Ivan V.

Back End Developer

690 dollar
Freelancer
10 years
London, UNITED KINGDOM

My experience

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Bloomberg LPJune 2020 - Present

Member of the FXGO team. Microservice-oriented ecosystem, with a mixture of C++
11/14 and Python 3.7 applications/libraries. The responsibilities ranged from UI to database, internal projects to client facing, support and more.
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Morgan StanleyJune 2019 - Present

https://github.com/ettoremaiorana/resampling-and-simulation-methods-for- trading/

Exchange traded products market making. Main focus was the enhancement, refactoring and speed-up of the barrier derivatives knock out monitoring.
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Trading-ciJanuary 2019 - June 2020

Validation framework that aims to give statistical confidence, flag up overfitting and measure robustness of the results coming out of a trading algorithm's backtesting results. The code is a mix of C++ and Python.

The list of features includes:
Static analysis which resamples daily returns.
Dynamic analysis which generates new noisy data to backtest against
Bonferroni adjustment
Walk-forward simulation
Cross-validation

A small code sample can be found here:
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BNP ParibasFebruary 2019 - May 2019

Interest rates derivatives market making. Speed up of the integration of the C++
numeric library within the Java application. Also, creation of a the Isin-code lookup micro service.

1/3
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UBSJanuary 2017 - January 2019

Pricing and execution of FX spot, forwards, swaps and non-deliverable forwards.
The highlight has been the development of the benchmarking framework which was able to simulate any type of system load, for both market data and trades/rfqs flow.
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Morgan StanleyNovember 2015 - June 2017

Interest rates derivatives end of day PnL and risk calculation through the legacy application called Ripple.
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Royal bank of CanadaApril 2013 - July 2014

Equity end of day PnL and Var calculation.
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Inspired gamingFebruary 2012 - April 2014

Java web application to distribute player data to various gaming shops.
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Skill softwareJanuary 2010 - July 2011

Java back-end gaming engine. Monte-carlo simulation, probability, payment distribution.

STRENGTHS # Benchmarking # Low latency # Networking # System tuning
# JVM internals # Compiler optimization

My stack

Frameworks

Node.js

Software testing

Static testing, Performance testing

Languages

JavaScript, POO, R Language, Python, Java, C++, C/C++

Technologies

Machine Learning

My education and trainings

- - Certifications

Mathematics - University of Rome2006 - 2013