C++ C# Java SQL Linux

Christopher A. Jasniewski

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

Lindenhurst, New York, 11757

Mobile: 631-***-****

Email: ***********@*****.***

SUMMARY:

Over 25 years in the software development of Client Server systems using

UNIX/C/C++/Sybase.

Object Oriented Design in C++ and C#.

Strong Database knowledge with ten years of Sybase experience.

Strong C++ Standard Templates Library development skills.

Strong design and development of Multithreaded programming in C/C++.

Advanced UNIX programming and shell scripting.

Knowledge of Foreign Exchange instruments and algorithmic trading methods.

Experienced in both Linux and Windows environments using VS C++/C# and Linux IPC’s.

SKILLS:

Languages: C++; C; C#; Java; Scripting.

Databases: SYBASE, ORACLE, Azure MSSQL.

O/S: Linux; Unix; Windows 10; Visual Studio 2019.

Software: C++ 14; C; Java; C# .NET; Boost; STL; XML; C; UNIX; Linux; VS 2022; IPC; TCP/IP;

SYBASE; MSSQL; FIX 4.3; Threads; JDBC; Jenkins, Agile, Gitlab,CD/CI.

EXPERIENCE:

12/21 -present UBS, New York City

Associate Director (Software Engineer) for Mortgage Risk

-Maintained and developed Ultra Bond Risk Management and Decision Making

System for structured products using C++/SYBASE/Java/C#/Scripts.

-Enhanced logic for Residential Loans, SOFR Term Rates and Cost Basis in C++.

-Performed AC5 Eva Password Remediation for Ultra Bond system using Eva Vault.

-Lead team to migrate Ultra Bond system from RHEL6 to RHEL7 Linux platform

including DEV, UAT and PROD environment setup, testing, deployment, and support.

-Development and maintenance of Ultra Bond Java Applications like: Markit, PATool,

and PrionJerseyTicketTransfer responsible for transfer of trades from OBS Front

Office system to Ultra Bond databases. Completed migrations: RHEL7, SMTP Postfix

and Azure MSSQL. Maintained source code changes and deployments to production.

6/20 – 12/21 BNP Paribas, New York City

Consultant for Convertible Bonds

-Maintained and upgraded Convertible Bonds Market Making and Trading system to

Exceed 7.0 and Actipro 19.1 using Visual Studio 2019 C#.

- Designed and developed Shared Memory Map Allocator using C++/Linux/Boost.

-Designed and developed Solace PubSub Messaging System durable queue endpoint

to exchange bond execution report protobuf messages using C/C++ on Linux.

- Designed and developed Cyberark REST API interfaces to retrieve a passwords

from the Cyberark Vault using C++/Java/C#/Python and cURL.

-Integrated Jenkins build with Cyberark, Ansible and Artifactory writing Maven

declarative pipelines using Java and Groovy.

8/17 – 4/20 Clever Devices, Woodbury, Long Island

Senior Software Engineer

-Maintained Data Communication Controller(DCC) as a real time UDP and TCP server

application that runs as a middleware point getting information from the fleet of vehicles

(e.g. buses, trains, ferries) via various wireless systems to the Clever Devices’ backend

Services (e.g. Clever CAD, Bus Time, Smart Yard and Database Adapters) using Visual

Studio 2015 C++/C#. Developed portables, multiple broadcast domains, handlers

for OTA or OTA20 messages, database lookup library and Yahoo Weather C++/CLI

wrapper.

-Maintained DCC Web Management Console in MVC. Developed logging, statistics,

Non Revenue, Multiple Broadcast Domains configuration tabs written in C# and

Lucene search indexing automation process,

-Supported DCC adapters like Siri or Cellocator to obtain location, idle time and engine

hours for non revenue vehicles and communicate with DCC written in C++/C#.

- Developed DR Message Switch Adapter in C# to connect to DR service and receive

location updates, process and convert them to DCC messages like Logon, AVL and

Registration with Recovery Module and DR simulator written in C++.

4/16 – 8/17 TP ICAP, Jersey City

Software Developer

- Maintained GTN Core Fusion Engine for the largest interdealer broker on Linux

partitioned platform developing Swap Exchange Facility and Mid Engine Price

features in Linux/C/C++/SQL.

- Maintained fmd which provided Market Data for clients using FIX5.0 SP2 utilizing

messages like Security List (y), MarketDataSnapshotFullRefresh (W) for various

markets like CDS, Asia NDF and Credit using C++/threading/QuickFix.

- Maintained far which exchanged Trade Capture (AE) between GTN and Bloomberg

for checkout parsing various trade states on live trading book updates in C++/FIX4.4.

- FINRA reporting for Fixed Income Compliance that captured instances where customer

had exceeded 15c3-5 limit during that trading day using Linux/C++/SQL.

1/15 – 12/15 Consultant

Citibank, Jersey City

Market Risk

- Upgraded Var Calculator Service to Boost 1.58 and verified value at risk numbers.

