Position: Fintech engineer
Category: Other
English level: intermediate
Years of experience: 5


National Technical University of Ukraine “Igor Sikorsky Kyiv
Polytechnic Institute” 2009,
specialist in computer science with specialty "software
engineering"
Key skills:
Marketmaking, HFT, ultra low-latency network applications,
data analysis, algotrading, software development, blockchain
2017-now
Independent Blockchain (Ethereum) researcher, consultant
Tasks
 - research and implementation cryptographic function
 - deployment testing and production envirenment
 - vulnerability resarch
Technologies: DApps, GETH/MIST, Solidity, Web3, SWARM, ENS, ERC20, NXT, PoW/PoS
2014-now
Core developer, CTO in private investing fund (MOEX/FORS/Cryptocurrencies)
MOEX/FORTS (2014-2017)
Technical tasks
– full stack HFT development
– software and hardware latency optimization
– working with trading infrastructure in exchange colocation zone
– technological infrastructure inefficiency research
– programing of matching engines and backtesting systems
– programing of orders execution software
– work with wire trading protocols and native exchanges API
Analytical tasks
– latency arbitrage in forex / MOEX / FORTS markets
– work with FOL flow and raw market data (Level 4 market depth)
– modeling of market liquidity (marketmaking)
– research of flow toxity and volume imbalance models (VPIN / VWAP)
– Optimization of orders position in market depth (orders queue arbitrage)
Products:
– TWIME wire trading gateway for FORTS (certified by MOEX software) *
– Market-making algorithm for spot and futures (<15us tick-to-trade latency in 90prc)
Technologies: NUMA, TCP / IP, UDP / SSM, threads, sockets, Linux kernels, IRQ, DMA
Tools: FPC / Lazarus /C ++ / C # / Python, VMA, FIX(P) / FAST, FOL, etc
Cryptocurrencies (2018-now)
Technical tasks
– Market data feed aggregation/distribution and storage
– Creating APIs for sync/async data processing
– Trading flow visualization
– Arbitrage algo development
– Geo network delay and Internet routing research
Products:
– Cryptocurrency market data infrastructure for quantitative analysis and trading
strategies with low-latency execution *
– Markert-making strategy on cryptocurrency spot decentralized market *
Technologies: websocket, socket.io, signalR, webGL
Tools: nodejs/npm, mysql, nginx, AWS, R/Python, plotly, systemctl etc

* - additional files available
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