.
Director of Database Engineering
- Wrote Python and the bulk of PL/SQL database code for the core hedge fund functions - Trade Capture, Position Management, Securities Master, Market Data storage, Risk Management and P&L reporting. Implemented interfaces for interaction with prime brokers and fund administrators.
- Built up research Data Warehouses based on CapitalIQ, Bloomberg, BARRA and Intex data feeds. Wrote data feeders and ETL procedures in Python and PL/SQL. Wrote SQL and Python code for arbitrage opportunities data mining, event driven triggers discovery, signal generation for a number of other low frequency equity strategies. Interfaced with quants and traders. Supported development of the back test infrastructure.
- Integrated a number of new trading desks into the Common Infrastructure with the desks’ specific schemas and APIs. It was done for Asset Backed Securities, Convertible Bonds, Statistical Arbitrage and, Algorithmic Equities Trading, in particular for Statistical Arbitrage.
- Established Development and QA database environments based on production clones. Managed database release/upgrade cycle. Tuned application SQL and Cost Based Optimizer. Assisted C++ and Python developers in writing SQL and PL/SQL code. Designed and implemented access control polices based on views, roles and profiles.
- Led transition of the Hedge Fund to relational databases - Oracle and PostgreSQL away from ObjectStore and proprietary storage. Over the years built up an array of linked multi-terabyte databases, which is capable of running with minimal supervision. Established all sides of database operations.
- Set up 24x7 capable multi-site database environment (Oracle 9i through 12c, RMAN, Data Guard, Solaris, Linux, EMC, Veritas Cluster Server). Established monitoring, backup, recovery routines. Upgraded and patched Oracle software. Managed a team of database administrators and developers. Managed consulting engagements. Evaluated vendors and off-the-shelf products.
- Designed and implemented Oracle back end for the startup's flagship product - crowd sourced search engine for HR.
- The application was based on the idea of sharing incentives across informal social networks.
- It was eventually acquired by PeopleSoft.
- Wrote the database API and batch processing part of the application based on C++, PL/SQL stored procedures and Oracle internal scheduled jobs.
- Wrote analytical tools for user behavior research. Built up a production simulator for scalability testing.
- Managed technical side of a consulting engagement with Confidential - a major pharmaceutical company.
- Integrated a number of new data sources into Confidential ’s sales data warehouse.
- Setup the data cleansing and ETL jobs based on Oracle Transparent Gateways, PL/SQL and Oracle SQL loader.
- Wrote data quality monitoring tools for the project acceptance tests.
- Set up database infrastructure and established administration routines for a number of customers ranging from banks and pharmaceutical companies to internet startups.
- Designed and developed database platform (storage and C++ API) for the company's proprietary speaker recognition engine.
- Created data store and environment for testing and calibration of the engine.
- Supported large scale implementations of the engine for government and telco customers.