DESIGN - DEVELOPMENT - PERFORMANCE OPTIMIZATION
Detail-driven Database Developer, Optimizer, Modeler with 25 years of experience. Utilize relational set based approval and extensive technical and analytical skills to resolve complex business problems, improve database structure, functionality and performance. Algorithmic Leader having strong quantitative skills. Success with design and optimization, methodologies and patterns for performing numeric and statistical calculations within database.
Recognized corporate expert in SQL stored procedure / query optimization. Experience in Data modeling, Dimensional Warehouse modeling, and Fixed Income Mathematics, Regression Analysis, and Statistical Modeling.
Designed, implemented and optimized system for monitoring of universe of company database servers to troubleshoot performance problems, proactively monitor environment performance, and develop sophisticated statistical analysis of historical data and quantitative charge-back models. System processes ~200,000,000 records per day. Project was presented on Sybase Techcast 2003 and ISUG July 2004 session.
Fostered methodic for optimization of sophisticated SQLs which combine joins, unions and aggregations. Methodic is proved on multiple patterns and provide strong run time reductions. (For BEAR STEARNS and JPMORGAN).
Developed generic approach for loading of huge amount of records into database in a loop of moderate batches. Project allows combining optimal set based performance with best quality of load - all good records loaded even if batch includes some bad records causing SQL to fail - and may be applied to any SYBASE or ORACLE load processing. (For BEAR STEARNS and JPMORGAN).
Created original numerical methods for database financial applications, which include tabulating of special non-linear functions. Method produces set of data with single SQL call. (For GOLDMAN SACHS and BEAR STEARNS).
Investigated Bloom filters usage in Exadata and developed practical suggestions improving its efficiency (For JPMORGAN).
Investigated customized alternatives to vendor’s functionality (analytical functions, hierarchical queries, super-aggregates) and prove benefits of former in many cases.
Developed generic script which looked for “bad indexes” – indexes that don’t improve select performance. Script is based on reading and analyzing system tables only and is applicable to both Oracle and Sybase (For BEAR STEARNS and JPMORGAN).
JPMorgan Chase, New York, NY Mar 2008 to May 2017
Enhance numerous business applications. Develop and investigate best practice methods and patterns in the area of database modeling and high speed stored procedures, including tree traversing and super-aggregate calculations where in-house methods beat Oracle built-in queries.
Formulated intuitive level criteria for identifying problematic SQLs with high chances for successful optimization. Approach was applied to sets of long running SQLs to get queries for detailed investigation. Percentage of significantly improved SQLs in said sub-set was extremely high.
Designed and implemented statistical forecasting algorithm to predict based on past experience timeframes during which system capacity parameters remain under desired thresholds.
Designed and implemented incremental approach for extracting current snapshot out of warehouse with slowly changing dimensions. While high cost for standard approach (all aggregates calculated from scratch) didn’t allow frequent refresh, cost for incremental approach decreases with frequency of refresh and allow using more fresh data.
Different Risk databases running on Oracle Exadata – Analyzed and optimized multiple legacy SQL with typical improvements in magnitudes.
Anti-Money Laundering system – Improved SQL analytical jobs developed by third-party vendor Mantas. Optimization method is based on stable relationship between quantitative parameters.
Designed and implemented high performance SQL stored procedures (SYBASE, ORACLE, EXADATA).
Bear Stearns & Co., New York, NY Jan 1998-Mar 2008
Design and implement high performance SQL stored procedures. Enhance numerous business applications. Develop companywide Sybase performance monitoring system. Identified set of typical “red flag patterns”, samples having big odds causing performance problems. Generated script searching for indexes with partially duplicated functionality (for Sybase).
GLOSS – Real-time, multi-currency transaction processing engine (Equities, Bonds, FX). Re-designed core polling mechanism increasing throughput of this major bottleneck function in magnitude, and by ~30% for entire system, developed generic reporting system for custom reports with low impact to real-time performance.
Infrastructure Monitoring – Capturing and recording of over 200 Sybase environment metrics every 10 min for 115 database servers, persisted for 6 months for environment analysis.
FX Trading application – Converted numerous stored procedures and data structures of old Sybase application to enable commodity metals business to be real-time competitive (millisecond response) and scalable (70,000 trades / day) with minimum retooling and investment.
Mortgage customer data warehouse – Designed new ETL algorithms and data workflow to convert per-row 9+ hours load of 600,000 customer data into highly scalable parallel batch load requiring less than 2 hours.
Goldman Sachs & Co., New York, NY May 1997 to Dec 1997
Designed and implemented numerical methods for yield and performance calculations of fixed income portfolio directly in SQL. Performed business analysis, design, and implementation of sample tests for accrual and performance modules of GLOSS trading system.
Designed and implemented high performance Transact - SQL store procedures (SYBASE).
Silicon Tech, Oakland, NJ Jun 1996 to May 1997
Designed and implemented system for self-consistent calculations identifying shape of wafer’s surface with the following real time optimization of grinning operations (PC, C, C
Odessa University Department of Theoretical Physics, Odessa, Ukraine 1992 to 1995
Tomsk University, Russia
Ph.D. in Theoretical and Mathematical Physics
Odessa University, Ukraine
MS in Physics
SUN, HP, Windows
SQL, C++, Transact-SQL, PL/SQL, SYBASE ASE, SYBASE IQ, ORACLE, EXADATA, VERTICA,
MS SQL Server