Software Developer Back Office

Location:

Posted:

May 03, 2022

Kirill Khvenkin

Phone: 732-***-**** ● E-mail: ********@*****.***

EXPERIENCE

Various minor jobs (current)

NetPizza Ocean, NJ

Software Developer (.NET/MVC) (2018-2020)

Wrote backend and front-end code for a pizza delivery company with ingredient selection.

Wrote scheduling backend for staff.

Wrote supply management analytics.

Wrote payroll calculations and staff management.

Ellington Capital Management Greenwich, CT

Analyst (2002 –Nov 2008)

Developed probabilistic analytics for screening for profitable opportunities of the daily CMO market.

Assisted traders with daily trading decision-making.

Developed the Monte Carlo-based distributed system for CMO prepayment analysis.

Acted as a liaison for Database, Back Office and Middle Office teams.

Developed and run daily scenario and portfolio risk analytics.

Worked on circumventing Intex’s API and front-end shortcomings, specifically with MTA collateral, prepay penalty, and cdi/cdu databases.

Trademine Inc. Hoboken, NJ

Quantitative Software Developer (1999 – 2001)

As a manager of a 3-person team

Implemented a derivative pricing system.

Developed a FIX engine and created a database for monitoring trades.

Developed a real-time tick monitor for stock streams.

Developed a CORBA-based communication layer between server and client.

PROGRAMMING LANGUAGES

C#, .NET, SQL, C++, Python, Java, Javascript, VBA

EDUCATION AND SELECTED ACHIVMENTS

ColumbiaX Artificial Intelligence MicroMasters 2021

Bachelor of Science in Mathematics, Minor in Physics New Brunswick, NJ

RUTGERS UNIVERSITY June 1999

Major G.P.A. - 4.00

PATNUM TEST – top 8%

International Mathematics Olympiad – Bronze Medal

Mathematics Minsk, Belarus

BELORUSSIAN STATE UNIVERSITY 1992-1996