Senior Software Engineer
2018 - PRESENTOneMarketData- Developed a tool to execute tasks on a cluster.
- Worked on OPRA data loader performance optimizations. We managed to load 1 day OPRA data (~45bln messages) in 2.5 hours on AWS xlarge box.
- Added a new data partitioning concept to existing methods.
Technologies: Perl, Python, C++11Lecturer
2019 - 2019Armenian Code Academy- Read lectures on C++ to students and junior programmers.
Technologies: C++17, C++14, C++11Senior Software Developer
2018 - 2018DCEngines- Participated in product architecture design processes which is a big unstructured data processing, querying platform.
- Implemented query expressions evaluation and execution module.
- Designed an API and functional support for leaf worker machines.
- Built and managed third parties.
- Completed performance optimization tasks.
Technologies: Google, Apache Arrow, Parquet, Folly, Facebook, Boost, C++14Senior Software Developer
2012 - 2018OneMarketData- Served as the main developer of “Orders Management” project which is an automated trading tool.
- Designed and implemented OneTick orders book.
- Wrote collectors, loaders, and publishers for FIX (Financial Information eXchange), OPRA (Options Price Reporting Authority) and MarketPrizm data.
- Added XML files load support for OneTick.
- Developed C/C++ modules which are native for python(with NumPy) and for R and provide OneTick API functionality.
- Worked on a project that allows OneTick to operate on Amazon cloud.
Technologies: Amazon S3 (AWS S3), Amazon EC2 (Amazon Elastic Compute Cloud), AWS EMR, R, Xerces, Shell, Perl, Boost, Standard Template Library (STL), C++Lecturer
2015 - 2017Russian-Armenian University- Lectured on the class Object Oriented Programming to second-year students.
- Taught the class Data Structures and Algorithms to second-year students.
- Conducted exams and checked homework.
Technologies: Data Structures, Algorithms, Object-oriented Programming (OOP)Software Engineer
2011 - 2012Synopsys- Organized Virage Logic’s 3rd party tools standardization to Synopsys global standards.
- Implemented Virage Logic’s make system according to Synopsys standards.
- Managed a group of two developers.
Technologies: Valgrind, Perforce, Makefile, g++, GCCJunior C/C++ developer
2010 - 2011Hitegrity- Worked on company’s product, which was an authentication system based on fingerprints, written on C.
- Implemented part of remote sensors subsystem, which allowed users to authenticate remotely.
- Wrote a sample console application, which demonstrated Unified SDK’s capabilities.
Technologies: Valgrind, VNC, Visual Studio, PuTTY, CVS, Standard Template Library (STL), C, C++
Samvel Hovsepyan
Algorithms Developer in Yerevan, Armenia
Member since June 18, 2018
Samvel has expertise in design, development, and deployment of low latency, high-performance multi-node C++ complex systems. His strong algorithmic background and industrial experience in financial and cloud storage systems development makes him a great candidate for a large variety of challenging projects. Samvel prioritizes client requirements and does his best to over-deliver with the highest code quality.
Samvel is now available for hire
Portfolio
- OneMarketDataPerl, Python, C++11
- Armenian Code AcademyC++17, C++14, C++11
- DCEnginesGoogle, Apache Arrow, Parquet, Folly, Facebook, Boost, C++14
Experience
- Algorithms 10 years
- C++ 10 years
- Development 5 years
- Multithreading 5 years
- RPC 4 years
- Distributed Systems 3 years
- Python 2 years
- C++14 2 years
Availability
Part-time
Preferred Environment
Linux, Windows
The most amazing...
...thing I've coded is an automated, fault tolerant trading service. It operates based on user's trading algorithm, which takes as an input real-time market data.
Employment
Experience
- Fully Parallel Queries Execution Library
I developed SQL queries execution library in the scope of GaneshaDB project at DCEngines.
The library is written on C++14. It parses an SQL query into an abstract syntax tree, then simultaneously executes the tree using Facebook folly futures. It deals with the Apache parquet and arrow formats, as we store the database in parquet files. - Historical and Real-time Market Data Loaders
While working at OneMarketData I designed and developed different kinds of market data loaders. I developed both, real-time and historical data loaders.
During these kinds of projects, I got familiar with the financial data formats such as Reuters, FIX, OPRA, and MarketPrizm. - Financial Market Orders Generation and Execution System
At OneMarketData I led a small team in building financial market orders generation and execution system. We named it Orders Management (OM) system.
OM is a distributed system written on C++, which can automatically handle all the steps and issues that appear in automated algo trading, including automated signal generation based on a given trading algorithm, responses handling and fault tolerance issues.
The system supports FIX and AMQP protocols to communicate with third-party exchanges and brokers. - Special Libraries for Python and R Native Environments
At OneMarketData I designed and developed two libraries that allow using company's product functionalities from Python and R shells. To develop these libraries I learned Python and R C APIs.
- Third Parties Integration with Synopsys Standards
In 2012 I was hired at Synopsys to integrate Virage Logic company's third parties and build tools with Synopsys global standards. At that time Synopsys acquired Virage Logic company.
I led a team of two developers. We managed to fully complete the task in six months, however, initially it was planned to be fulfilled in nine months.
Skills
Languages
C++, C++14, Python, Perl, C, R, C++11, C++17, C#, JavaScript, JavaTools
Microsoft Visual Studio, GDB, Valgrind, PuTTY, CMake, Git, CVS, Shell, Visual Studio, GCC, Makefile, Perforce, PyCharmOther
Blockchain Development, Data Structures, Multithreading, Algorithms, RPC, Distributed Systems, Development, VNC, Xerces, Facebook, Parquet, Google, g++, Vehicle Routing, SanitizersFrameworks
Google Test, Apache Thrift, Boost, AWS EMR, QtParadigms
Object-oriented Design (OOD), Object-oriented Programming (OOP), Agile, ScrumPlatforms
Windows, Linux, Amazon EC2 (Amazon Elastic Compute Cloud), Apache Arrow, Blockchain, MacOS, SolarisStorage
Distributed Databases, NoSQL, Amazon S3 (AWS S3), ScyllaDB, MySQL, CassandraLibraries/APIs
Standard Template Library (STL), Folly, ODBC
Education
- Ph.D. in Image Processing2013 - 2016Russian-Armenian University - Yerevan, Armenia
- Master's Degree in Computer Science2011 - 2013Russian-Armenian University - Yerevan, Armenia
- Bachelor's Degree in Applied Mathematics and Informatics2007 - 2011Russian-Armenian University - Yerevan, Armenia
Certifications
- Basics of C ++ Development: Red BeltDECEMBER 2018 - PRESENTCoursera
