Project Manager Software

OLEKSANDR ROMANKO

** ******** **., # ****

Toronto, ON, M6P 2M4, Canada

Tel: 416-***-**** (work), 416-***-**** (cell)

E-mail: *******@********.**, *******@*******.**

Web: http://www.romanko.ca

AREAS OF INTEREST

Optimization, operations research, data mining, mathematical modeling, optimization in

finance, portfolio and risk management, algorithms, software development, high-performance

computing

HIGHLIGHTS OF QUALIFICATIONS

. Wide expertise in optimization, operations research and data mining

. Advanced training in economics, optimization methods in finance, economics and risk

management, financial modeling and portfolio management

. Proficiency in mathematical modeling, algorithms and software

. Extensive programming skills and experience in mathematical software development

. Knowledge of system architectures and operating systems, system administration

experience

. Fluency in a number of languages including English and Russian, proficiency in

technical writing

. Ability to meet deadlines, to work independently and in a team, good communication

skills

EDUCATION

Ph.D. in Computer Science

20042010

Advanced Optimization Laboratory, Department of Computing and Software,

McMaster University, Hamilton, ON, Canada

Ph.D. Project: Multiobjective and Parametric Optimization with Applications in Finance

Supervisors: Tamas Terlaky (Lehigh University) and Antoine Deza (McMaster University)

Master of Science in Computer Science

2002 2004

Advanced Optimization Laboratory, Department of Computing and Software,

McMaster University, Hamilton, ON, Canada

M.Sc. Thesis: Quadratic and Parametric Quadratic Optimization

Supervisor: Tamas Terlaky, Canada Research Chair in Optimization

Master of Arts in Economics

20002002

Center for Economic Research and Graduate Education (CERGE) / University of

the State of New York graduate program, Charles University, Prague, Czech Republic

Bachelor of Science in Systems Engineering, with distinction

19931998

Sumy State University, Sumy, Ukraine

B.Sc. Thesis: Microprocessor Control System of the Electronic Microscope PEM-125K

WORK EXPERIENCE

MITACS Industrial Postdoctoral Research Fellow2010present

-McMaster University, Hamilton, ON, Canada

Algorithmics Inc., an IBM Company, Toronto, ON, Canada

. Conduct research on risk management and financial optimization

. Develop and implement risk management, portfolio optimization and portfolio replication

models

. Lecturer for the course Continuous Optimization Algorithms at McMaster University

Intern, Quantitative Research Group

20082009

-Algorithmics Inc., Toronto, ON, Canada

. Conducted research on credit risk optimization and portfolio replication

. Developed, implemented and tested risk management and portfolio optimization models

CTO, Project Manager

(part-time) 2005presentCreatif Solutions, Hamilton, ON, Canada

. Manage and participate in scientific software development projects

. Provide IT-consulting services for local businesses

. Lead and manage IT-support projects

Senior Computer Systems Analyst

(part-time) 20042010Tetraplex Limited, Hamilton, ON, Canada

. Administered mail/web/backup/hosting/collaboration servers for a number of industrial

clients

. Managed and supported application development projects

. Provided network design and deployment services

Research Assistant20032008

Advanced Optimization Laboratory, McMaster University, Hamilton, ON, Canada

. Designed, developed and tested optimization software packages (SeDuMi and McIPM)

. Managed hardware and software infrastructure for solving optimization problems remotely

via Internet (CaNEOS Server for Optimization)

. Administered and maintained high-performance computational servers, workstations, PCs

and all other equipment at the Advanced Optimization Laboratory

Teaching Assistant20022009Department of Computing and Software, McMaster University, Hamilton, ON, Canada

. Design and Implementation of C Programs course for 2nd year computer science students

(160 students class)

. Continuous Optimization Algorithms course for 4th year computer science, software

engineering and management students (delivered five times, 90 students per class

)

Research Assistant20012002

Center for Economic Research and Graduate Education, Prague, Czech Republic

. Designed and developed computer-based experimental economics projects with subjects

interacting with each other in real time using a network of PCs

. Conducted research in e-commerce

System Administrator, Programmer19982000Industrial Company Kvalitet, Sumy, Ukraine

