Aleksandr Stolyar

** *** ******* ***. #**, Brooklyn, NY 11223 ad12bx@r.postjobfree.com mobile 718-***-****

EXPERIENCE: Morgan Stanley 07/18 – 08/23

Sr. System Developer/Analyst Fixed Income Cash Infrastructure

The BigMAC (Big Multi Asset Calculator) low latency booking/trading system is a part of the Fixed Income Cash Division Distributed Application Platform responsible for the core technologies that, for all life cycle events, capture Electronic Trade Data required to support pricing, pre-trade activity, inventory management, P&L, Operations and risk/control functions, regulatory reporting and other details necessary to fully describe the trade’s behavior and legal representation throughout its life cycle. Teams are present in regions: Montreal, New York, Bengaluru (India), Tokyo, Hong Kong, Budapest

Technologies: C/C++, Linux, Sybase, XML, Perl, Korn/Shell Scripts, Rogue Wave, STL/BOOST multi-threading, SOAP services, IBM MQ, Leela UI (back-end processes), Autosys, TeamCity Continuous Integration/Continuous Delivery (CI/CD) pipelines/Jenkins, SDLC, GIT, SVN, ServiceNow, ITSM, ITIL

Designed and implemented cross-referenced OOC (Out Of Currency) monitoring tool to identify OOC trades and automatically book offsetting trades to mitigate risk associated with OOC detected trades. (C++, SQL/Sybase, Linux, Leela UI, Perl)

Designed and implemented FX Position Management EOD (End Of Day), Settlement, Roll-Over, Check Point modules, and database range-partitioned table management module for FX trades/corresponding positions migrated to BigMAC from legacy Systems (C++/XML/SYBASE/SQL/Perl/Linux)

Designed and implemented FX Trade Management Purge module for maintaining and archiving FX trades to BigMAC REPLICA Sybase Server (Perl, SQL, Sybase, Autosys)

Supported, designed and implemented reporting functionality (P&L,Inventory, Latency, various desks trade/position inventory) to generate reports for Trading Desks (Stored Procedures SQL, Perl Config files for in-house reporting tool, Linux, SOAP services)

Designed and implemented Trade Split functionality for Electronic Trading Accounts via XML SOAP based documents with trade information for further encapsulation and valuation routine in FTES module (Fast Trade Entry System) (C++/XML/SQL/SYBASE/Perl/Shell Scripts/Leela)

Provided back-end L3/2/1 support for BigMAC application across multiple trade regions per ITIL guidelines

Security event and incident management systems and/or incident reporting systems and networks via ITSM

Full systems engineering lifecycle experience (Requirements, Analysis, System design, Build, Monitoring, Support procedures).

Developed KPIs, KRIs metrics, and other reporting to committees and senior management.

Linux/UNIX emphasis on scripting, automation, and performance tuning

Designed and implemented Main Frame communication libraries calls removal from BigMAC (C++/Shell Script/Linux, SQL, Perl, SYBASE)

Defined and built efficient and maintainable processes that provide highly resilient and stable platforms to support critical trade processing requirements (C++, SQL, scripting)

Collaborated across teams to ensure that data required for proper trade processing is provided

Analyzed volume growth to ensure systems & infrastructure can scale to meet ever-increasing demand

Credit Suisse, NY 01/04 – 07/18

AVP System Developer/Analyst Global Market Risk Management System

The Market Risk Management and Reporting System UNIX based application (utilized by the Global Risk Management team GRM) to analyze and assess market risk exposure of the Fixed Income trading floor. The system provides Traders and Upper Management in New York, London and the Pacific with position and summary levels risk measurements for the previous business day. Requests regarding the status of CS capitol and securities and their ongoing relationship with fluid market. The analysis of the market risk for the varying CS securities is possible through the foundation processing software of the Market Risk Management System. Technologies: C/C++, UNIX (Solaris), Sybase, XML, Perl, Shell Scripts, FAME, Rogue Wave and proprietary financial libraries, ClearCase, Remedy, Control-M

Lead Architect in Object-oriented analysis and design, technical and functional specification design reviews of Market Risk Management System (C++/UNIX/PERL/Shell Scripts/XML/SYBASE/FAME Series DB)

Managing a group of 2 developers for GRM legacy platform migration from Solaris to Linux (C++/UNIX/Linux/PERL/Shell Scripts/XML/SYBASE)

Supporting various pricing models in GRM for Fixed Income Products in Risk Analysis, including model validation for internal audit (C++/UNIX Solaris)

Designed and implemented database based cross-referenced security repository search as a part of existing data warehouse application search. Performed Unit testing and QA (C++, SQL, UNIX, Shell scripts, Perl)

Provided L3-1 support for Risk Based P&L application, feeds: Murex, BBG (SQL, UNIX, Shell scripts)

