Zoltan Leskowsky Email and Phone Number
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Software engineer with extensive analysis, design and development experience on UNIX / Linux and Microsoft Windows. Experienced in object‑oriented analysis, design and development. Expert in C / C++ and Python, and conversant in several other languages. Skilled in crafting truly reusable, portable, thread‑safe code, and in refactoring existing code. Well versed in design patterns, domain‑driven design, and behavior-driven development. Experienced with client‑server, socket, multi‑threaded, parallel and distributed programming.Accomplished in mathematical modeling, statistical and numerical analysis, data visualization, and text processing. Knowledgeable in operations research, functional programming, GPU programming, simulation, expert systems, and machine learning. Experienced in fixed income, IR & currency derivatives, FX, equities & equity options, and MBS. Have worked with real-time data feeds, XML & JSON processing. Strong problem‑solving skills. Committed to continuous learning. Enjoy teaching and mentoring.- U.S. EAD (Employment Authorization Document) holder- U.S. Residency (Green Card) holder- Canadian & E.U. citizen
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Dir, Senior Software EngineerSmbc Capital Markets, Inc.Bloomingdale, Nj, Us
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Personal Goal PursuitCareer Break Nov 2023 - Sep 2024Gained U.S. Permanent Residency (Green Card)Completed Go specializationPursuing Data Science and AWS certifications
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Senior Software EngineerVerition Fund Management Oct 2022 - Sep 2023Performed C++ development for Verition’s VEX trade execution system. As the VEX team member with the most Python expertise, became the primary Python developer on a green-field project to calculate P&L in real-time for the firm’s portfolios. Designed and implemented C++ UDP and TCP classes and APIs to wrap the low-level C APIs provided by AMD/Xilinx for its ef_vi and TCPDirect kernel-bypass libraries.
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Senior It DeveloperTd Sep 2018 - Sep 2022Toronto, Ontario, CaSupported Treasury and Balance Sheet Management in measuring and managing market risk (interest rate, MBS, equity and foreign exchange) for the Bank's Canadian and U.S. retail portfolios. Developed valuation and reporting frameworks in C++, C# and Python for the Bank to meet regulatory requirements relating to Interest Rate Risk for Banking Books, including Python applications for baseline and scenario results generation and reporting. Designed and implemented market risk management methodologies for Economic Value of Equity and Net Interest Income Sensitivity. Performed process development, deployment, results testing, data modeling and integration. Worked with internal stakeholders and business analysts to provide support and expertise in data management, infrastructure support, and reporting. -
Vp, Applications DevelopmentMorgan Stanley Oct 2014 - Apr 2018New York, Ny, UsWorked with a cross-region server development team responsible for a real-time risk and profit-&-loss system. This system, mostly in C++, but later expanding into Scala, was a distributed highly scalable and performant calculation engine which provided real-time risk and PnL metrics across various fixed income products. Implemented heartbeat to allow detection of stale data by E-trading auto-hedger. Created mark-proxy service to provide marks for just-issued WI bonds. Implemented risk calculation for UST FRN, and for mandatory break clause swaps. Led team in NY. Worked closely with other pricing and risk teams. -
Vp, Applications Developer LeadJ.P. Morgan Oct 2013 - Oct 2014New York, Ny, UsPerformed Python development of work-flow server infra-structure. Automated the cycling of weekly Sensitivities tweaks. Implemented work-flow for earlier calculation of London exposures. Provided support for batch operations. Built unit and integration testing infrastructure. -
Vp, Applications Development Technical Specialist, Risk AnalyticsCiti Sep 2011 - Sep 2013New York, New York, UsDesigned and developed a C++ template-based Actor and CSP (Communicating Sequential Processes) framework for parallel processing on a multi-core NUMA server. Implemented Trade-Level Exposure (TLE) service using this framework, using TIBCO EMS for messaging, and Google Protobuf for message payloads. Used ZeroMQ as the basis for the inter-machine messaging channel, and Intel’s TBB for inter-thread Actor message queues. Worked on the design of a Margining and Profiling system to support ad hoc what-if analyses utilizing the TLE service, as well as a VaR engine and a 1000-machine IBM Symphony grid. Investigated Big Data analysis techniques for application to credit and market risk. -
Senior DeveloperCpp Investment Board Oct 2008 - Sep 2011Toronto, On, CaDeveloped Portfolio Rebalancer service in Java. Refactored Trade Selection system, encompassing Java applications as well as KDB/q, MATLAB, and XSLT. Wrote C++ API for q, with q extensions. Parallelized MATLAB Monte Carlo Copula-GARCH VaR process, reducing single-threaded 53-hour process to under an hour on 64 cores. Developed Java Spring-based framework to automate this process. Undertook HPC initiative. Developed Map-Reduce functions for use with MATLAB's Distributed Computing Server, and with Hadoop Streaming. Primary liaison to enterprise architecture team. -
Avp, Market RiskLehman Brothers Mar 2006 - Oct 2008UsCarried out analysis, design and development in C++ of LehmanRisk Risk-Based Margining system. Worked on Scenario margining strategy from its inception to the point where it was being used to margin over 200 hedge fund clients. Implemented issuer event, mortgage and CDO tranche models. Added intra‑day margin monitoring capability to support statistical arbitrage business in the U.S., Europe and Asia. Reworked Value-at-Risk analysis to allow incremental VaR recalculation for portfolio concentration analysis. Took on increasing responsibility for RBM architectural framework, designing classes and APIs, and refactoring existing code for use by fellow developers and other teams. Transformed it from a batch-oriented to a service-oriented architecture, with reduced coupling between data, business rules and algorithms. -
Vp, Fixed Income Research / Business AnalysisCountrywide Securities Corporation Jan 2003 - Mar 2006Charlotte, Nc, UsDevelopment in C++. -
Senior Software Analyst/ArchitectLexiquest / Spss Mar 2000 - Sep 2002Development in C++ and Java.
Zoltan Leskowsky Skills
Zoltan Leskowsky Education Details
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University Of TorontoPsychology -
University Of TorontoOperations Research
Frequently Asked Questions about Zoltan Leskowsky
What company does Zoltan Leskowsky work for?
Zoltan Leskowsky works for Smbc Capital Markets, Inc.
What is Zoltan Leskowsky's role at the current company?
Zoltan Leskowsky's current role is Dir, Senior Software Engineer.
What is Zoltan Leskowsky's email address?
Zoltan Leskowsky's email address is zoltan.leskowsky@td.com
What is Zoltan Leskowsky's direct phone number?
Zoltan Leskowsky's direct phone number is +197328*****
What schools did Zoltan Leskowsky attend?
Zoltan Leskowsky attended University Of Toronto, University Of Toronto.
What skills is Zoltan Leskowsky known for?
Zoltan Leskowsky has skills like Unix, Design Patterns, Xml, Linux, C++, Python, Distributed Systems, C/c++, Soap, Fixed Income, Perl, Unix Shell Scripting.
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