Sr. Software Engineer
CurrentProject: 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 investors.Responsibilities:• 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, performing all necessary calculation routine.• 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.