A position in Information Technology or Software Development or Data Analysis offering me a chance to apply my skills in Linux / Unix and/or programming.

07/2013–Present                 UChicago Impact (Univesity of Chicago) Chicago, IL

Senior Python Developer

·     Survey Product architecture, scaling, data pipeline automation, database     

   tuning and automated testing.

·     Implementing new product features, enhances existing capabilities, and                                                               

   supporting customer-facing staff

·     Daily interaction with MySQL DBs, SAS, Django framework and Python on   

   Linux systems (RedHat, Ubantu)

04/2011–06/2013               Transaction Auditing Group (TAG)       New York, NY

Senior Analyst, Internal Systems

·     Enhancing market data accessor libraries; combining all regions and  security                                        

        types into one global library (C++)

·     Rewritten and improved platform for client data processing (C++)

·     Analysis of customer and market data and implementing logic to use them in

   proprietary programs. 

·      Working directly with opra/cqs/cts/uqdf/utdf/IDC/TMX feeds and applying

   changes to internal applications using these feeds. (C++)

·     Supporting and making changes for analysis applications: 605, 606,

   Exception reporting, TCA (C++)

·     Writing different scripts in Python to automate factory processes. (Python 

   with Eclipse IDE)

·     Daily interaction with Postgres and MySQL DBs; accessing DB data directly

   from C++ and Python applications through complex SQL queries (including   

        stored procedures )

07/2004–03/2011               Thomson Reuters                                           Chicago, IL

Senior Programmer Analyst

·     Writing and maintaining C++  programs compliant with SEC Rule        

        605 and 606 for financial clients.

·     Processing and analysis of Canadian and European  (MiFID) market data.

        Implemented all modules of Reuters Transaction Cost Analysis (TCA).

·     Designing and implementing market data server supporting different     

        feeds (Sip/Siac, legacy Thomson, Reuter) and file formats (text, binary,

        google protobuf)

·     Analyzing and processing market data from SIP and SIAC, working with           

        options feed (OPRA), options analysis.

·     Optimizing, revising and periodically reviewing existing applications.

·     Writing C/C++ modules for python real time parser. CVS and SVN tools.

·     Writing Windows/Linux administrative scripts in Python and Perl languages.   

·        Developing new utilities and tools to improve the efficiency of a complex  

        automation process. Building APIs, Python Qt programming (pyQt).

04/2000–07/2004               Guggenheim Capital, LLC                           Chicago, IL

Associative in Quantitative Research

·     Successfully researching mathematical, statistical and graphical C++ libraries that could be used in financial models.

·     Designing and implementing portfolio manager using CGI C++ libraries and running it on apache server.

·     Porting 3 main models from VBA to C++:  Ratings Transition Model, Interest Rate Model and Cash Flow Model. OOP, C++ STL, program optimization       and testing.

·     Responsible for Ratings Transition Simulation Model maintenance and    updates.  Working with traders on model enhancements.    (Had to understand this model in depth.)

·      Daily ad hoc analysis. Using various mathematical and statistical methods    such as Monte Carlo simulation, interpolation, mid point iteration rule for       rate of return, simple bond pricing, normal (also bivariate) and inverse beta distributions, solving big matrices. Mostly done in VBA, but also in C++ and Matlab.

·     Responsible for daily liquidity report. Analyzing daily buys and sells of company's securities, bonds and common stocks. Updating database with transaction information.

·     Linux Administrator. Responsible for linux servers in the company. Setting up Linux workstations, configuring Dell PowerEdge Servers (Apache, FTP, SSH/SFTP, IDS, Samba), Linux security, patches and upgrades, scripts.

12/1996 – 04/2000             ACE Hardware Corporation                   Oak Brook, IL

Computer Operator

·     Maintaining the AS/400, MVS and Sun Solaris; operating Xerox printers.

2000–2001                          University of Illinois                                       Chicago, IL

·     M.S., Mathematics and Computer Science.

1996-1999                           University of Illinois                                 Chicago, IL

·     B.S., Mathematics and Computer Science

GNU Multiple Precision Arithmetic Library, MPI libraries for parallel programming, shared memory, HTML, XML, XSLT, GTK+/Gnome, Qt, tcl/tk (Expect scripts), Perl, Python, Java, JavaScript, PHP, VBA, VS 2008, ASP, VBScripts, gcc/g++ and javac compilers, gdb, firewall (ipchains), qmail, Mathematica, Matlab, and Maple mathematical software; supercomputing: Cray T90 and T3E