. Managed computer equipment and administered a local area network

. Installed and maintained office hardware/software

. Performed various programming and technical tasks

AWARDS AND HONOURS

. MITACS Industrial Postdoctoral Fellowship, McMaster University, Hamilton, ON 2010

. Second Place at MITACS Poster Competition, Fredericton, NB 2009

. MITACS ACCELERATE Internship at Algorithmics Inc., Toronto, ON 2009

. First place at International Forum of Young Researchers, St. Petersburg, Russia 2009

. MITACS ACCELERATE Internship at Algorithmics Inc., Toronto, ON 2008

. First Place at MITACS Poster Competition, Montreal, QC 2008

. Second prize at SIMUL8 Simulation Competition, Quebec, QC 2008

. First place at International Forum of Young Researchers, St. Petersburg, Russia 2008

. Diploma in Operational Research, Canadian Operational Research Society 2007

. Nortel OGSST Graduate Scholarship, McMaster University, Hamilton, ON 2007

. First Place at MITACS Poster Competition, Winnipeg, MB 2007

. VISUAL8 Modelling Competition Winning Team Member, London, ON 2007

. International Operations Research Case Competition Winning Team Leader,

Simon Fraser University, Vancouver, BC 2007

. RIM Ontario Graduate Scholarship, McMaster University, Hamilton, ON 2006

. Ontario Graduate Scholarship, McMaster University, Hamilton, ON 2005

. Sherman Graduate Scholarship, McMaster University, Hamilton, ON 2004

. Best Student Paper Prize, Canadian Operational Research Society 2004

. Ashbaugh Graduate Scholarship, McMaster University, Hamilton, ON 2003

. Citigroup Foundation Scholarship, CERGE, Prague, Czech Republic 2002

. CERGE Performance Scholarship, CERGE, Prague, Czech Republic 2001

. Ukrainian Contest in Programming, Second Prize, Ukraine 1993

PUBLICATIONS

SOFTWARE

. Copyright (2004-2008) on SeDuMi open source software package for solving optimization

problems over symmetric cones (with T. Terlaky, I. Polik and Y. Zinchenko),

http://sedumi.mcmaster.ca

. Development of McIPM software package for solving linear and quadratic optimization

problems (joint with L. Zhu)

. Development of CaNEOS Server for Optimization Internet-based client-server

optimization engine

COMPUTER SKILLS

System Administration:

MS Windows, Unix/Linux, Mac OS

Programming Languages:

C/C++, Pascal, Fortran, HTML, XML, JavaScript, Perl, PHP, SQL, FoxPro/dBASE

Mathematical and Statistical Software:

Matlab, Maple, Mathematica, Mathcad, Cplex, Mosek, Ipopt, Minos, AMPL, AIMMS, Simul8, R,

Stata, E-views, TSP

LEADERSHIP AND ACTIVITIES

. Organizer and Practice Chair of CORS/MOPGP International Joint Conference 2012, Niagara

Falls, ON, Canada, June 11-13, 2012.

. Organizer of Industrial Academic Workshop on Optimization in Finance and Risk

Management, Fields Institute, Toronto, ON, Canada, October 3-4, 2011

. Graduate Student Representative at the Department of Computing and Software, McMaster

University, Hamilton, ON, Canada (2005-2008)

. Technical support and conference management software development for MOPTA and ICCOPT

conferences, McMaster University, Hamilton, ON, Canada (2003-2007)

. Served as the Vice-President of Youth Environmental NGO Eco, Sumy, Ukraine (1998-

2000)

. Organizing Committee Chair of the International Student Conference Economics for

Ecology, Sumy, Ukraine (1999, 2000)

MEMBERSHIP

. Canadian Operational Research Society (CORS)

. Institute for Operations Research and the Management Sciences (INFORMS)

. Mathematical Optimization Society (MOS)

. Society for Industrial and Applied Mathematics (SIAM)

. Professional Risk Managers' International Association (PRMIA)

LANGUAGE SKILLS

. English (fluent), Ukrainian, Russian (both native), Czech (intermediate)

INTERESTS

. Sports: mountain hiking, canoeing, cross-country and downhill skiing, tennis, swimming

. Traveling: traveled to the majority of European countries, summer work in the UK and

Russia

. Graphic arts: computer graphics and art, web-designREFERENCES

Available upon request

Contact this candidate