Sr. Software Engineer
Current- Project: TLA Engine – complex real-time distributed system that generates different types of financial and analytical reports for brokers, fund companies (mutual funds and hedge funds), institutions and individual.
- Analyzed and implemented algorithms to calculate taxable interest for fixed income products, designed object hierarchy representing numerous security types and relations between them, developed bond processing engine.
- Designed and implemented reporting modules that generates Schedule D and other financial and analytical reports.
- Designed and developed highly performance on-the-fly report generating module to MS Excel format (Open XML) under UNIX/Linux.Environment:
- C/C++ (GCC, Intel compiler, Visual Studio), STL, boost, Java, Python, T-SQL, UML, OpenXML, design patterns, multi-threading, XML, Windows and UNIX/Linux.