Начальник IT-департамента

• Elevated to Global Senior Architect for Equities Cash Technology in July 2023, shaping major technology strategies and architectural frameworks.
• Established the SDLC process for the division and championed educational series for Agile transformation and code quality.
• Facilitated a 'shift left' in automation, cutting project timelines and defects in the QA cycle, and solidifying the test strategy and plan.
• Collaborated with senior management to delineate the future state of the platform, focusing on advancements for the LLDMA and DMA offerings.
• Coordinated with the Infrastructure team to define an effective playbook for the procurement and installation of software.
• Partnered with the Network team to bolster network stability and reduce latency for cross-country trading, achieving a 45ms reduction for Japan’s offshore trading in Australia.
• Redesigned the HFT Risk Engine to reduce latency by 30 microseconds, allowing risk checks within 2 microseconds.
• Transitioned all teams to an enterprise-grade CI/CD pipeline, minimizing support efforts for development teams.
• Delivered the Japan CBOE migration, alphanumeric changes, and implemented the One Execution solution for HKSE, China Connect, and Malaysian markets with 0 issues in production.
• Established UI/UX standards across both HT and LT systems.
• Designed a solution for the Reconciliation engine and conducted a thorough review of recoverability across the technology stack, identifying numerous improvements slated for prioritization in 2024.
• Enhanced latency for risk checks in the HT flow by transitioning persistence operations from synchronous to asynchronous methods.
• Lead the APAC Equities Electronic Execution team of over 40 developers in disciplines such as Client Connectivity, Risk Management, Algorithmic Trading, Market Connectivity, Middle Office, and QA Automation.
• Oversaw the retirement of the AUSDMA legacy platform and its transition to the proprietary One Execution platform, leading to cost reductions and technological improvements, enabling the LLDMA product for the Australian market.

• Managed 29 venues, sponsor access, DSA, and DMA flows, and oversaw major exchange upgrades.
• Led the development of new products, maintaining and expanding connectivity solutions for clients.
• Managed and developed a regional team of 18-20, fostering career growth within the bank.
• Served as a permanent member of the Senior Management and Leadership group in Singapore.
• Transitioned to Senior Architect, overseeing ETT Platform technical processes.
• Implemented a Global Kill Switch and led learning initiatives for containerization.
• As Global Head of Automation and Tools, improved processes and tools for support and development teams.
• Build a service that executes complex scenarios in production as well as provides self-services to Business to modify parameters of EE platform with full governance and audit.

• Designed and developed a platform for Risk Management, Valuation, Pricing, and Booking.
• Implemented SSLV model for exotic option valuations and developed Volatility Surface management.
• Led the development of the SKY Platform, expanding the team from 4 to 16 members.
• Delivered new web-based FX Options & Rates Pricer, Trade Blotter, and Live Risk screen.
• Redesigned market data services to improve stability and reduce production issues.

• Managed and built maintenance process of an in-house developed application for FX Options Pricing and Booking within the bank across the globe (~800 users).
• Delivered Strip Wizard that enables users to efficiently create strips of option/option combinations and helped to grow revenue.
• Improved stability and robustness of the application core by
o Re-engineering Pricer module to help reducing memory consumption by a single-opened pricer sheet;
o Re-engineering “Request for Quote” workflow to support 600 unique quotes per day with 1.5K as upper limit
• Delivered a solution that allows Pricing of Options against EOD Market
• Built Task Bar Launcher for Risk, Pricing, Trade Blotter and Volatility Management tool that supports single sign on and provides underlying mechanism for caching and distributing common data (e.g. market and static data, config set etc).

• Designed, developed and delivered solution replaces the legacy forward price process based on external yield curves and spots data with a new server-side process based on internal yield curve provider and MerrillFX spots that allows greater control (audit/login and error monitoring), security, quality and performance over the forward price calculation process.
• Added support other than linear interpolation algorithms for broken dates which are target of forward price calculation.
• Added support of primary, secondary and reference curves per currency to improve the process of forward price generation.

• Worked on standardisation and globalisation rates sources. Delivered stable and scalable platform for market fair price and Rate curves distribution for the FX Derivatives and FX Forwards business areas. Developed solution replaces the current intraday spreadsheet process
with a new server based process that provides greater control (audit/logging, security and error monitoring) over the intraday and primary live curve generation process. System supports vanilla, currency basis, treasure and some other internal types of curve.
• Delivered the 'next generation' market data distribution for Risk Management System - that delivers one of the key strategic objectives of the group: retires old products to end up with less products in the architecture.
• Organized and supported migration of clients to strategic, scalable, stable market data delivery
platform.
• Designed and developed guaranteed delivery of FX vols to the clients. This is a class library – an adaptor component obtaining data from JMS channel. It converts received data to internal data transfer object with some additional info (e.g. missing tenors, holiday info). It went into production with no issues in the end of 2008
• Delivered architecture, design, test plans and parts of implementation of Java API to volatility surface server. Done performance analysis to determine number of point that can be supported for clients. Delivered and developed test tool for API functionality (e.g. quote interpolation for extra tenors and deltas)

• Conducted practice classes for the course "Introduction to Object-Oriented Programming Using C++" at Physics department
• Delivered lectures and practice classes for the course "Introduction to software development" at Physics department

• Delivered architecture, design and parts of implementation of a software system for data acquisition and demultiplexing to the clients for telemechanic systems. This is a windows application able to obtain data from different sources (text file, pipe and SQL DB have been supported by the delivery date), handles them to binary protocol and demultiplexes to the subscribed clients on update. One of the requirements was to provide communication with
clients via named pipe (IPC), and the developed server should allow interaction with about 100 clients and should not load CPU more than 20% while working; the maximum peak load should not be more than 40%
• Delivered architecture, design and parts of implementation of a software system of high performance data acquisition for hydro-power plant industrial automation. It is a windows
application – a bridge, providing hydro-power units state information from a central receiver and transmitter station (CRTS) to a control device that supports efficiency of the overall system in the exceptional or abnormal case. Developed application is executed on industrial
computer (Windows XP Embedded + an application of efficiency control (ECA)) and consists of two threads, first one is to receive data via network from CRTS, the second is to share received data to the ECA. One of the requirements was to ensure the CPU is not more than 10%; the maximum peak load is not more than 40%
• Designed, developed and maintained automation systems to be used by the development and test teams. Thereto was selected and adopted Unit and Functional Test technique (for each programming language) and integrated to IDE and source control system
• Developed the software solution that supports alarm display configuration and data storage in SQL DB. This is a .NET application which supported concurrent (group) configuration with conflict (user-friendly) resolution interface
• Delivered architecture, designed and developed Web-based configuration application for industrial controllers. Apache http server was ported to the real time UNIX-like OS which is
installed on controllers to allow device configuration via web. Due to specific hardware and OS application was developed in pure JavaScript using Ajax technique and framework
• Developed the software solution that supports high performance working for power plant automation alarm display, written in native C++ using STL library, to be applied in and as .NET ActiveX component. Developed ActiveX component is used in power plant HMI (part of automation industrial control system) and therefore most valuable development requirement was high performance working that means unimpeded power plant control from operator HMI in the case of large alarm messages stream (~3000 per second)
• Developed the middle-ware software solution for parallel execution of programs for redundant reliable hardware, written in computer aided design graphical programming languages
• Customized hardware equipments and deployed software solutions shipped by company on 6 power units (Novosibirskaya TEC #5 unit #6 for instance)
• Developed test programs and test tools for hardware devices. Programs were written in C for RT UNIX-like OS
• Provided technical support, was responsible to respond on incoming queries from company customers and communication system developers on daily basis