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Vladimir Repisky, Finance Analyst and Software Developer in London, United Kingdom
Vladimir Repisky

Finance Analyst and Software Developer in London, United Kingdom

Member since July 17, 2020
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.
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Portfolio

Experience

Location

London, United Kingdom

Availability

Part-time

Preferred Environment

.NET Core, Quantitative Finance, Machine Learning, Artificial Intelligence (AI), C#, ASP.NET MVC, Linux, SQL, C#.NET, C++

The most amazing...

...main components I've designed and developed were quantitative analytics libraries for investment banks in London

Employment

  • C# Developer

    2020 - PRESENT
    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.
    Technologies: Microservices, REST APIs, Amazon, SQL, Entity Framework Core, .NET Core, ASP.NET

  • Quantitative Analyst

    2018 - 2020
    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.
    Technologies: Quantitative Finance, Git, Linux, C#.NET, C++

  • Quantitative Analyst, Fixed Income Rates Flow

    2011 - 2017
    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.
    Technologies: C++

  • Securities Finance Front Office IT

    2010 - 2011
    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.
    Technologies: Linux, SQL, Java, C++, Fixed Income

  • Securities Finance Front Office IT

    2009 - 2010
    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.
    Technologies: Oracle, Java, Subversion (SVN), Linux, SQL, C++

  • Software Engineer

    2007 - 2009
    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.
    Technologies: Solaris, C++

  • Software Developer

    2006 - 2007
    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.
    Technologies: SQL, C++, Accounting

Experience

  • 2013 DARPA Robotics Challenge
    https://archive.darpa.mil/roboticschallenge/index.htm

    Developed a virtual robot to perform autonomous tasks, finishing in 21st place in the virtual robotics challenge run by the Defense Advanced Research Projects Agency (DARPA). The software was developed on Linux in C++ for a humanoid robot to perform walking on difficult terrain, driving, and hand manipulation tasks.

Skills

  • Languages

    C++, SQL, C#, XML, C#.NET, Java, HTML, CSS, JavaScript

  • 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

  • Storage

    Databases, JSON, Microsoft SQL Server

  • Other

    Software Development, Quantitative Finance, Mathematical Finance, Machine Learning, Artificial Intelligence (AI), Mathematics, Fixed Income, Computational Finance, Robotics, Asset Valuation, Financial Analysis

  • Libraries/APIs

    REST APIs

  • Paradigms

    REST, Microservices

  • Industry Expertise

    Accounting

Education

  • Ph.D. in Machine Learning
    2007 - 2011
    Royal Holloway, University of London - London, UK
  • Master's Degree in Computer Science
    2004 - 2007
    Comenius University - Bratislava, Slovakia

Certifications

  • Chartered Financial Analyst (Level II Exam)
    JULY 2015 - PRESENT
    CFA Institute
  • Certificate in Quantitative Finance
    JUNE 2014 - PRESENT
    CQF Institute

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