Ivan Belov Email & Phone Number

New York, Ny, Us

MIK Platform implementations for hedge funds. Accounting system integration (Geneva, SS&C AdvisorWare, Enfusion, MPSA), trading system integration (Eze Castle, Tora, Flex).

New York, Ny, Us

MIK DataWarehouse implementation from the ground up for new hedge fund as it was launching. Geneva integration. Eze Castle integration. Conversion to a multi-fund structure. Extending the system to support overseas trading desk and operations (Hong Kong). Migration from Eze Castle to Tora Trading. Migration from Geneva to Enfusion.

New York, Ny, Us

MIK DataWarehouse implementation for New York hedge fund in healthcare industry. Accounting system integration - SS&C Advisorware, trading system integration - Eze Castle. Bloomberg integration for market data and security definition, custom reporting (performance, exposure, attribution). Frozen Portfolio report implementation. Equity derivatives valuation with QuantLib.Strategy Tagging implementation independent of accounting system, including stock splits and custom corporate actions.Independent PnL calculation for multi-asset portfolio consisting of equities, options, warrants, corporate bonds including convertibles, and Fx forwards.Option/warrant PnL reassignment to equity upon execution or assignment.

Responsible for technical aspects of running a multi-strategy hedge fund. Our team of three people was had strong belief in KISS and YAGNI principles with commitment to quick delivery with short feedback loop. Most of the work revolved around Credit Default Swap instruments and Equity Derivatives with some exposure to Fixed Income. Daily responsibilities included:- Continuous development of in-house Trade Capture/Data warehouse, built with ASP.NET and MS SQL Server.- Working with traders, operations and accountants on trade processing, running reports, resolving breaks.- Monitoring and resolving issues with both custom-built and third party software, including in-house Trade Capture/Data Warehouse system (DataBridge), Insight Tradar, Derivix Execution Platform, Kynex, and CMA QuoteVision.Development achievements:- Key contribution to CDS ICE compressions implementation, including functionality to automatically book CDS compressions, as well as programmatically identifying collapsable groups of trades.- CDS Index setup routines for company's Data Warehouse system.- Improved single name CDS trade booking procedures and maintenance screens.- Reconciliation reports: trades/positions in-house Data Warehouse vs Tradar vs Kynex- Automated trade/prices import/export procedures from prime brokers, fund administrator, and accounting system.- Research and development of prototype for automated black-box UI testing using WatN.

Newtown, Pa, Us

Managed development and support of projects for Reuters Knowledge Integration (RKI) family of products. Used agile methodology based on Scrum-ban. Our team maintained and implemented new features for about 30 ASP and ASP.NET websites with another 20 helper applications and services.Worked with the client on-site and managed offshore development team. Controlled and worked on continuous improvement of workflows, planned and coordinated production releases, negotiated working arrangements, resolved conflicts, and managed 24x7 support line, answering and triaging support calls. In 2006 helped to orchestrate complete migration of Thomson Reuters products from proprietary Telekurs symbols (Valorens) to Thomson's own symbology (RICs and Repo numbers).In early 2007 our team completely took over all project activities from client's on-site team.Designed and lead development of Data Guide Builder application for Reuters Knowledge Direct API. It executes long-running (10-20 hours) process and produces Data Guide document. Data Guide application is largely based on Strategy pattern and designed to be resistant to back-end failures and execution interruptions. Lead a number of pre-sale initiatives, including one for Thomson Reuters Insider Online Video Production Tool. Discussed requirements with client, interviewed and selected developers for the project. Convinced the client to hire our team for the project.

Created web based applications from the ground up (ASP.NET, ASP, MS SQL Server): trouble ticket management system, company workflow management system, web interface for wholesale telecommunication carrier system with rate, trunk, inventory management screens and such. Built online client self-service system for retail telephony company.

Created C/C++ applications for MS-DOS to calculate coal power plant efficiency and physical parameters of steam and water, using polynomial approximations.