Eugene Shklyar

** ******** **.

Ashland, MA *****

617-***-****

ac3d7k@r.postjobfree.com

SUMMARY: Twenty years of experience in developing enterprise level solutions on UNIX and Microsoft platforms. Extensive experience in C, C++, Perl, C#, VB, Java, MATLAB, R, MySQL, MS SQL Server, Sybase, Oracle PL/SQL development. Experience in object-oriented programming and methodologies. Experience in full life-cycle software development including analysis of requirements, design and development. Excellent communication, interpersonal, analytical, and quick problem solving skills. Master of Science in Mathematics from New York University(Courant Institute of Mathematical Sciences). Working knowledge of Fixed Income Securities: MBS, CMO, ABS CDO.

TECHNICAL SKILLS:

• Languages: C, C++, Perl, C#, VB, SQL, Java, PL/SQL, bash, csh, MATLAB, R

• Databases: MySQL, Sybase, Oracle, MS SQL Server.

• Operating Systems: UNIX, Linux, Windows, iRMX, Mac OS.

• Development Tools: Microsoft Visual Studio.NET, Eclipse, Xcode.

EXPERIENCE:

04/2015 – 05/2017 Amherst Holdings, LLC, Quantitative Developer (Austin, TX)

• Designed and created C-based threaded safe API on top of Intex C API to generate Agencies MBSs

cash flows to be used by Trading/Analytical system.

• Designed and created database(s)(Microsoft SQL Server) of USA MBS securities based on Intex data

to be used by Traders/Portfolio Managers and Researchers.

10/2013 – 04/2015 Reals & Co, LLC Developer/Contractor (New York, NY)

• Created and implemented a variety of algorithms for high frequency trading using IB C++

and IB-Matlab APIs in Mac OS and Linux platforms.

01/2011 – 10/2013 Duff & Phelps, LLC Senior Associates at Complex Assets Solution group (New York, NY)

• Designed and created market color RMBS database to be used for pricing RMBS securities

(MS SQL Server 2008, 2010).

• Designed and developed an automated process of populating market color database (Perl).

• Maintained proprietary RMBS pricing tool(C#).

• Responsible for maintenance of ABS CDO performance database (MySQL).

02/2006 – 01/2011 Dynamic Credit Partners, LLC(Acquired by Duff & Phelps in 01/2011)

Senior Software Engineer/Head of Financial Quantitative Systems Group

• Led group of 5 software engineers.

• Responsible for design, development and maintenance of quantitative analytical system based on Intex

CMO Subroutine Library to be used by analysts and traders.

• Designed and developed DLLs in C/C++ using Intex C Subroutine Library to support CDO cash flow model(MATLAB).

• Designed and developed light form of C++ wrapper around MySQL C API.

• Designed loan level database in MySQL containing Loan Performance historical data.

• Designed and developed automated process (in C/Linux, MySQL C api) of downloading Loan Performance data and

uploading it into a database.

• Designed RMBS database to be used by loan level default and severity models.

• Developed MATLAB - MySQL interfaces in C (Mex files).

• Designed ABS CDO historical performance database (MySQL) based on Intex historical data.

• Designed and developed automated process in Perl of parsing Intex flat files and populating

the performance database.

• Designed and developed ABS CDO portfolio database (MySQL) and a database uploading process in Perl.

1/2002 - 1/2006 why.com Contractor (Cambridge, MA)

• Led project of uploading data from flat files into the why.com database. Flat files were provided by

a third party vendor.

• Wrote program in Microsoft Visual C++ to generate an Oracle PL SQL script to populate the why.com database.

• Responsible for the why.com backend design and development.

06/1999 - 1/2002 Fidelity Investments Senior Software Engineer (Boston, MA)

• Tech Lead on a project to develop a data loading process, consolidation and synchronization across

multiple databases.

The project was critical for several Fidelity systems including Fidelity Portal Trading System (C++6.0,

Oracle 8i, Sybase, Windows NT, UNIX (Solaris).

• Responsible for development and maintenance of the C++ modules that handled the database transfers.

• Designed, implemented, documented data loading process in PL/SQL Oracle 8i environments.

• Maintained and modified Oracle 8i databases to accommodate changing business requirements for the web

enabled trading system(schema s, stored procedures, triggers).

• Wrote a variety of Java Script functions to be called from JSP code.

07/1998 - 06/1999 Barra Inc. Senior Programmer/Analyst (New York, NY)

• Developed and maintained a C++ library (Bond Engine) in UNIX/Solaris platform to be used by MBS Portfolio

Risk Management System.

• Maintained a Cash Flow model(Precision) in C/Unix (Solaris).

• Re-engineered C/Unix (Solaris) code to Visual C++6.0/Windows NT code.

8/1995 - 07/1998 Bloomberg Financial Markets Ticker Group Programmer/Analyst (New York, NY)

• Responsible for design, development, maintenance and testing of real-time data feed parsers in

C/iRMX environment.

• Analyzed data to be fed into databases to be utilized by Bloomberg analytical products.

• Designed, developed, tested and documented code in C on iRMX platform according to the data specification

to parse financial data and financial news from a variety of stock exchanges and other financial institutions.

EDUCATION:

Harvard Extension School, Big Data Analytics – 05/2017

New York University, Courant Institute of Mathematical Sciences

MS in Mathematics – 01/1994

REFERENCES: Available upon request.

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