- Developed support for Multiple Account and Ruby Goc Hierarchies for VCS in C++/STL/Boost on Linux RH6.4.

- Provided test cases and optimization for VCS allocation library in C++ on Linux.

Bloomberg LP, New York City

Feeds

- Designed and developed Circular Buffer container compatible with STL algorithms.

- Designed and developed Recovery Manager for Bats feed adding crosslink and

second line together with gap and spin response to prevent missing ticks in C++.

8/12 – 11/14 Investment Technology Group, New York City

Vice President for Algorithmic Trading

- Developed and maintained a High Frequency Passive Algorithmic Trading Strategy

Swift Algo in C++/STL for Equities and FX.

-Developed Smart Order Router for Aggressive FX Algorithmic Trading in C++ taking depth book snapshots and processing them in SMarket, Sweep and SORPost agents creating and sizing IOC orders and routing them to various destinations.

-Developed FX Proprietary strategy Foxtrot managing paired parent order basket to trigger buy/sell order with hold and then sell/buy back given amounts in C++ 11.

6/11 – 7/12 Citibank, Jersey City

Vice President for Market Data

-Development of Market Data for Citigroup Derivatives Markets Inc. Enhancements to Spot Pricer calculating Underlying Theoretical Rates based on Trade and NBBO messages in C++ using shared libraries. Improved latency and introduced new NYSE and NASDAQ trading feed and proxy models.

-Upgraded Market Data platform to new version of Q-bus transport developing Dynamic Plug-in Loader in C++ to save on build and QA time.

-Created Market Data tools like Qcounter, Qrecorder and Qplayer to count, record or playback ticks for various messages coming from different sources in C++/XML using publish and subscribe interface callbacks.

3/10 - 3/11 Citadel LLC, New York City

Vice President for Bonds

-Developed server side Credit WorkStation for bonds using C++/Boost/Sybase. Implemented static data caches and data hubs, charting subsystem and pricing.

-Developed Cohesion client-facing multi-asset High Frequency/Low Latency trading platform using C++/Boost/STL/FIX4.4.

1/98 - 2/10 Bear Stearns Inc., JPMorgan, New York City.

Associate Director for FX Trading

-Enhancements and support of Foreign Exchange system including swaps, forwards,

options and futures. UNIX workstation development for Foreign Exchange system

in UNIX/C/C++/SYBASE.

- Developed features like future dollar index, futures settlement, equity monitor,

non-deliverable forwards NDF, various reports and other instruments.

- Designed and wrote Bloomberg End Point using FIX protocol 4.2, FIX Engine

in C++/STL/Java/Sybase operating on UNIX servers.

- Wrote Prime Broker Automation system using UNIX/C++/STL/Java/Sybase in ODE

environment with Clear Case tool as code depository to match customer and

bank trades received from bank or customer site thru socket or flat file.

- Wrote Hub to process all kinds of instruments like Spot Forwards, Futures, and Options

and Interco’s in UNIX/C++ for DerivaTech exotic options system.

- Developed Forward Points Import subsystem using UNIX sockets C++/STL and SSL

triarch library to get forward points from Reuters and distribute them thru system.

- Developed Lava FX drop copy, liquidity and execution report adapters in Java/C++/Fix4.3

for FX spot trading in an ECN.

- Developed Multithreaded Automated Rate Update System in C++/STL using POSIX

threads with mutex and thread classes stored in STL container to detect deadlocks.

-Developed Multithreaded Automated Allocation System to accept XML documents

from various sources including Java parsers and FX system screens using POSIX mutexes,

conditional variables and sockets.

7/97 - 11/97 JPMorgan, New York City.

Consultant

- Fixing Year 2000 bug for Stars system using UNIX/C/SYBASE.

10/95 - 4/97 Avis, Garden City, NY.

Senior Programmer Analyst

- Designed, developed and tested UNIX/C/SYBASE/Shell backend for Business Mix.

- Developed and tested UNIX/C/SYBASE/Shell backend for Vehicle System.

6/94 - 10/95 Reach Networks Inc., New York City.

Senior System Analyst

- Designed developed and tested bi-directional interface between on-line information

System and Lotus Notes. Interface synchronized similar databases in two different

systems. Interface was written using UNIX/C/Lotus Notes API.

7/91 - 6/94 Ibax Healthcare Systems, Hauppauge, NY.

A Partnership of IBM and Baxter Subsidiaries

Lead System Analyst

- System level programming developing client server architecture platform using

UNIX/C, TCP/IP, sockets shared memory and other UNIX IPC's.

- Designed and developed Security System using UNIX/C/SYBASE.

3/89 - 6/91 Soft Computer Consultants, Westbury, NY.

Senior Programmer Analyst

- Performed the user needs analysis, systems analysis and program design,

Coding and implementation of an Anatomic Pathology System, which collected

Patient data provided archiving for patient history. Wrote word processor and spell

checker for diagnosis free text window.

EDUCATION: Master Degree in Computer Science & Mathematics.

Warsaw University Coursework included: Analysis of Algorithms, Theory of Operating Systems.

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