||Over 20 years of experience as a software architect / project lead / software developer with proven ability to find solutions to complex problems quickly and efficiently as well as rapidly assimilate new concepts and technologies.
||Seven years of experience in electronic payment industry, including electronic promotions, credit card transactions and ACH transactions.
||Three years of experience in futures trading industry.
Databases: Microsoft SQL Server 2008 / 2005 / 2000 (SQL Server Management Studio / SQL Enterprise Manager, 11+ years). Tables, views, stored procedures.
Other: CUDA, Java, Visual C++, Forte, Scaffolds, SELECT, Visio, Borland C++, C, Assembler, Fortran.
Platforms: Windows 7/Vista/XP/NT/2003/2000/95, MS DOS, UNIX.
|11/2011 - present
||Software Architect, Systematic Alpha Management, LLC, New York, NY.
Other responsibilities include design, development, and quality
assurance of new applications / features, and maintenance of existing
||software applications across the whole company,
including Front office, Research, and Back office;
||management of all system requirements, including availability,
performance, scalability, extensibility, and usability;
||selection of appropriate technology and for managing associated risks.
For Front office: Created Synthetic Averaging trade distribution algorithm. Created FIX protocol based futures trading WPF application and certified it with NewEdge brokerage. Greatly improved performance of existing trading applications by:
Improved stability of existing trading applications. Added modern asynchronous NLog logging system.
||writing C# components to cache frequently requested data and to bring from the database only the new and updated records;
||adding missing indices to database tables;
||rewriting stored procedures.
For Research department: Designed and developed Robot Optimizer
WPF application. Invented a new discrete optimization algorithm suitable
for trading parameter optimization. Optimized trading algorithms for better performance. Created 3D visualization
components. Ported Robot Optimizer application to CUDA. Created
Scripting Engine and 3D visualization component for legacy TradingLab
For Back Office: Created Axys Importer WPF application, which automatically parses incoming bank account statements, compares them with trades, finds breaks, and imports statements into Axys application.
Software experience: Microsoft Visual Studio 2010, Microsoft .NET
Framework 4.0, Microsoft Visual C# .NET, WPF, Windows Forms, Microsoft Visual Basic .NET, C++, CUDA, Excel Automation with Visual Basic, SQL,
Microsoft SQL Server 2008, Microsoft SQL Server Management Studio 10, Git source code management system.
|8/2005 - 5/2011
||Software Architect, Medidata Solutions, Inc., New York, NY.
Designed and developed Batch Upload Windows Service to upload bulk data into Medidata Rave electronic data capture (EDC) and clinical data management (CDM) system, which resulted in a significant increase in revenue for the company. Optimized Batch Upload Service for performance. Worked on bug fixes and new features, sometimes under very tight schedule, created installation program, made production builds for all Batch Upload Service versions. Wrote extensive documentation: design specifications, installation qualifications, developer training manuals. Trained developers to perform application support functions.
Designed significant Rave system changes to support Single Sign On feature. Modified existing web pages and stored procedures, created new ones, fixed bugs and worked on last minute new features, being in close contact with multiple groups in the organization.
|10/2001 – 8/2005
||Principal Software Engineer / Sr. Staff Software Engineer, Authorize.Net, service of Lightbridge, Inc., Bellevue, WA (before 4/2004 – a service of Infospace, Inc, Bellevue, WA).
Made a significant contribution to improving stability and scalability of Authorize.Net online credit card payment processing system.
Leaded various projects through their full lifecycle, which contributed significantly to company’s revenue growth through added functionality and reduced maintenance costs.
Created various base/shared architectural components, including:
Object validation framework, field validation framework, in-memory object cashing framework, general purpose multithreaded Windows service with performance monitoring capabilities, general purpose XML tool for execution of SQL commands and extraction/transformation/upload of files, generic database access classes, and utilities.
Created deep-slice/proof of concept prototypes and fine-tuned their performance.
Wrote extensive technical documentation, including technical design specifications, system documentation, C# coding guidelines, design guidelines.
Developed ASP.NET web pages, SOAP web services, and multithreaded Windows services using C#. Developed console applications for file generation / file upload and report generation using C# and XML/XSLT. Used Reflection and SOAP Extensions. Created database tables, views and stored procedures. Leaded various projects.
|9/2000 - 10/2001
||Applications Architect, Prio, Inc., Mountain View, CA. Was responsible for:
• System re-architecture for separation of code from configuration and data.
• System re-architecture for data / error / debug logging and batch progress indication.
• Batch processes re-architecture for Forte to Java transition.
Wrote Technical Design Specifications, implemented base classes, created and unit tested prototypes, documented them, and supervised implementation of particular classes by several teams of developers. Used Reflection. Created database tables, views and stored procedures.
Software experience: Java, SQL, SELECT, ORACLE for Windows NT and UNIX.
