Ariel Silahian

acve0o@r.postjobfree.com

www.linkedin.com/in/silahian

**** ******** **. #**** ****: +1-786-***-****

Miami, FL E-mail: acve0o@r.postjobfree.com

(33131)

USA

Work Experience

Sep 2015 to current Shefa Capital / Royale Capital Company is an electronic market maker on FX using ultra HFT/low latency systems. Main developer/CTO. I brought my experience in markets, and technical expertise in order to run and improve their existing systems.

I have been designing and developing the low latency applications in a collocated environment, in order to replace their former system (heavy and slow), using suitable programming languages C/C++ (mostly) and C#, primarily for Windows platform.

Multi-threaded development, Algorithmic Trading, Strategy Developer for Arbitrage, Low Latency, High Frequency Trading, Strategies back-testing, Trading platforms development from scratch, FIX protocol

(4.2, 4.3 and 4.4) FAST ITCH/OUTCH

I have improved latency issues and inefficiencies in the code, and keep improving that ever since. Planning to move to FPGA.

Improved risk management system, adding different function on the individual models and overall portfolio.

Designing and testing new models, based on market making and latency arbitrage. Jan 2015 to Sep 2015 Turning Wheel Capital, Inc

Main developer to design, develop and assist in automated trading software (using CQG API) and back office programs.

Automated trading: execute buy/sells orders based on different systems (rules), each system will handle different stop loss, targets. Instruments traded Futures (s&p, crude oil and bonds). All trades are sent to a back office log for later reconciliation. Orders are sent through CQG API, and also grabbing real-time prices. Ariel Silahian

acve0o@r.postjobfree.com

www.linkedin.com/in/silahian

Back office: automatic reconciliation of all broker statements and trades made. Execution analysis and account allocations.

Technologies used: WPF using mvvm model, entity framework, parallel programming, multi threading, database MS SQL Server.

Aug 2014 to Jan 2015 Independent Quant Developer

In this period, I’ve been working as an independent consultant, for the financial industry. Projects involved:

● coding strategies and indicators in Metatrader 4 and Ninjatrader (for equities and forex)

● creating trading platforms to execute automated systems with Interactive Brokers, CQG, Etrade and TD Ameritrade. Real-time processing

● Platform to backtest Equity Options strategies (depending on the system I backtested Credit Spread, Butterflies and Iron Condors). I also had to backtest strategies that need adjustments (leg adjusting)

● Software to import trader’s performance from different brokers (Etrade, Interactive Brokers, etc)

● Software to monitor open positions and give the user the ability to open/close new positions, execute automatically some specified systems, etc.

● As last I’ve been trading a personal small account with my own automated strategies (which mostly sells premium) using equity options.

Technologies used: C#, framework 4.5, Telerik and DevExpress, multi-threading, parallel programming, linq, entity framework, database MS SQL Server, WCF, etc

Dec 2013 to Aug 2014 Horn, Eichenwald Investments Corp Portfolio tracking system, created several reports on this existing system, using Telerik as 3rd party controls. Doing maintenance and adding several functionalities to the system. Technologies used: Winforms VB.NET framework 4.5, Telerik and DevExpress, multi-threading, database MS SQL Server, WCF

Oct 2013 to Feb 2014 (contract) PRI Investment, Inc Backtesting tool to test option strategies, based on stocks and options. The software was created to load all the historical option chains, historical stock price, and create different strategies (cannot disclosed the actual strategy). As results, the software gives several values, list of trades, and charts. Technologies used: WPF C#, Telerik, multi-threading, background workers, parallel processing, database MS SQL Server.

