Full-stack Developer2016 - PRESENTYL IT Consulting Ltd
Technologies: Python, React
- Developed various Python back-end systems for different clients.
- Hosted Python training sessions for people of different levels.
- Helped clients migrate their systems from on-premise to a cloud.
Quant Developer2019 - 2021UBS
Technologies: Pandas, Data Science, Docker, Microservices, Linux, Java, React, Back-end, Flask, Python 3, Kubernetes, Azure Kubernetes Service (AKS), Azure, Python, Full-stack
- Developed an equity index engine working with an equity derivative team for a European bank. The engine was an index calculation system used by traders and trading operations to balance UBS trading books.
- Designed and implemented analytics systems to help trading desks perform various data analytics and generate multiple reports automatically.
- Migrated internal systems from Linux machines to an Azure Kubernetes Service cloud.
Team Lead2017 - 2019Fidelity International
- Led a development team of nine people in fixed income to design and implement a portfolio optimization system, which helped fund managers handle portfolios by suggesting buying or selling bonds based on various client preferences.
- Designed and implemented a quant analytics platform in microservices architecture, which ran on Cloud.
- Mentored less experienced team members and hosted regular internal python training seminars. Conducted technical interviews for recruitment.
Python Developer2016 - 2017JP Morgan Chase
Technologies: Testing, Test-driven Development (TDD), Pandas, Python 2, Python, CSS, Elasticsearch, HTML, Architecture, Relational Databases, WebSockets, Jira, Redis, ETL Development, ETL
- Designed and implemented a dashboard system used by traders for data virtualization and risk analytics, working with the credit technology team.
- Designed and implemented a message recording system for MiFid 2 pre-trade and post-trade transparency regulation.
- Designed and implemented various data source feeds for credit trading data and reference data and different internal systems for data normalizing, processing, and recording.
Python Developer2013 - 2016Bank of America Merrill Lynch
Technologies: Testing, Test-driven Development (TDD), Pandas, Python 2, Python, CSS, HTML, Architecture, Relational Databases, Jira, ETL Development, ETL
- Made a reconciliation framework to ensure that trading data on the Quartz platform were of high quality, used by all lines of business across the bank.
- Built and maintained systems and tools to meet regulatory requirements for transaction reporting, such as MiFid, EMIR, and Dodd-Frank. Analyzed data in transaction reports, derived rules, and patterns to model data from all classes of assets.
- Developed documentation models to automatically generate documents that matched the data processing workflow.
- Designed and implemented a reconciliation monitoring system for daily global operation business. The system was used worldwide by front office users and risk managers and at the core of the bank's front office control strategy.
Python Developer2010 - 2013IHS Market
Technologies: Python 2, Python, Relational Databases, ETL Development, ETL
- Developed and maintained a Python simulation platform working with the MarkitWire team. The platform was connected to C++ API and simulated various workflows for the MarkitWire trading confirmation system.
- Built the integration tests system and maintained those tests by investigating and fixing test errors in the test build.
- Developed tools to allow users to call workflows and recorded users' actions to generate corresponding tests automatically. The tool enabled business analysts to test system functions without writing any code.
Python Developer2007 - 2010Nokia
Technologies: Python 2, Python
- Developed Nokia’s parallel building system to build Symbian OS, which significantly improved building performance by using concurrency technology.
- Maintained various internal systems written in Python.
- Migrated different internal systems from Perl to Python.