Working with quant group implemented new models for pricing CDS, ETF and generic Options (without underlying risk component) using C++/UNIX/Shell scripts/Sybase SQL

Supervising/training the off-shore group of 5 support developers to create proper QA environment for GRM

Was a lead developer in the Migration/Re-engineering of GRM application to run on a new legacy hardware Solaris 10 environment from end of life Solaris 6 (C++/UNIX/XML/SYBASE/in-house libraries)

Designed and implemented parsing/mapping/storage mechanism for XML based documents with Repo and Valuation trade messages for further encapsulation and valuation routine (C++/XML/SYBASE)

Designed, implemented and tested securities/prices cache loading methodology in the GRM (C++/Shell Script /Sybase) which significantly brought down valuation time from 2hr to .5hr

Designed and implemented Cash CDO account separation in GRM (Shell Script/Sybase)

Designed and implemented Repo basis risk decomposition into 4 broad collateral types (Treasury, Corporate, Agency, MBS) for accurate capture the basis risk between REPOs on varying underlying collateral (C++/Shell Script /Sybase)

Developed UAT platform for Control-M monitoring of more than 300 jobs using BCM software

Proginet Corporation, NY 04/03 – 01/04

Programmer CyberFusion/SIFT

SIFT (Secure Internet File Transfer) is a multi-protocol file transfer management system designed and optimized for mission-critical business applications. Based on the OS/390 host, SIFT manages high-speed file transfer between the UNIX - OS/390 hosts, LAN/WAN servers and desktops using encryption algorithms such as DES, 3DES, Rijndael/AES, Blowfish and Blowfish long. SIFT advanced management features and capabilities are common to the various file transfer methods and independent of the network protocol.

Technologies: C/C++, VC++, Java, Shell Script, XML, SQL Server, Oracle on various Windows/UNIX platforms.

Designed and implemented COPY/DELETE/EXISTS/RENAME functionalities for SIFT files management system on Windows and UNIX platforms (C/C++/Shell Script)

Designed and implemented command line product installation utility, XML file parsing and configuration on IBM WebSphere and Apache TomCat App. Servers (J2EE/XML/Shell Scripts)

Lehman Brothers INC. NYC 06/99 - 12/02

Programmer/Analyst FID, Trading and Risk Management System

CEYLON/GREEN is a bond option Front Office trading and risk management system used by traders to price OTC bond options and futures using the proprietary underlying financial models. This application provides Trade Blotter functionality to book the trades/deals, Calculator to price the options, Market Data functionality to maintain volatility surfaces and Repo curves, Reporting functionality to generate real time reports, Pricing Sheet to update prices for the different market sets and Option Expiry Management to expire and exercise the options. Technologies: VC++, C++, VB, COM, Sybase Open Server, Shell Script, Java, RogueWave, Formula1, TIBCO RV, Excel, Crystal Reports, proprietary financial and communication libraries on NT and UNIX/Solaris platforms, Autosys.

Supported, designed and implemented Reporting functionality (Risk, P&L and Inventory) to generate real time reports for Trading Desks (Crystal Reports 8.0/Stored Procedures - SP, SQL SYBASE 12.0)

Supported and Implemented Reuters Feed for loading Market Data (underlying/option prices) to CEYLON/GREEN (UNIX/Shell Script/SP SYBASE)

Supported, designed and implemented Pricing, Bond and Volatility Servers (Re-engineering existing System - CEYLON) for calculation of Option Price, Bond indicative information and Volatility Conversion Routine using TIBCO RV technology (C++/UNIX/SP, SQL SYBASE)

Supported, designed and implemented MBS functionality in CEYLON. Customized COM component for evaluating mortgage options and trading P&L (C++/VC++/UNIX/Shell Script/NT/SP, SQL SYBASE)

Designed, implemented and tested On-The-Run/Off-The-Run securities loading methodology in the Pricing Sheet for the MBS (VC++/NT)

Implemented enhancements and supported GUI in CEYLON (VC++/NT) such as dynamic allocation for list of securities in Pricing Sheet, Calculator - modified COM component to display and separate securities for different trade type, Blotter - re-caching functionality for securities

Designed and implemented User security on all existing CEYLON executables (C++/VC++/UNIX/NT/SP, SQL SYBASE) allowing users to view and trade from assigned securities books

Designed and Implemented Java Generic Feed Process for loading different data to various middle/back offices systems using format-file concept (Java/UNIX/SP, SP/SQL SYBASE)

Designed and Implemented Evaluation Routine for single trade (cash/option) using internal financial libraries (C++/UNIX/SP, SQL SYBASE)

EDUCATION: Polytechnic University, Brooklyn, NY

BS in Computer Science, Graduated June 1999

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