Ariel Silahian

acve0o@r.postjobfree.com

www.linkedin.com/in/silahian

Nov 2012 to Sep 2013 Quint Wellington Redwood

Contract position. Principal/Lead Developer at Quint Wellington Redwood (www.quintgroup.com) Design, develop, test and maintenance of the Quint Information System, an internal and external web based erp/crm system with separate student portal used worldwide by Quint Wellington Redwood. Technologies used:

- ASP.NET / ajax / jquery / MSSQL Server 2008. VS.NET 2010/2012

- DRUPAL and Joomla programming/configuring

Working with developers in different timezone/regions (Amsterdam, Kuala Lumpur, Turkey) Using scrum methodologies to interact with other team members. Technologies used: ASP.NET C#, AJAX, Javascript, jquery, Telerik, database MS SQL Server. CMRs: Drupal, Joomla

(migration to Drupal)

Aug 2011 to Nov 2012 (contract) Ten Talents Asset Management, Inc.

(as Aug/2014 still doing ongoing work on this project ) Principal/Lead Developer

Developing a project to identify “Unusual Option Activities”, scanning the entire option stocks (from CBOE) looking for unusual volume. I was the only team member of this project, and guided by the CEO and CFO of the company. Lots of book read about all this subject (please, see “books read” section below) The program identifies options, which can be automated using different strategies (mostly basic strategies), generating exit strategies and filling buy/sell orders (using Etrade API) Some features of the project:

● Scans the entire market looking for unusual volume (every hour), analyzing the last prices, volume, open int, theoretical price, and all greeks. (all variables calculated with a library created by me)

● Able to generate risk profile charts, using basic or complex strategies.

● Generates different charts:

same options with different expirations and strike price of: volume, open interest, implied volatility, and all greeks (delta, gamma. Etc)

Generates charts of Volatility Smile

Generate charts of Put/Call ratio

● Interactive Option Chain visualization

● Interaction with APIs of google finance, yahoo finance, Etrade

● Parsers to download information from: MorningStar, iVolatility.com, optionetics, CBOE, Google finance, etc. Downloaded data is stored into MS SQL Server. Information downloaded are:

Specific financial data: interest rates, company earning dates, news, tweets, etc Ariel Silahian

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www.linkedin.com/in/silahian

Stock quotes, and other data related to the stock

Option chain, with latest prices, volume and open interest The project was developed with Visual Studio 2010, C# / SQL Server 2008 and using WPF. Now, I’m finishing the MVC version to use it in web and mobile environments.

(screenshots are available upon request)

Technologies used: WPF C#, Telerik, multi-threading, background workers, parallel processing, database MS SQL Server. Websockets, API rest, 3rd party APIs (yahoo, google, Interactive Brokers, TD Ameritrade, etc) May 2010 to Aug 2011 SWI Group

Contract position. Principal Senior Developer

Maintenance and developing tasks of their multiple eCommerce sites: www.worldofwatches.com

www.thewatchery.com

www.ewatches.com

www.checkdowntown.com

Developing and Leading the mobile version of all company’s sites. Desktop Applications (webforms) interfacing (WCF) MS Great Plains, Google API, Amazon API and Buy.com API Technologies used: VB.NET & C#, Winforms and Webforms, classic ASP, WCF, API integration. Ajax, jquery mobile and HTML5.

Jan 2010 to May 2010 3dCart eCommerce

Contract position. Mobile version Project Manager

Tasks: Managing and developing of the mobile version of the company (iPhone, iPad, Android, etc) Migration of modules from ASP 3.0 to VB.NET

Reference: www.3dCart.com

Technologies used: ASP.NET VB.NET, Classic ASP, Ajax, jquery mobile and HTML5. Aug 2005 to Dec 2009 SiS Software Factory

Development Manager/ Lead Developer.

Fulltime position. Company that provides software services to IT companies (Offshore Outsourcing). My mission: manage all projects (thru the project coordinators) and the resources of the company. My goals: keep all projects in budget and finish them with successful. Manage all resource involved in the Ariel Silahian

acve0o@r.postjobfree.com

www.linkedin.com/in/silahian

company.

