Avatar of Andrey Rodin

Andrey Rodin

Quantitative Developer

Contacts
E-Mailme@rodin.live
Phone+44 77 7024 5717
LinkedInlinkedin.com/in/rodin-live
Websiterodin.live/en
LocationLondon, United Kingdom
Summary

I am a highly accomplished quantitative developer with extensive expertise across diverse asset classes and cutting-edge technologies. I possess a comprehensive educational background in Computer Science, Finance, and Financial Engineering. I am looking for a new position that aligns with my skills and aspirations.

Objective

My objective is to secure a role that serves as a bridge between traders, researchers or quantitative analysts and technology teams, enabling me to leverage skills on both fronts. Drawing inspiration from the business side, I am dedicated to implementing innovative solutions using modern technologies that are high-performing, flexible, and easily maintainable. I am seeking a position with the following attributes:

Skills
Experience
2023
2022
MUFGUK
Quantitative Developer, Contractor

Worked on Fundamental Review of the Trading Book Internal Model Approach (FRTB IMA) project for Regulatory Risk department. My main focus was on Profit and Loss Attribution (PLA) reports, making sure they are provided across the whole bank portfolio in a timely and correct fashion.

2022
2011
Aventoo LimitedUK
Software Engineer, Director

As a personal service IT consultancy company, I have been offering software engineering services to various clients within the financial sector through short-term and mid-term contracts.

Clients

Achievements

  • Took ownership and led integration of external 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 be more flexible while trading with the bank by early realising 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 overall transaction costs.
  • Made several exotic foreign exchange options products available for trading on RBS single-dealer platform. Those products placed the bank on the better competitive position in FX Options market.
2010
2007
Deutsche BankRussia
Lead Software Developer, Assistant Vice President

Worked for Investment Banking IT division, Credit IT department, which provided services to trading desks globally.

Achievements

  • 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 the desk to make more confident decisions during the trading day.
  • Made an asset swap and an equity variance swap available for trading by creating an exotic derivatives pricing system, which helped the bank to extract profit from very specific client needs.
  • Built and led an offshore development team based in Moscow, Russia.
2007
2005
SobinbankRussia
C# Developer in a retail and corporate bank
2005
2002
Desnol SoftRussia
C++/C# Developer in an outsourcing company, part-time
Qualifications
Now
2023
CQF InstituteUK
At the final stage of the Certificate in Quantitative Finance (CQF) Program. Graduation is anticipated in April 2024.
2023C++ Institute
C++ Certified Professional Programmer (CPP).
2022Python Institute
Certified Associate in Python Programming (PCAP).
2010
2008
CFA InstituteUSA
Passed all three levels of the Chartered Financial Analyst (CFA) Program, may be eligible for the CFA charter.
2006Sun Microsystems
Sun Certified Java Programmer (SCJP 5).
2005Microsoft
Microsoft Certified Solutions Developer (MCSD.Net).
2005
1999
Ryazan State Radio Engineering AcademyRussia
Bachelor’s degree in Computer Science (equivalent).
Hobbies