Vladimir Repisky
Verified Expert in Engineering
Finance Analyst and Software Developer
Vladimir is a quantitative analyst and software engineer with more than a decade of experience in the finance sector. He has worked for major investment banks including PNB Paribas, Barclays, and HSBC. Vladimir has a rare blend of extensive knowledge of fixed-income products and experience in software development with C++ and C#. Self-driven and highly motivated, Vladimir is known for his immaculate problem solving and analytical thinking skills.
Portfolio
Experience
Availability
Preferred Environment
.NET Core, Quantitative Finance, Machine Learning, Artificial Intelligence (AI), C#, C#.NET, C++, Flutter, Go, Software Engineering
The most amazing...
...main components I've designed and developed were quantitative analytics libraries for investment banks in London
Work Experience
Quantitative Developer
Lloyds Bank
- Implemented code changes to allow LIBOR decommissioning.
- Implemented quantitative library improvements for commodities, rates, and FX products.
- Improved unit tests, implemented code speedups, and fixed bugs.
C# Developer
Moss 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.
Quantitative Analyst
BNP 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.
Quantitative Analyst, Fixed Income Rates Flow
Barclays 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.
Securities Finance Front Office IT
HSBC 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.
Securities Finance Front Office IT
Commerzbank, 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.
Software Engineer
Fortis 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.
Software Developer
SAP
- 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.
Experience
2013 DARPA Robotics Challenge
https://archive.darpa.mil/roboticschallenge/index.htmFood Ordering Application
http://www.paytoeat.comThe back-end server was implemented in C#.NET and currently handles 200 simultaneous client connections. Apple Pay and Google Pay were integrated via Stripe.
Education
Ph.D. in Machine Learning
Royal Holloway, University of London - London, UK
Master's Degree in Computer Science
Comenius University - Bratislava, Slovakia
Certifications
Chartered Financial Analyst (Level II Exam)
CFA Institute
Certificate in Quantitative Finance
CQF Institute
Skills
Languages
C++, SQL, C#, XML, C, C#.NET, Java, HTML, CSS, Dart, UML, JavaScript, GraphQL, Go
Frameworks
.NET, ASP.NET, ASP.NET Core 2, ASP.NET MVC, .NET Core, Flutter, Entity Framework Core
Tools
Microsoft Visual C++, Git, Subversion (SVN), Spreadsheets
Platforms
Windows, Azure, Linux, Amazon, Oracle, Solaris, iOS, Android
Storage
Databases, JSON, Microsoft SQL Server
Industry Expertise
Banking & Finance, Accounting
Other
Software Development, Quantitative Finance, Mathematical Finance, Microsoft Azure, Finance, Machine Learning, Artificial Intelligence (AI), Mathematics, Fixed Income, Computational Finance, SAP, Loans, Fintech, Financial Modeling, Startups, Real Estate, Robotics, Asset Valuation, Financial Analysis, Mortgages, Architecture, Software Engineering
Libraries/APIs
REST APIs, Stripe
Paradigms
REST, Microservices
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