Valentin Pan Email & Phone Number

Team Lead in Big Data projects

Minsk

Prepare, control, and adapt- WBS- resource plans- calendar plans- communication plan- risk assessment- people management- staffing, interviewsGo2Green plan and implementationsetting up Kanban processTemporary filling Business Analyst role:- Business requriements collecting, analyze, proposing optimial set of requirements given time limits.- Converting requriements into POC functional requirement.- Collecting Non-functional requriements needed for productionization.- Planning Productionization and project grow from POC to full-size project with integration and joined development of already existing data science dev platform.

Tomsk Region, Russian Federation

Managing software development team (4 engineers) on Big Data financial transactions processing project.Cloudera Big Data stack: Spark Structured Streaming/Batch applications interacting with Apache Kafka, Hbase, Hive using Python/Java APIInteracting with RDBMS, providing synchronous access to Hbase data.Autotests based on Behave, Docker, TeamcityCluster securization via Kerberos and TLSAlso:Code reviews and infrastructure advices for ETLs (many ETLs) based on Spark Jobs in Hadoop, Python / Pandas / Amazon S3/ RDSManaging web application development team (3 engineers) - Node JS / Vue / Postgres / DockerWe delivered the web application for oil traders that allows to find most valuable opportunities on oil market.Business analytics for new projects initiation phase - hedge fund's ETL infrastructure, web application for guests accomodation subject to budget optimization constrains.

Tomsk Region, Russian Federation

Implementation of risk model backtesting methodology as PM of 3-5 people working groupRequirement analysis side by side with client.Setup roles within the team in order to balance team's strong and weak sides.Time to delivery estimationAgile-like process: iterating in issues burndown-oriented Scrum-like process. Control over Jira C++/C#/R tool chain.What we did: - Implementation of backtesting methodology for credit risk models in C++ - Functional quantitative testing (manual) What we're doing: - Investigation and reconciliation the data coming from different sources - Introducing data management policy - Migration data sourcing from semi-manual people-dependent process to more manageable one - Project risks estimation (technical restrictions)

Tomsk Region, Russian Federation

Risk model quality control automation: testing, data verification. - Preparing technical solution for model verification and quality control - PoC and technical design presentations for customers - Test automation framework in R / .Net / TeamCity - Setup and configuring all parts of technological stack used for model tests automation - Setup the toolchain (Jira / Confluence / jFrog) and policies for collaboration of working groups spreaded over number of timezones in using - Iterating using Scrum-like process

London, United Kingdom

- Risk models calculation engine development in C# / C++- Development GUI in WinForms- Model changes impact calculations- Aligning models design documentation with regulatory requirements

Tomsk Region, Russian Federation

- Requirements detalization, analysis, presentation for the team and company management. - Communications with the client. - Validation of satisfied requirements (features in review). - Requirements scope control and time-to-deliver estimations.

Tomsk Region, Russian Federation

Independent validation of market risk models:- assumption and limitation statistical testing- backtesting- preparing reports

Tomsk Region, Russian Federation

Implemented functional tests based on Selenium WebDriver Java binding: Maven + TeamCity + Thucydides framework. Implemented functional front-end tests for web-applications using PHP + Selenium RC. Developed advanced testing automation infrastructure that involves web-interface, scheduler, e-mail notification, saving the statistics etc. Responsible for functional coverage, test suites design, implementation and issues reporting.

Tomsk Region, Russian Federation

Numerical algorithms for financial applications (Equity, Interest Rates pricing models) in C++ and Matlab. Worked on Excel add-ins using boost, XLW, cppunit.Participated in design and implementation of a contract pricing system.Processing feedbacks from a client.My job responsibilities:- Getting business requirements from the client.- Planning the time schedule for parts that I was responsible for.- Research theoretical materials, observing the existing solutions (volatility models, Monte Carlo simulations, filling correlation matrices problems).- Implementation different pricing models, improving numerical stability of numerical methods in C++.- Unit test coverage.- Parallelization of calculations using OMP.- Performance tuning using Rational Purify/Quantify products.- Processing feedbacks directly from the client.

Tomsk

Development of mathematic low-temperature plasma electricity model

Tomsk

Group education project - development of client-server application for administrating online programming contest “Contest System”