Highlights: I have designed all operational processes and procedures to: contact clients and handle their requirements, product requirements, design, development, testing and maintenance phases. The company has achieved a great performance after these procedures. See the company at www.sissoftwarefactory.com

Technologies used are: .NET 2003/2005 technologies, AJAX jQuery, etc,, Mobile applications, PHP, Java, etc) Projects that I’ve been involved:

Pepsico: (USA)

Tasks: designed internal web-based tools, intranets, etc. Supporting the marketing department. Duration: 14 months in full time basis

Computize Inc (New York, USA)

Tasks: development of a product, made it with VB.NET in three versions: desktop, web and mobile (using webservices)

Duration: 8 months in full time basis

Axi Services Inc (New York, USA)

Tasks: development and managing client’s needs of company’s services Duration: 1 year in fulltime basis

DevGuru (USA, TN)

Tasks: ASP.NET solutions for their internal applications. Duration: 6 months in a parttime basis.

Aspose (Australia)

Tasks: Product Manager of a live support made it ASP.NET with AJAX Duration: 1 year in a fulltime basis.

Tometa Software Inc (Washington, USA)

Tasks : development of a Task Manager in C# (winforms) Duration: 6 months in fulltime basis

NSB-Group (UK)

Tasks: development of a Web Content Management in VB6. Customization and maintenance of an e-Commerce project. (ASP.NET & MS SQL Server)

Duration: 1 year in fulltime basis

Digital Spectrum (Utah, USA)

Tasks: VB6 development: dll’s, Activex, special process, etc. Duration: 6 months in a parttime basis

NYC Government (NY, USA)

Ariel Silahian

acve0o@r.postjobfree.com

www.linkedin.com/in/silahian

Tasks: development an application to social assistance. (VB6 – SQL Server 2000). Duration: 1 year in a fulltime basis

SEDSA SA (Mexico)

Tasks: Project Leader. Pocket PC mobile application; made it with Compact Framework C# and SQL Server CE. I had 3 developers and a web designer in my charge.

PointMarketing (CA, USA)

Company, dedicated to electronic marketing.

Tasks: Project Manager. Web Application development; made it with C# and SQL Server 2000. I had 3 developers and a web designer in my charge.

References are available

Oct 2004 to Jul 2005 (consulting) Jaxara (www.jaxara.com) US company that dedicated to web applications development QA Leader. In charge of all procedures of QA. Managing a team of QA, and making new process of quality assurance.

Nov 2003 to Oct 2004 (consulting) Visa Argentina

Occupied position: Senior Programmer.

Project Leader. Application to allow associated banks to print credit card statements over the web. It was made it in VB6 & SQL Server 7 as backend and Java as frontend. This project was made it with a Java developer. May 2002 to Oct 2003 Everis

International IT Consulting firm.

Occupied position: Team Leader

Development (Software Factory) of a web application in ASP.NET & VB.NET and SQL Server 2000 as backend. 3–tier architecture. The application was for a Mexican Bank (BANORTE). All programming source code was audited by Microsoft Mexico.

Jan 2001 to May 2002 Leviminond Consulting

Ariel Silahian

acve0o@r.postjobfree.com

www.linkedin.com/in/silahian

Important local IT Consulting firm.

Occupied position: Team Leader/Main Senior Developer. Web Project for US company, working as Senior Programming in ASP – MS SQL Server 2000 – COM+ - XML, Flash MX

Project for the public mail company “Correo Argentino”, working as Senior Programming Analyst in different applications. Made it in VB6 (3 tier) and MSSQL Server 7 Development for a very important Bank (Santander) an application in C# and Oracle 8i as backend. 3–tier architecture. The application was a Management of Decisions Tree. I had 3 developers in my charge. The project had many recognitions from the central branch (in Spain) Jun 2000 to Jan 2001 (parttime) La Reciproca

Social Services Provider

Occupied position: Senior Programmer.

Involved in design, coding, and testing of an Administrative application to manage Social Works services: monthly budgets, dues reminders, investments, accounting, invoices, etc. Developed in Visual Basic 6 and SQL Server 7 (3 tier).

Development of Affiliates Management: management of affiliation of partners, services assigned to affiliates, accounts, etc. Developed in VB6 and SQL Server 7.

