C# Developer
2020 - PRESENTMoss Corporation- Developed several microservices in C#.NET Core for a car insurance project and implemented service communication via REST API.
- Implemented data migration and initialization in a Microsft SQL database, using Entity Framework Core.
- Implemented tests and deployments for the microservices.
Technologies: Microservices, REST API, Amazon, SQL, Entity Framework Core, .NET Core, ASP.NETQuantitative Analyst
2018 - 2020BNP Paribas, London- Delivered a pricing migration project for a unified risk and pricing platform.
- Developed products related to interest rates, inflation, credit, and bonds.
- Conducted investigations related to support queries and pricing discrepancies.
- Used numerous programming languages: C#, C++, Ada, and Go on Linux and Windows.
Technologies: Quantitative Finance, Git, Linux, C#.NET, C++Quantitative Analyst, Fixed Income Rates Flow
2011 - 2017Barclays Investment Bank, London- Developed a QA library and designed, implemented, and improved the swap and curve-building libraries.
- Implemented code profiling and performance improvements and improved curve-building speed by 50%.
- Handled support queries and investigated interest rate swap pricing discrepancies.
- Fixed memory leaks in code and reduced memory usage.
- Migrated legacy code to 64-bit and developed unit tests.
- Created a continuous integration (CI) framework for swap pricing code for the whole swap trade population.
- Used the CI framework for regression testing and comparing different implementations of swap pricers.
Technologies: C++Securities Finance Front Office IT
2010 - 2011HSBC Investment Bank, London- Integrated quant libraries with the repurchase agreement trading system.
- Managed P&Ls and risk for repurchase agreement (repo) trades.
- Calculated trade values and supported index-linked repo trades and mortgage-backed securities.
- Developed web reports in Java, Java Server Pages (JSP), and SQL.
- Analyzed and developed a solution for automated internal security lending between different desks.
- Played a key role in a project related to real-time repurchase agreement cash and security positions.
Technologies: Linux, SQL, Java, C++, Fixed IncomeSecurities Finance Front Office IT
2009 - 2010Commerzbank, London- Developed several interface projects for a security lending trading system. This included a trade amendment report, an agency lending disclosure of principals report, and a dividend trade report.
- Implemented the following services for the trading system: automatic return confirmations emailer, client availability uploader, Pirum feed, and sales credit calculations.
- Oversaw testing and continuous integration and deployment of the trading system interface projects.
Technologies: Oracle, Java, Subversion (SVN), Linux, SQL, C++Software Engineer
2007 - 2009Fortis Bank (London and Amsterdam)- Designed and developed several IT projects required for the update and migration of the securities lending platform.
- Oversaw trade migration, testing, and reconciliation, ensuring a successful migration to the bank's new trading system.
- Implemented real-time connectors to serve other trading platforms with data sending via MQ message queues.
Technologies: Solaris, C++Software Developer
2006 - 2007SAP- Programmed ERP solutions for small businesses, including system design and reengineering, test automation logistics, and solving critical tasks.
- Worked on SAP Business One, a large software project with more than five million lines of C++ source code. My role was to develop new features related to European legislation.
- Developed SQL queries and stored procedures for Microsoft SQL Server, Sybase, and IBM DB2 server.
Technologies: SQL, C++, Accounting