Kirill Dyachenko Email & Phone Number

New York, United States

New York, NY, US

Developing software for automated options market making

London, GB

• Barclays (February 2011 – Present)Group: Automated Volatility Trading (AVT)Market maker in most US option exchangeResponsibilities:
• Develop Quote Manager – primary market making component
• Develop Trade Classifier – component to analyze raw market trades and market data in order to tell which instruments traded, via which mechanism, who participated in the trade and so on.
• Develop, backtest and implement trading algorithms
• Develop a component to analyze, test and compare fitting and pricing algorithms
• Improve performance of various trading system components

New York, NY, US

• Bloomberg (April 2010 – February 2011)Group: Sell Side Equity Order Management System (SSEOMS)Responsibilities:
• Support and development of front office business logic and communication protocols with other components such as middle office, back office, underlying databases, feeds services etc.
• Plan, prototype and integrate new backend infrastructure to store replicate and transfer large amount of data. The goal is to greatly improve performance, reliability and scalability of existing system.
• Build system and rollout of new releases.
• Support and development of virtualization technology which allows developers to debug SSEOMS services without affecting others.
• Mentor new hires

Redmond, Washington, US

• Microsoft (November 2005 – April 2010)Group: Global Experience Platform (GXP).The group is working on features which are shared across all Office applications. This includes text rendering, resource model, spell.
• Text and font area. Most of the text in Office UI is rendered by the code that I owned. In Office 2010 I have made major improvements to text rendering performance by redesigning and refining existing code base as well.
• I was responsible for performance and security of all GXP features. This included scrutinizing features specifications and code base from performance and security prospective, creating and analyzing performance.
• I was leading a small group of people who invented, designed and implemented a project called PerfStudio. PerfStudio allows you to automatically analyze huge amount of performance data (tens of thousands of profiles).

Ottawa, Ontario, CA

• Parallels (December 2002 – November 2005)Group:Virtuozzo for Windows.Virtuozzo is a platform for creating and managing virtual machines. Virtual machines based on this technology have very good performance, their.
• Development of a device driver for virtualization of different operating system components such as registry, file system etc.
• Research and development of template technology which allows deploying virtual operating systems and large software packages such as Microsoft Office very quickly (in minutes)
• Migration of virtual machines between different physical machines
• Development of infrastructure for managing Virtuozzo services using WMI (Windows Management Instrumentation)
• Plan and create a set of Virtuozzo services

Santa Clara, California, US

I was working on Intel Math Kernel Library.The Intel Math Kernel Library provides linear algebra, Fourier Transform, vector math and vector statistical functions enabling increased performance for financial, scientific and engineering software.Responsibilities:- Optimization of certain mathematical algorithms for specific processors (Pentium 3 and Pentium.

Laboratory of Nonequilibrium Electronic ProcessesResponsibilities:- Creating software for controlling scientific devices (lasers, spectrometers, solenoids and so on)- Assistance in conducting physical experiments

Master'S Degree, Applied Mathematics And Physics

Education record