Experience

03/2006 - present: Barclays Capital [United Kingdom] - Consultant - software developer

Barclays Capital is a leader in Ecommerce solutions with a balance sheet of over £924 billion.

• Functionality, stability and performance improvements in algorithmic trading and exchange connectivity components of the proprietary trading platform (XTP). Front office support, including solving live trading issues
• Development of core server component for algorithmic trading (C++) – processing new orders and amendments, coming from the central trading platform, and dispatching them to individual algorithms, processing status updates and execution management. Main goals – stability, performance (more than 10 fold improvement overall with much higher results for specific operations), support for new classes of assets (futures, calendar spreads, options)
• Trading algorithms (C#) – implementation of different trading algorithms (VWAP, Spread, Iceberg, Stop). Enhancements to common functionality, as well as specific feature implementation
• Trading GUIs (C#) – order capture for regular traders and specific needs for advanced client-facing trading desks, including FIX-delivered orders, automatic execution, manual intervention, baskets etc.
• Liaising with traders and other business-side colleagues for requirements gathering, definition and implementation
• Market Data (Reuters, Wombat, internal) – implementation of different price handling components, dealing with multiple issues, such as auction detection for different markets, processing of high volume of price updates in real time, market depth extraction, changes in underlying format, dealing with incorrect data
• Business: equities, FX, static data, futures, algorithmic trading, Reuters, Wombat, FIX
• Technologies: C++ (VC++ 7.1, VS.NET 2003), C#, MS SQL, Oracle, XML

03/2005 - 03/2006: Rule Financial Ltd. [United Kingdom] - Technical consultant

Rule Financial provides project management and development services to financial organizations.

• Deutsche Bank - Autobahn project - creation of an interface between a derivatives/FI trading platform and Excel. The purpose of the project is to provide traders with high performing and easy to use API to do their own simple development.
• The solution is based on a multi-threaded data loader module, implemented in VC++ using Boost libraries, XLL API and Excel COM+ automation for callback infrastructure.
• Technologies: VS.NET 2003 (C++), Boost, multi-threading, Excel VBA, Excel add-ins.

• Beauchamp Financial Technology Ltd. (software house for hedge funds) - development of a parser for different versions of FIX protocol, as well as a configuration tool for FIX connectivity of the company's new TradeManager product.
• Design and development of a prototype for .NET API to TDP (Trading Platform System)
• Technologies: MS VC++, .NET C#, FIX 4.0-4.4, XML, Oracle, PL/SQL, Borland C++ Builder

03/2004 - 03/2005: FIS Software Ltd. [United Kingdom] - Senior software developer

FIS is a leading financial software development company. ALIS is FIS' all-in-one solution which manages the entire policy administration lifecycle of all life insurance, pensions and investment products.

• Development of the pensions and investments administration version of ALIS for Fidelity, individual risk and investment version for Capital Alliance (SA).
• Design and implementation of new business processes, bug fixing and support for existing modules.
• Introduction of new technologies and approaches into the project, as well as fixing some long outstanding major problems in crucial places in the code.
• Development of the existing MQ infrastructure. Introduction of configurable log4j-like logging into the system.
• Dealing with Unix build environment, porting code between Unix and Windows platforms, stability and quality of the Unix port.
• Delivery of lectures, training and help documents in the fields of my expertise to the colleagues.
• Tools used: Visual C++, GCC, Unix (Solaris), Perl, IBM MQSeries, Oracle, MS SQL, COM+.

09/2000 - 02/2004: Ministry of Finance [Israel] - Senior software developer

Conducting software development in the e-Government Internet security team.

• Full development life cycle involvement, supervising a team of 1-2 junior developers.
• Development of a framework for incident tracking and intrusion detection, with data mining abilities and abuse mail system (Java/Perl/PHP), with multi-lingual interface and heavy usage of XML/XSLT. Handling of very large database of processed log data (more than 50G per year) in Oracle and then in MS SQL.
• Specification and design of the e-Government project for on-line forms server, which should give the citizens an opportunity to fill various official forms via Internet.
• Development of a highly scalable web site for the municipal elections results (C# and Office/OWC API).
• Development of a highly secure web site for the US government loan guarantees on-line auction (ASP/MS SQL).
• Development of an internal web interface to a local paging services provider. Written in mod_perl 2.0 + CGI.pm, utilizing UTF-8.
• Review and hardening of web sites from the security point of view.
• Complex administration tasks - installation of databases (Unix/Windows), Apache and IIS HTTP servers, Tomcat servlets engine, mail servers etc. Administeration of MS SQL, MySQL, PostreSQL.
• Development of mail filters and system scripts in Perl.
• Design and implementation an application for prevention of mail bombing in C++ for Sendmail (MILTER API). The filter handles tens of thousands e-mails per day.
• Implementation of other applications for internal usage: data parsing and analysis (Java/Perl/C++/SQL), management console for event logging and control of a large computer farm (Java/J2EE) with multi-lingual interface.

09/2001 - 09/2003: The Hebrew University [Israel] - Consultant and Software developer

Phase 2 of the BioGIS project (see below).

• Technology evaluation and general design. Development of the new system using Java servlets on Tomcat, XML/XSLT, ArcIMS 4.x and ArcSDE, with emphasis on security, functionality, extensibility, multi-lingual support.
• Development of the PhotoGIS site (Apache/PHP/MS SQL/ArcIMS 4.x/ArcSDE) - web access to the HUJI photo archive with GIS functionality, with a back-end application for data entry.
• System and database setups, including Windows 2000, Apache HTTP server, Tomcat servlet engine, MS SQL server.

04/2000 - 08/2000: EZFace Ltd. [Israel] - Senior Unix Administrator and Software Consultant

Creation of the first version of the company's web site, company's IT infrastructure locally and remotely, system design and setup tasks.

• Linux servers administration, including Apache installations, configurations and tuning, QMail, SSH, PHP, MySQL - configuration, administration etc. Development of necessary Perl/shell system scripts and mail filters.
• Resolving hosting issues with US-based providers - troubleshooting, remote installations, configuration and administration of web servers.
• Recruiting new employees for the company - including interviews and practical tests.

09/1998 - 09/2000: The Hebrew University [Israel] - Software developer

Development of BioGIS - GIS-based web project. Project's goal was to provide an easy access to numerous bio-diversity data sets, assembled by university's and external researches.

• Development of the site in PHP, utilizing HTML/DHTML/CSS, MS SQL server as the database back-end.
• Customization of the GIS viewer, implemented as a Java applet.
• Development and modification of Avenue scripts for the ArcView IMS server.

01/1998 - 08/1998: Prudence Software Ltd. [Israel] - Software developer

Development and support of a large software project written in Visual C++ in the field of electro-simulation tools (electron gun calculations, laser scattering etc.)

• Performance and memory utilization improvement of the central mesh building algorithm by applying a more suitable numerical method for LU decomposition.
• Development of the existing end-user interface (MS VC++, MFC) and its interconnections with other parts of the software.

Education

• 2000 - 2003: The Hebrew University of Jerusalem - M.Sc. in Computer Science
• 1997 - 2000: The Hebrew University of Jerusalem - B.Sc. in Computer Science (major) with Mathematics (minor)
• 2005: Rule Financial - Calypso - API and development
• 2004: FastPath - IBM MQSeries users course, IBM MQSeries administrators course

Personal

• Fast learner, work well both in a team and independently
• Self-started
• Strong debugging skills, strong problem solving skills
• Languages: English, Russian, Hebrew
• Hobbies and interests: History and general reading, bicycles, swimming

Recommendations

Provided on request