Quantitative and trade system C/C++ Developer Resume

Title
Quantitative and trade system C/C++ Developer

Primary Skills
Quantitative and trade system C/C++ Developer position in the area of finance and trade. ;I'm looking for start up ...

Location
US-FL-Sunny Isles Beach (will consider relocating)

Posted
Feb-09-09

Objective:
Quantitative and trade system C/C++ Developer position
in the area of finance and trade.

Skills:

Langages
C/C++, JAVA, PERL, UNIX shell's,

OS
Linux, Windows

Databases
Oracle, BerkeleyDB, MySQL, PostgreSQL, MS SQL

Areas of knowledge
Quantitative development
Client-server applications development
Real time and history data distribution systems (CTS, UTDF, ...)
Real time trade systems for Algorithmic trading(FIX interface)
Unix programming (System, Network, Interprocess Communications,
Multiprocessing)
Linux and trade system administration

Experience:
Private hedge fund, data distribution system
2008-present time
Real time data and history distribution from exchanges to
strategies
- NYSE, BAT ... - real time data feeds
- Trade history database
- C++, PostgreSQL, MySQL

Private hedge fund, Research and Administration (Contract)
2008
Real time Trade system performance analyze and optimization
via cluster on InfiniBand:
- InfiniBand stack
- Network tools, C/C++.

GRUNWALD FUND, Research, Development and Administration
2006-2008
Real trade system for multi strategy portfolio trading
and trading strategies:
- Data links: IQFeed, eSignal, Essex Radez;
- Trade links: Bear Sterns FIX,
Interactive Brokers TWS/GW/FIX;
- Strategies: ARIMA, GARCH, Pattern based;
- Tools: C/C++, JAVA, Linux, Windows.

Private company, Research & Development (Contract)
2005-2006
Risk management models.
Similar with "Barra Equity Risk Models":
- Mathematical and analytical research;
- C/C++ in Linux environment.

ROYAL BANK OF CANADA, Development (Contract)
2004-2005
RBC BasketTrader. Trading client.
Part of RBC real time trade system:
- QT C++;
- Linux and Windows platforms.

ROYAL BANK OF CANADA, Development (Contract)
2003-2004
Server for access to low structured information.
Part of RBC trade systems:
- Windows DDE, sockets;
- Java, C++, MS VB.

ROYAL BANK OF CANADA, Research & Development (Contract)
2003
Portfolio Optimizer. Part of RBC real time trade system:
- Mathematical and algorithmic research;
- High optimized C/C++ for performance;
- Linux and Windows platforms.

Snipermail Inc, Development Team Leader
2000-2002
Design, development and administration real time (24/7),
multi server and multi client CRM system:
- Oracle, PostgreSQL, C++, Java, Web;
- Application & data base clustering.

SATAUTOPARTS GROUP INC. Team leader & Software developer.
2000
Design and develop new order system via Internet
and integrate to existing modem order system:
- System administration and software development;
- C/C++, perl, shell scripts, WWW;
- Modem pool;


Other Employment History

Software developer
Snipermail Inc
2000

System, network and
database administrator
Hostmonkey.com
1999-2000

Project Manager,
Sr.Developer
iNetLab.com
1995-1999

Sr. Software Developer
Dialog company (financial area)
1993-1995

Sr. Software Developer
SibirBank
1991-1993

Education
MS degree of Computer science
Omsk State Polytechnic University,
Omsk, Russia
1991

References
References are available on request

Certifications
See above


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