Software Developer

07.2019 - 10.2020

Laplace Research Capital, Singapore

I was working on a core platform and components of in-house crypto trading system: market data capture layer, feed handlers, order book builders, order execution simulator (part of regression tests and back-tester), order gateways, order manager - essentially all pieces of trading system except indicators and a strategy. We trade on Asian crypto exchanges: Bitflyer, Okex, Huobi, Liquid, GMO...

VP/IT Architect

06.2016 - 06.2019

Credit Suisse, Singapore

I designed and developed direct market connectivity layer which provides order execution with APAC stock exchanges (Korea, HK, SG...)

Associate Director/IT Architect

05.2014 - 05.2016

Credit Agricole CIB, Singapore

I took charge of newly created RUL team in risk and regulatory reporting department (RFI) at CACIB. As a manager, I supervised 4 sub-teams:

• POLE - banking and trading book risk calculation (VaR, ES);
• CADRE - VaR and PnL consolidation and back-testing;
• MARS - common storage of referential data;
• RUBI - regulatory reporting.

As part of my architect role I participated in initial phase of research and prototyping of new global risk and finance platform based on Big Data technology (Hadoop, Spark)

Senior Software Developer

06.2013 - 05.2014

Credit Agricole CIB, Singapore

I worked in Jetstream team (in-house FX e-commerce trading system) on replacement of old market connectivity layer.

Software Developer

08.2011 - 06.2013

Standard Chartered, Singapore

I worked on eCommerce FX trading platform as C++ server side software developer. I've implemented smart order router component (sophisticated order execution using selected strategy) as part of Automatic Risk Management system. Apart from this I worked on other projects:

• Developed RMDS publisher server that publishes our pricing data to clients at trading desks using RMDS channel;
• Developed ECN connectivity automated test framework using Python;
• Implemented MTM Profit & Loss reporting server.

Senior Software Developer

08.2010 - 04.2011

Bank of America Merrill Lynch, Singapore

I participated in development of BAML FX trading system. I was responsible for maintenance and development of market data access layer: Market Data Adaptors, simulation of market data from different sources, streaming market data to external clients. I also improved network infrastructure (TibRV, UDP Multicast, routing).

Senior Software Developer

10.2008 - 08.2010

Kaspersky Lab, Moscow, Russia

I worked on products: Kaspersky Antivirus for Unix Fileserver 8.0, Kaspersky Antivirus for Linux Workstation and Kaspersky Hosted Security Services.

• Implemented Administrative Console for KAV for UNIX Fileserver;
• Created several server side modules (scheduler, serialization, quarantine ...);
• Created Testing Facade for QA and Support team;
• Was a team lead in project of porting KAV for Workstation source code from Windows to Linux.

Senior Software Developer

03.2008 - 09.2008

Unison Technologies, Saint-Petersburg, Russia

I worked in startup company on product that unifies office communication (www.unison.com) - combines phone, email, calendar and instant messaging into one product.

• I implemented IMAP access library;
• I also worked on modification and improving of SIP/RTP server components and fixed eJabberd server (implemented in Erlang).

Software Developer/Team Lead

05.2007 - 01.2008

Exigen Services, Saint-Petersburg, Russia

Deutsche Bank, New York, USA

I worked as a Team Lead in outsourcing project of upgrading and enhancing Portfolio Investment Management System for Deutsche Bank. My responsibilities included:

• Manangement of a group of four developers working on implementation of Swaps securities;
• Collaboration with business analysts working on functional requirements;
• Work breakdown structure and time estimation;
• Implementation of critical parts of the system.

I sucessefully completed the project and was awarded "The Best New Employee of the Year".

Software Developer/Team Lead

11.2005 - 12.2006

Quest Software (now Dell), Saint-Petersburg, Russia

I participated in development of two products: QMX for SCCM and VAS.

• QMX for SCCM (former Vintela Management Extension for SMS) is a system management solution that extends MS SCCM management infrastructure to UNIX boxes. I designed Patch Management extension for SMS 2003;
• VAS (Vintela Authentication Services) is an identity management solution that allows using Active Directory user credentials to login into UNIX machines. I was a team lead in OAT project - a set of tools for aligning file ownership on different UNIX machines in Active Directory domain.

MSc in Finance

2009 - 2013

Russian Presidential Academy of National Economy and Public Administration, Moscow, Russia

Automated Control Systems, Undergraduate

1996 - 2001

Baltijskij Gosudarstvennyj Tehniceskij Universitet im. Ustinova (Voenmeh), Saint-Petersburg, Russia