R&D Developer
Current- ◈ Internal project: Market quotes correlation clustering
- Scala/Spark/MLlib for quotes streaming, processing and k-means clustering
- HDFS for data storage◈ Internal project: Mark-to-Future cube of bond portfolio
- C++/Quantlib for the bond pricing engine
- Parallelization using workflows (XML, Groovy, Bash)◈ Project for Huawei: Software performance analysis
- Analysis of a software scalability