7/1998 - 9/2000 Senior Staff Software Engineer, Prio (previously known as SaveSmart, Inc.), Mountain View, CA. Developed various Forte GUI and back-end components of the PIRATE system, including SS Code Manager, Credit Card Transaction Pre-Qualification Batch Process, and Credit Card Transaction Qualification Batch Process. Was helping the QA team in testing of batch components. Was also playing a role of a Primary Application On Call Person.
Software experience: Forte, Scaffolds, SQL, SELECT, ORACLE for Windows NT and UNIX.
|7/1997 - 7/1998
||Senior Software Engineer, The Gem City Engineering Co., Dayton, OH. Was responsible for development, implementation and debugging of various software components for Nova Line 1 Robotics System Project, including Load/Offload Station multi-thread application, Seiko Robot ActiveX, LS400 Bar Code Reader ActiveX, Serial Port ActiveX, Welch Allyn Bar Code Reader ActiveX, Penetration Control Sub-system ActiveX, and Conveyor State Machine. Was responsible for software troubleshooting on client's site (IBM facilities in San Jose, CA).
Software experience: GUIs, ActiveX Controls and Multi-Thread Software development for Windows 95 using Visual C++ and MFC.
|4/1996 - 6/1997
||Research Scientist, AdTech Systems Research, Inc., Dayton, OH. Was responsible for design and development of "Bolted and Bonded Joints" package for Windows 95.
Software experience: GUIs for Windows 95 using Borland C++ and OWL.
|8/1995 - 4/1996
||Researcher of level "C", Coordination Center of Scientific Research, University of Colima, Colima City, Colima, Mexico. Organized the First School on Composite Mechanics for post-graduate students.
|1/1993 - 7/1995
||Visiting Professor, Department of Mechanical and Electrical Engineering, Iberoamericana University, Mexico, D.F., Mexico.
Taught: Selected topics of Mechanical and Electrical Engineering (a course about mechanical and physical properties of polymers and composite materials, 1993 and 1994); Mechanics of Materials (1994, 1995), Technology of Materials II and Laboratory (1995).
Areas of research: Mechanics and Physics of Multiphase Plastics Filled with Composite or Hollow Spherical Inclusions of Several Types, Design and Development of Related Scientific Computer Software.
|1982 - 1992
||Engineer-Researcher, Institute of Polymer Mechanics, Latvian Academy of Sciences, Riga, Latvia.
Areas of research: Theory of Thermoviscoelasticity of Laminated Hybrid Composites, Optimal Design of Hybrids, and Development of Related Computer Software.
|1979 - 1982
||Teacher, Secondary School No 1 (College of Physics and Mathenatics), Riga, Latvia.
Taught: Physics, Physics Laboratory Practices, Algebra, Mathematical Analysis, Astronomy, and Computer Programming.
DEGREES AND EDUCATION:
||Doctor of Technical Science, Latvian Academy of Sciences, Riga, Latvia
||Candidate of Sciences in Physics and Mathematics, Institute of Polymer Mechanics, Latvian Academy of Sciences, Riga, Latvia.
Thesis: “Prediction of Deformation and Thermal Characteristics of Hybrid Composites”
||M. S. in Physics, Latvian State University, Riga, Latvia.
47 scientific publications
||The 2nd (1993), 3rd (1995), and 4th (1996) International Conferences on Polymer Characterization, UNT, Denton, Texas.
||ICCM-10, Whistler, British Columbia, 1995.
||The Ninth International Conference on Mechanics of Composite Materials, Riga, Latvia, 1995.
||The 3rd International Symposium "Mechanics of Polymer Composites-91," Prague, 1991.
||ICCM-7, Beijing, 1989.
||The 5th (1983), 6th (1986), and 7th (1990) Ail-Union Conferences on Mechanics of Composite Materials, Riga, Latvia;
the First Soviet-American Symposium on Mechanics of Composite Materials, Riga, Latvia, 1989;
the 4th All-Union Conference "Methods and Devices for Precision Dilatometrical Studies of Materials in Wide Temperature Range," Leningrad, Russia, 1988;
the 11th Conference of Young Scientists of the Institute of Engineering Science ("IMASh") of the USSR Academy of Sciences, Moscow, Russia, 1987;
the 15th Scientific and Technical Regional Conference of Young Scientists, Gomel, Byelorussia, 1986;
the 5th All-Union Conference on Composite Materials, Moscow, Russia, 1981;
the 3rd Conference of Young Scientists and Specialists on Mechanics of Composite Materials, Riga, Latvia, 1981.
Prize of Latvian Academy of Sciences for Young Scientists, 1989
Algorithms registered at the USSR State Repository of Algorithms and Programs
||Calculation of elastic and thermal properties of transversely isotropic fibers from properties of unidirectional composites (1990)
||Calculation of creep deformations of laminate hybrid composites at constant rate of temperature change (1989)
||Calculation of thermo-elastic stresses and deformations in components of unidirectional hybrid composites (1988)
||Calculation of elastic and thermal properties of unidirectional hybrid composites (1988)
||Numerical inversion of the Laplace transformation using interpolation quadrature formulae (1985)
LANGUAGES: English, Spanish, Russian – fluent; Latvian – conversational level