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Iliyan Zarov

Iliyan Zarov

London, United Kingdom
Member since January 4, 2017
Iliyan is a software engineer with a computer science and applied mathematics background. His experience ranges from rapid development of prototypes and quantitative analytics to leading development projects on a 1e6+ LoC code base. Early on in his career, he was a quant developer at a hedge fund and a senior C++ developer at a fintech company. Most recently, he's built a cloud-based distributed computing PaaS in Clojure, Go, Python, and Julia.
Iliyan is now available for hire
  • C++, 6 years
  • Python, 4 years
  • Distributed Computing, 3 years
  • AWS EC2 API, 2 years
  • Machine Learning (ML), 2 years
  • Clojure, 2 years
  • Go, 2 years
  • Docker, 2 years
London, United Kingdom
Preferred Environment
Linux, Emacs, Git
The most amazing...
...thing I've built is a PaaS that makes it possible to run code on hundreds of CPUs and GPUs in the cloud with a single command.
  • Founder
    2015 - PRESENT
    • Created a cloud-based distributed computing platform from the ground up. Code can be executed with a single command across hundreds of CPUs and GPUs in the cloud.
    • Developed RESTful API back-end services with a custom orchestration layer in Clojure.
    • Developed a Go client for batch and fully interactive jobs. The Go client includes support for attaching console with raw terminal mode, tunneling, and large data files transfer.
    • Designed the back-end services to be stateless and resilient with automatic scale-out.
    • Developed end-to-end tests against AWS and a local OpenStack deployment.
    Technologies: Clojure, Go, Python, Julia, AWS, Docker, OpenStack
  • Quantitative Developer
    Markham Rae
    2012 - 2016
    • Developed a range of trading applications on top of a Tier 1 bank's interest rate and FX quant libraries.
    • Developed tools for swaptions pricing and yield curve, vol cube, and SABR parameters scenarios testing.
    • Worked as the sole developer of an exotic FX options pricing tool now used daily by the trading team.
    • Did portfolio optimization research and testing with the traders on the desk.
    • Developed interest rate and FX products backtesting applications.
    • Transitioned all interest rate applications to a new multi-curve framework.
    Technologies: Python, C++, C#, MATLAB
  • Senior Developer
    2008 - 2012
    • Worked as the senior developer on the aggregated liquidity pool platform and trading front-end.
    • Worked in a leading role in multiple projects on order routing and consolidation of hybrid inter-dealer broker and exchange venues for cross-asset and cross-venue trading.
    • Led the development of indirect order aggression features for implied spread trading.
    • Led the development of a latency and availability platform enhancement project.
    • Worked in a lead role of the architecture and development of a new exchange connectivity and a new clearing platform.
    • Prototyped a distributed data storage and processing engine on top of Apache Cassandra.
    • Developed a F#-based, domain-specific language and contract specification for a commodity product registry and standardization service.
    Technologies: C++, C#, F#
  • Evoqus (Development)

    Evoqus is a cloud platform delivering effortless scalability for technical computing in Julia. Code can be executed with a single command across hundreds of CPUs and GPUs in the cloud.

    The stateless back end services are written in Clojure. The platform can be accessed using the CLI, written in Go, or the web app built on React/Om and ClojureScript.

    Evoqus grew out of a side project aiming to make it extremely easy to move compute from my laptop to the cloud on demand. The details of the underlying cloud instances, storage, and network are transparent to the end user while retaining full control over the workers and the environment.

  • Languages
    C++, Clojure, Go, Julia, C, Python, Scala, Java, F#, C#
  • Libraries/APIs
    Compojure, AWS EC2 API, NumPy, Standard Template Library (STL), Pandas, SciPy, TensorFlow, Keras
  • Tools
  • Platforms
    AWS EC2, Docker, Amazon Web Services (AWS), Linux, Ubuntu, OpenStack, CUDA
  • Storage
    AWS S3, AWS RDS, PostgreSQL, Microsoft SQL Server, Cassandra, MySQL
  • Other
    Financial Markets, Data Structures, Algorithms, Financial Modeling, Financial Engineering, AWS Route 53, Distributed Computing, API Design, Elastic Load Balancing, Mathematical Modeling, Containers, Container Orchestration, Probability theory, Quantitative Finance, Networking, High Availability, Statistical Modeling, Data Analysis, Data Analytics, Time Series Analysis, Integration Testing, PaaS, Scalability, Network Programming, Quantitative Analysis, Evolutionary Algorithms, Recurrent Neural Networks, Neural Networks, Convolutional Neural Networks, Wireless Sensor Networks, log4j, GPU Computing, Deep Neural Networks, Deep Learning, Optimization, Machine Learning (ML)
  • Frameworks
    ClojureScript, Django REST Framework, Boost, Django
  • Paradigms
    Asynchronous Programming, REST, Concurrent Programming, Parallel & Distributed Computing, High-performance Computing, Functional Programming, Agile
  • Master of Science in Mathematical Trading and Finance
    Cass Business School - London, United Kingdom
    2009 - 2011
  • Bachelor of Science in Electrical Engineering and Computer Science
    Jacobs University Bremen - Bremen, Germany
    2004 - 2007
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