Marcin Sterkowiec
Verified Expert in Engineering
Software Developer
Warsaw, Poland
Toptal member since October 6, 2023
Marcin is an experienced software developer with over 15 years devoted to C++ programming—he started from C++98 and moved comfortably through C++11 up to C++17. He specializes in multithreaded data processing optimized for speed, including high-frequency trading (HFT) and robust multithreaded engines. In his free time, Marcin is devoted to creating a program to solve complex chess problems.
Portfolio
Experience
- C++ - 15 years
- Object-oriented Design (OOD) - 15 years
- Object-oriented Programming (OOP) - 15 years
- Visual Studio - 13 years
- Derivatives - 3 years
- C++17 - 2 years
- Low Latency - 1 year
- Assembler x86 - 1 year
Preferred Environment
Windows, Linux, Visual Studio, CLion, Visual Studio Code (VS Code), C++, C++17
The most amazing...
...program I've developed allows solving complex chess problems in an incredibly short time—currently freeware and, hopefully, commercial soon.
Work Experience
Software Developer
Euronext
- Handled the creation of a large set of pre-trading risk checks.
- Maintained low latency and guaranteed the robustness of the code.
- Built a custom allocator and custom containers to ensure maximum speed.
Quantitative Developer
Credit Suisse
- Sped up the Monte Carlo simulation by about 70% using various optimization techniques.
- Added a fast, safe, and robust logging system in C++.
- Handled building preparations with an assertive multithreading library.
Software Developer
Goldman Sachs
- Developed a C++ application optimized for speed, including an object factory and a custom smart pointer.
- Ported a large C++ application from a Make-based build system to Bazel. This included the creation of a test suite and resolving issues related to porting from GCC to Clang.
- Worked on Conan packages for external modules and libraries.
Software Developer
Dom Maklerski BOS
- Implemented a strategic automated trading green field project on the Warsaw Stock Exchange using C++, Qt, Google Test, and QuickFIX.
- Built a library for Python to provide real-time quotes and transactions.
- Integrated the Forex application server with an external exchange, Interactive Brokers, to perform automated hedging transactions.
- Developed and maintained a real-time data feed for Forex, leveraging C++, GUI in C#, Bloomberg, and Morningstar.
Software Developer
Nielsen
- Ported single-threaded calculation engines to multithreaded ones, including thread synchronization, speed optimization, and implementation of a fast compression and decompression algorithm.
- Created new calculation statistics using a new variable within analytical software and time slot ranking.
- Built an application server for collecting usage statistics.
- Developed an application server to run as a 64-bit external process to serve memory allocations instead of the 32-bit main application composed of more than 300 DLLs.
- Optimized the process for speed with the new engine mode, allowing alternative weighing in time-shifted views.
- Implemented memory and resource leak tracing in large while dedicated commercial tools for detecting leaks could not deal with the required complexity.
- Migrated from an STL port to a native STL and ported a 32-bit C++ application, including more than 300 projects, to a 64-bit process.
- Introduced considerable performance enhancements of calculation engines using various optimization techniques.
Software Developer
Accenture
- Adapted the billing application using interfaces written in C.
- Initialized a CVS repository for the billing application project.
- Created Bash scripts with various test unit scenarios.
Main Specialist
Warsaw City Hall
- Handled the creation of an internet site for searching active tenders run by all units of Warsaw city.
- Created a Java applet for running electronic auctions.
- Prepared a report about types of abuse in the criteria for evaluating tender offers.
Software Developer
Generali
- Handled the adaptation of the insurance application using RPG and AS/400.
- Implemented and designed a data compression algorithm in C++.
- Designed a proof of concept and conducted several experiments on object-oriented databases.
Software Developer
Krajowy Depozyt Papierów Wartociowych
- Developed a guarantee fund for Polish brokerage houses.
- Performed maintenance tasks related to the guarantee fund.
- Built and maintained the main depository application.
Experience
Assertive Multithreading Library
https://github.com/msterkowiec/AMTL/The idea to build this library sprang into my mind in the middle of April 2021, during bug fixing of a piece of software that solves chess problems. Currently, the library has the potential to make C++ code as robust as Rust programs are said to be without losing the freedom that C++ offers.
Education
Master's Degree in Economics
Warsaw University - Warsaw, Poland
Master's Degree in Information Technology
Bialystok University of Technology - Bialystok, Poland
Skills
Libraries/APIs
ATL, Microsoft Foundation Class (MFC) Library, Microsoft Foundation Classes (MFC)
Tools
Visual Studio, Git, CMake, GCC, CLion, Bazel, CVS, Subversion (SVN), Make (formerly Integromat), Conan
Languages
C++, C++11, C++98, Assembler x86, SQL, C++17, C, Pascal, C++14, C#, Python, JavaScript, Bash Script, PHP, Java, RPG, 4GL, Bash
Paradigms
Object-oriented Programming (OOP), Object-oriented Design (OOD)
Platforms
Windows, Visual Studio Code (VS Code), AS/400, Linux
Storage
Databases, MySQL, PostgreSQL
Frameworks
Google Test, Qt
Other
Derivatives, Low Latency, Finance, Stock Market, Stock Price Analysis, Derivative Pricing, Futures, Futures & Options, Simulations, QuickFIX, Forex, Data Feeds, Algorithmic Trading, COM, Economics, Information Technology, Monte Carlo, Clang
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