Lead Software Engineer
Moscow, Russian Federation
Senior Engineer since Jan 2018, Lead Engineer since Jan 2020Member of the Simulator team which responsible for developing multiple C++ / Python based platforms used for backtesting and productionalization of algorithmic and machine learning based trading strategiesCore maintainer of an expression-based backtesting framework: * enlarged and enhanced a C++ library of data processing operations * developed Python-based interactive research environment which was integrated into validation and submission systems * handled production issues and created an automatic upgrade procedure for migration to new releases * assinged tasks for 2 engineersTeam coordinator for productionalization of a Python-based backtesting framework: * developed an in-house package management system for running user Python code in production * created a gitlab-based user workspace integrated into a production pipeline * coordinated 5+ teams involved into productionalization workflowTech lead for a model retraining project: * introduced a new C++ retraining interface for a backtesting framework * implemented an emulation environment for running retraining strategies in production * created a prototype of a new serialization mechanism to support partial retraining * managed a collaboration between production teams