Team Lead in Big Data projects

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.

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.

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)

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

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

- 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.

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

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.

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.

Development of mathematic low-temperature plasma electricity model

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