Position: Senior Quantitative/Algorithmic C++ developer
Category: C++
English level: fluent
Years of experience: 8

2020 EPAM Systems -Senior  Algorithmic C++ Developer
2019-GlobalLogic-Senior C++ Developer
2018/01--Luxoft, Kyiv Position:  Senior Quant C++/C# Developer. 
 1. Optimized multilinear interpolation algorithm for American Monte-Carlo  derivative pricing (C++). 2. Developed a library to retrieve financial curves using rest web-service (C++, Cpp Rest SDK used: cpprestsdk). 3. Supported gcc compillation for the existing VS solutions. 4. Maintained optimal  configuration  of Jenkins server. 5. Developed CLI wrappers  to integrate existing C++ approximation algorithms with C# financial projects. 6. Developed interpolation algorithms using C#. 7. Executed various queries to MS SQLServer (SQL Server Management Studio) to retrieve various  financial curves (in particular, price forward curves for  energy commodities). 
 2014/09-2017/11  Numerical Technologies/CompatibL(C++/C#/Python)     Kyiv, Ukraine  Position: Quant C++ Developer, Team-Lead 1. Developed one-and- multidimensional regression algorithms using PCA (Principal Component Analysis), Spline Smoothing, Multivariate Polynomial Regression, etc. for American Monte-Carlo Derivative Pricing.  2. Developed compile-time C++ algorithms like finding a shortest path in a graph.  3. Participated in Adjoint Differentiation implementation in Financial software. Developed atomics  using CppAD  library and C++ templates technique to be used in  QuantLib and  in a commercial  financial software  to calculate sensitivities of output  model parameters with respect to input ones, for example Greeks calculation. Developed various QuantLib tests to check the correctness of Adjoint Differentiation by adding finite-differences validation.  4. Ported AMC algorithms to Python.  5. Implemented various  Numerical and Stochastic Calculus algorithms in C#, for example Brownian Bridge.  
 2013 -2014   CTS Forex,  (MQL5, C++)     Calgary, AB  Position:  Quant Developer  Developed software in C++ for Forex Statistics & Auto-Trading software in MQL5.
C/C++, C#, SQL,  Git, Jenkins, Matlab, Python, Mathematical Finance; MS Visual Studio; Unit Testing
C++/C# job with significant algorithmic component