Designed, coded and brought into production a system for retirement planning based on Monte Carlo simulation. Managed a group of 3 on-shore and 5-10 (as needed) offshore programmers.Actively participated in extending analytical underpinnings of the system.Tutored offshore programmers in application of functional techniques.Designed, coded and brought in production multiple RESTful APIs delivering retirement plan calculations to external institutional clients. Designed and coded a novel multiparameter optimization engine based on Differential Evolution.Platforms: Linux/AWSLanguages: Java, Javascript, Scala & Rust (limited)Technologies: RESTful APIs, microservices, functional programming techniques, AWS, AppEngine

Implemented high-speed low-latency wordle-like visualization, with application to assisted search of large quantities of textual information (email archives, project Gutenberg publications.)Research into applications of linear genetic programming.Languages: Java, C

Designed and implemented a dynamic-compilation kernel for a credit risk system. Sets of equations describing deals in the system were transpiled into Java, dynamically compiled and linked into the rest of the system and executed at the native (Hotspot) speed. The speed improvement over the old interpreter was several orders of magnitude.Designed and implemented feeds subsystem for intraday credit evaluation. The runtime dropped from many hours on a grid of servers to 15 minutes on a single server due to several factors: replacement of complex SQL queries with simple bulk download with subsequent memory sort; replacement of convoluted mmap-based IO with simple sequential writes; optimization of compression routines for transport of data. Languages: Java, CAdopted Practices: SDLC/Agile, globally distributed team management

Implemented an application for interactive creation of DVDs, based on clean-room partial implementation of MPEG2 and DVD standards, in order to manipulate video streams directly in the frequency domain. The compression rates shown were 12 times higher than best achieved by other software at the time of implementation. The application was used to create a one-click-to-mail video email.

Designed and implemented a frontend for quick browsing of earnings estimates and other per entity data with graphics done in SVG.Principal developer of the automatic categorization software for financial documents.

Designed, developed and put in production an abstraction layer for network protocols (TCP/IP, IPX, NETBios) ensuring viability of the company’s operations.Developed, coded and maintained a set of infrastructure tools in support of the server farm.Designed and developed a native Windows application (in Java/assembly) allowing speedy access to the report document database.

Lead the team porting charting/analytical subsystem of FS Partner to Solaris and Windows. While porting, a new option chain tracking subsystem was added. Developed a new approach to computing Black-Scholes model formulas, allowing real-time computation and display of chains with hundreds of options.