C# developer databases senior level

Mikhail Kaptchinski, M.Sc.

** ******** ***., ***. ****, Toronto, Ontario, M2M 4B9

Phones: 416-***-**** (home), 416-***-**** (cell); E-mail: ***********@*******.***

Technical skills:

-.NET Languages: C#, VB, C/C++

-Office applications: Excel, Word, VBA

-Application design; multi-thread/multi-layer/network architecture

-Databases: SQL, stored procedures, design, optimization

-Screen interfaces: Win, Console, Office clients; DLL or XLL as a back-end

-Documentation, presentations

-Group/project management

-Excellent logical and mathematical skills

2006 (Aug) – 2015 (Oct)

TD Bank Financial Group (Toronto); Senior Developer

Key Responsibilities:

Coordination of software activity in the group and with technology support departments. Credit derivatives pricing and Risk factor simulation.

In charge of architecture, design, development and implementation of the methodologies related to pricing and risk calculations. Applications use asynchronous server calls, grid (DataSynapse) parallel computing, had to work with unstable remote network servers.

I had to coordinate applications used in the group, standardize server libraries to be used by all clients, supervise development of screen interfaces and APIs.

Applications could use Excel as a front and back end or be launched by a scheduler, work in multi-layer/multi-thread environment.

Software: C#, C++, VB and VBA, .NET mainframe; DataSynapse grid

2004 (Sep) –2006 (July)

TD Bank Financial Group - TD Securities (Toronto); Solution Developer

Key Responsibilities:

Developed an application for simulation of credit risks and pricing of credit derivatives. Data is taken from Excel spreadsheets, processed and then distributed among several network servers, as amount of calculations is tremendously big. Results of calculations are gathered back to the computer that started the process and reported to a user in text form and as Excel chart. Application layers are written in VBA, C#, C++. Communication between computers is organized in XML format. My applications are in production running every business day for 10 years.

My responsibilities were:

Decisions on application architecture

Computer grid (DataSynapse) oriented applications

Computer grid (DataSynapse) administration; managing administration team.

Remote network oriented application

Design of utility modules – such as random number generators and mathematical functions

Organization of data exchange between network servers; reading of input data and reporting

Pricing of securities and credit derivatives

Post-development application support

Software: C#, C++, VB and VBA; .NET platform; DataSynapse grid.

2001 (July) - 2004 (Feb)

CIBC World Markets (Toronto); Software Programmer Consultant

Key Responsibilities:

Immediate support of front desk traders. Development of Add-ins and Com Add-ins that allowed using existing financial and mathematical libraries as a back-end for Excel spreadsheets. Upgrading of quant libraries. Development of hedging numerical schemas. This included:

Implementing financial models for derivative pricing – European and Bermudan.

Algorithms for model-independent greeks.

Work with spreadsheets for exotic and foreign exchange derivatives.

Support and development for bank trading floor.

Intranet web development – front-end to manage database tables and queries.

Team leadership – coaching of junior developers in programming and financial issues.

Administration of code version systems – SourceSafe and ClearCase.

Software: VB (6 and .NET), C#, C++, MS Excel, ASP.NET, SQL Server, Sybase.

Prior to 2001

Various programming jobs: in logistics, telephony, asset inventory. Heavy interaction with screen interface and databases.

Education:

MOSCOW STATE UNIVERSITY, Inst. for Physics and Technology, Moscow, Russia

Faculty of General and Applied Physics

M. Sc., Summa cum laude, in Physics, Mathematics, Computer Science

B. Sc., with Honour, in Engineering

References available upon request

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