IT Consultancy company that specialises in providing software development services to financial sector organisations.

Clients

• Credit Agricole, electronic foreign exchange (eFX) trading.
• BNP Paribas, commodity derivatives trading.
• Rokos Capital Management.
• Chicago Mercantile Exchange (CME), Elysian trading platform.
• Royal Bank of Scotland (RBS), Foreign Exchange Options (FXO) trading.

Achievements

• Took ownership and led integration of third-party FX options trading system with existing Credit Agricole single-dealer trading platform. This added FX options to the set of products offered by the bank to private clients in France and expected to increase bank’s profit.
• Developed FX forward deals early termination solution at Credit Agricole. It allowed clients to get more flexibility while trading with the bank by an ability to early realise profit or loss from their positions.
• Participated in transforming existing commodity derivatives platform into cross-asset by adding fixed income products support at BNP Paribas
• Created a solution for interest rate swaps portfolio optimisation at CME. End clients gained a functionality to reduce the number of positions they hold with the exchange and reduce overall transaction costs.
• Made several foreign exchange options products available for trading on RBS single-dealer trading platform. Those products placed the bank on the better competitive position in FX Options market.

Technologies used

• .Net: C#, multithreading, .Net Core, ASP.Net, WinForms.
• Java: core, multithreading.
• C++: STL, multithreading, C++/CLI.
• Web: HTML, CSS, JavaScript, Angular, React.
• Databases: MS SQL Server, Oracle, KDB, MongoDB.
• Middleware: Solace, TIBCO, Oracle Coherence, IBM MQ.
• DevOps: TeamCity, Jenkins, Octopus, JIRA, Git, Perforce, Subversion.

Investment Banking IT division providing services to trading desks worldwide.

Achievements

• Built a Moscow-based development team for the bank’s Credit IT department.
• Created an intraday risk, profit and loss (Risk & PnL) reporting system that allowed traders to see their risk profile immediately, without waiting for the end of the day. This enabled them to make more confident decisions during the trading day.
• Made a few exotic credit products available for trading, which helped the bank to extract profit from very specific client needs.
• Established and managed quality assurance process.

Technologies used

• .Net: C#, multithreading, .Net Remoting, ADO.Net, NHibernate, WinForms, WPF.
• C++: STL, C++/CLI.
• Databases: Oracle.
• Middleware: TIBCO JMS.
• Other: Excel/VBA.
• DevOps: Cruise Control.Net, JIRA, Subversion, CVS.