Data Software Engineer

ANATOLIY D. RIKUN

** ********* ****, ******, ** *6518

203-***-**** (m), **************@*****.***

Qualifications Summary

Quantitative Analyst (Ph.D. in Operations Research) with solid experience

in the areas of predictive modeling, optimization, statistical analysis,

and software development. Actively applied existing and designed new data

analysis and optimization models and algorithms from the areas of linear,

nonlinear and logistic regression, forecasting, principal components, data

mining, cluster analysis, decision trees, linear and nonlinear

optimization, and other in solving economical, insurance and technical

problems. Proven algorithm design and problem solving skills, self-reliant

and innovative, takes the initiative to meet clients' needs and deliver

high-quality results.

Computer Languages/Applications

Java, SAS, Perl, C/C++, Excel VBA, R/S+, Angoss KS, MATLAB, SQL, Access,

CPLEX, OPL.

Professional Experience

________________________________________________________________

BMC Software, Predict Group, Waltham, MA

Quantitative Analyst/Staff Product Developer/Contractor, 1998 - 2007, 2010

- current (Java, C\C++, Excel, SAS, MATLAB, SQL)

Designed and developed new models and algorithms for Predictive Modeling

Group in the areas of Data Analysis, Optimization, Queuing Modeling, Monte

Carlo Simulation, and Numerical Methods. The Predict components of the BMC

product lines are responsible for evaluating reliability of computer

systems performance and capacity planning (What If Analysis). Our product

is used by many of the Fortune 500 and my work had a direct impact on

improving the scalability, accuracy, and performance of the "Predict"

components.

. Designed new algorithms and implemented prototype for optimal

deployment and re-balancing in Cloud Computing. Participated in the

development of a new decision support feature in Predict. As part of this

project, designed and implemented a new lexicographical optimization

algorithm to evaluate the achievable area in M/M/m queuing systems which is

on the order of magnitude (~2n/n2) more scalable and faster than its

predecessor.

. Headed numerous data analysis projects related to data compression,

forecasting, outliers detection, risk evaluation, multi-criteria

optimization, and data mining. Heavily utilized linear and non-linear

regression, principal components, time series analysis, risk evaluation,

maximum entropy principle, cluster analysis, and other statistical

techniques. Introduced and implemented a new probabilistic model for VMware

technology. Employing a nonlinear regression model, designed and

implemented the hardware performance feature that allows evaluating

performance in cases with missing data. This tool addresses important and

sensitive issues for BMC customers.

. Conducted experiments, made numerous contributions to perfect the

numerical stability and scalability of the product. Thus, my implementation

of the algorithm to model SUN Resource Manager proves to be much more

scalable and compact and than the previous one. Developed a regression

testing tool and helped QA team in a few releases.

________________________________________________________________

RBS, Risk IT group, Stamford, CT,

Data Analyst (Consultant), 2009 - 2010 (Perl, Excel VBA, SQL)

Participated in a few Risk IT group' projects. Implemented a program which

uses Bloomberg data to evaluate some securities lowest original ratings by

SP, Fitch, and Moody. Developed a few scripts which checked the data feeds.

In the other projects my script update the DB each time when the content on

a specific web site is changed.

________________________________________________________________

Full Capture Solutions (FCS), Hartford, CT.

Data Analyst (Contractor), 2009 - 2009 (SAS, Angoss KS, Excel)

Full Capture Solutions provides advanced analytics and data mining software

services to the insurance industry. This technology allows using both

structured and unstructured claim related data to improve customer decision

making, related to subrogation opportunities, fraud detection, and others.

I participate in the production and reporting support as well as in the

research and development processes to improve the FCS product.

________________________________________________________________

Symphony Marketing Solutions (SMS), Southport, CT.

Analyst (Contractor), 2008-2008 (SAS, Excel)

Worked on Marketing Mix Modeling for a major pharmaceutical client. Used

different SAS tools (procedures like reg, pls, mixed, logistic and other)

to prepare and clean data, create accurate prediction models, analyze the

results, and evaluate relative impact from different highly multi-collinear

marketing drivers on the product sales. Made significant contribution in

the technical part of the process of winning a new long-term contract from

a major customer. Participated in the optimization and web analytics

projects.

________________________________________________________________

Investment Technology Group Inc., (ITG), Financial Engineering Department,

Boston, MA.

Researcher, 2007- 2008 (Perl, Excel, Java, C++)

Projects related to the support and development of different aspects of the

ITG's agency cost estimator (ACE) - one of the most powerful pre-trade

analysis tools in risk management and transaction cost optimization.

. Improved robustness and flexibility of the production process of the

monthly generated intraday distributions of the costs, volatility, and

spreads metrics. Improved data cleaning processes. Streamlined the process

of handling certain complex nuances including changes in trading hours.

Improved implementation of the statistical classification algorithm

(discretionary vs. non-discretionary trades).

. Contributed to the improvement of the ACE optimizer. Suggested a

modification for ITG portfolio optimization algorithm to resolve a

convergence problem. Compared Analytics from the Reuters and Comstock data

sources, and investigated sources of the discrepancies. Suggested a new

approach in estimating the cost improvement parameters and implemented

modifications to the existing regression model.

________________________________________________________________

Parametric Technology Corporation, Geometry Department, Waltham, MA

Software Engineer, 1995 - 1998 (C, Unix shell)

Designed, developed, and implemented algorithms from the area of

Computational Geometry, Numerical Methods, and Optimization used in 3-D

Modeling CAD/CAM design software.

. Designed and coded new optimization algorithms for harness analysis.

Created more efficient implementation for collision detection and mold

opening operations.

. Improved robustness of the code for surface-to-surface, curve-to-

surface, and ray-to-surface intersection functions. Implemented or improved

shell analysis, threads modeling, loop filling, clearance-interference,

finding minimal distance, absolute accuracy and other features.

Publications

Papers and conferences presentations in predictive modeling, operations

research, optimization, and data analysis. Obtained new results on

uniqueness in non-convex optimization, which are very useful in non-linear

regression and maximum-likelihood methods; the results were published by

American Mathematical Society and highly valued by experts like Prof. H.

Kuhn (Princeton U.) and Prof. H. Scarf (Yale U.).

Professional Affiliations

Institute for Operations Research and Management Sciences (INFORMS).

Education

Ph.D. Applied Mathematics (Operations Research), USSR Academy of

Science Computer Center (VC).

M.S. Applied Mathematics (Numerical Methods), Summa cum Laude,

Azerbaijan Industrial University.

Some Professional Development Courses

Agile Development with Scrum, 2006, Protech.

ITIL Foundation and Certification, 2006, Examination Institute for

Information Science.

Excel for Power Users. BMC training, 2004.

Object-Oriented Programming in Java, 2001, Durasoft Inc.

Object-Oriented Programming with C++, 2000, BMC class.

Society of Actuaries: had passed exams 100, 110, 120 in math, statistics,

and time series modeling.

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