Migration of VB & SQL Server7 system to VB.NET - ADO.NET - SQL Server 2000, WebServices with C# & XML

(business tier).

Jul 2000 to Jan 2001 (parttime) Sepeco SA

Company dedicated to provide computer services to Oil Companies. Occupied position: Senior Programmer. Team Leader

Development of SCADA systems for the Oil Industry: System that interact with micro controllers to control and measure oil wells. Developed in Visual Basic 6 and SQL-Server 7 / Access / Oracle 7. Jan 1999 to Jun 2000 Bank of America

Occupied position: Semi Senior Programmer.

Development of Inventories system: inventories control taken with portable data collectors (with code bars). Developed in VB6 and MS Access.

Ariel Silahian

acve0o@r.postjobfree.com

www.linkedin.com/in/silahian

Feb 1998 to Jan 1999 Sistemas Esco S.R.L

Development of “Mutual Funds Portfolio Management” system. Occupied position: Semi Senior Programmer.

Development and maintenance of the system developed in VB 5, with architecture of 3 layers and SQL-Server 6.5 Migrations of system similar in Common FOX-DOS & DBFs databases to the system of VB 5 & SQL Server 6.5. SQL-Server 6.5 Administrator

Jan 1997 to Feb 1998 As Independent Contractor

Access Control system for Buenos Aires customs: access control of each door thru magnetic cards, chip readers, proximity detectors and mass detectors (to detect automobiles), in which the access by different sectors was restricted according to its category and access permissions. Developed in VB4 and SQL Server. Project Leader, in charge of two programmers. Access Control for an important commercial fair in Salta, Argentina: access control of each visitor, doors and access controlled by magnetic card readers, control of inside / outside status, amount of access by each door, etc. Developed in VB4 and MS Access. Project Leader, in charge of two programmers.

System of commercial management, developed for a delivery agency: administration of the value / hour of each employer. Developed in VB4 and MS Access.

System of checks management, developed for a private financial organization: made it in VB4 and MS Access. Project Leader, in charge of a programmer.

System of commercial management for wholesaler: made it in VB4 and SQL Server. System of administrative management for wholesaler of automotive parts: made it in VB4 and MS Access. Vaccination System made it for the Tornu public hospital: management of patients clinical histories, indicating in each case the pending vaccines and when must to have the next appointments, administration and stock of vaccines. Made it in VB4 and MS Access. Project Leader, in charge of a two programmer.

Jan 1996 to Jan 1997 Dielmar LTDA

Development and maintenance of Financial Management System. Developed in CLIPPER 5.0

Handling of portfolios, pursuit of clients, money buys and sales, Investments, etc. Migration of the CLIPPER system to Visual BASIC 3 with Access database. Sep 1992 to Sep 1995 Birmingham

As Jr. Developer in the IT department.

Development of Commercial Management System. Made in CLIPPER 5.0 Complete management of Stock; Current Invoicing, Clients, Accounts, Suppliers, Banks. Ariel Silahian

acve0o@r.postjobfree.com

www.linkedin.com/in/silahian

This system was installed seven clients, with its respective modifications for each one of them Education

Systems Engineering

Universidad de Belgrano (1998 – 2003) (still pending) Electronic Technician (with Telecommunication orientation) High School: Instituto Luis A. Huergo (1987 - 1994) Languages

Spanish: natural language

English: second language

Seminars

Universidad de Belgrano: Marketing for IT people.

Microsoft TechNet Briefing: .NET Technologies

Microsoft Hands On Visual Studio.Net: .NET Technologies Latest Books read

Lateral Thinking: Creativity Step by Step

by Edward De Bono

How The Mighty Fall: And Why Some Companies Never Give In by Jim Collins

Technical Analysis: The Complete Resource for Financial Market Technicians, (2nd Edition) by Charles D. Kirkpatrick II, Julie R. Dahlquist

The Complete Guide to Option Pricing Formulas

by Espen Gaarder Haug

Ariel Silahian

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www.linkedin.com/in/silahian

Technical Analysis & Options Strategies

by Kenneth H. Shaleen

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