Developer Development

Algorithmic Trading Systems Developer

Objectives

• To get involved in dynamic trading environment as Algorithmic Trading Systems Developer;

• To research time series discovering profitable trading techniques and patterns for automated trading;

• To develop, backtest and evaluate robust systematic trading strategies, models and algorithms for arbitrage, pair trading, scalping and external signal driven systems;

• To provide effective technical software integration solutions for vendor’s software (trading terminals, analytical packages, plug-ins, software libraries, data sources);

Summary of Qualifications

• 10+ years of software development background (Client-Server development for Unix and Windows);

• Hands-on experience in development of stable and robust applications with intuitive user interface, offering customization options for non-skilled users;

• Strong knowledge of wide range of programming languages, databases, platforms, frameworks;

• Strong background in technical analysis, methodical architectural development approach, simple optimal solutions and comprehensive coding style of multi-tier client-server applications;

• Hands-on experience in communication and collaboration with non-technical staff determining functional and technical requirements using flowcharts and diagrams; composition user’s guides and documenting supporting routines;

• Reliable, adaptive, self-driven professional with excellent team-working and communication skills;

• Languages spoken: English, French, Russian (native tongue), Japanese (beginner);

Technical Skills

• Algorithmic trading systems development (2+ years) using MetaTrader 4, NinjaTrader 6.5, WealthLab Developer 3/4/5;

• Programming Languages: Java (2+ years), C (2+ years), C++ (2+ years), C# (1+ year), UNIX Shell scripting (2+ years), perl (2+ years); PHP (6 years), ASP (2 years), ASP.NET (1 year), JSP (1 year); XML (2 years); MQL4 (2 years), WealthScript (2 years);

• Databases: MySQL 3/4/5 (6 years), mysqlcc, HeidiSQL; MS SQL Server 2000/2005 (2 years), T-SQL (2 years), Microsoft SQL Server Tools; Oracle 8i (1 year), Oracle Developer, PL/SQL (1 year);

• Development tools: Eclipse, NetBeans (2 years), Visual Studio, Zend Studio; git, svn, patch, gdb;

• Operating Systems: Unix: Linux, FreeBSD (4 years), Solaris for PC; Windows NT/2000/XP/2003 server;

• System Administration: Linux/FreeBSD kernel/modules configuration/compilation/boot startup; http-, ftp-, SMB-, mail-, proxy-, DNS- servers, tunneling, firewalling, masquerading, NAT; remote desktop (Windows/Unix);

Employment

2011 Oct – 2011 Jan Trading Strategies Developer (contract) Learn-to-trade Inc. (Toronto, CA)

• Implemented trading strategies according to technical specifications (MetaTrader 4, Ninja Trader 7, C#);

• Developed custom indicator and custom strategy from the scratch (Ninja Trader 6.5, C#);

• Implemented simple well-known strategies and money management techniques taken from books (Triple Moving Average) and Internet Resources (Puria, Camarilla, Simple Entry);

2011 Jul – 2011 Nov Automated Trading Strategy Developer financialogixgroup.com (Toronto, CA)

• Developed automated trading strategy according to technical specification (Wealth Lab Developer 6, C#);

• Converted formalized entry/exit rules into an algorithmic strategy generating buy/sell signals;

• Worked together with a trader and communicated with the rest of the team;

• Automated trading strategy allowed to visualize trading signals on the chart, backtest trading rules on the past history for variety of financial instruments (FOREX currency pairs, stocks, ETFs) and timeframes (1 min … 1 week) and optimize strategy parameters for specific markets;

2001 – 2012 Web Developer webie.ru (Moscow, Russia); 411.ca, metavera.ca (Toronto, CA)

• Worked individually (contracts) and as a team member for companies and own clients;

• Developed log parser and analyzer for multi-dimensional web statistics (perl, bash, mysql);

• Developed and deployed 40+ projects under own brand name (http://webie.ru): negotiations with clients, composition of business proposals and technical specifications;

• Managed full SDLC from task definition until maintenance of a production system;

• Developed own Content Management System (PHP/MySQL and ASP/MSSQL versions) which reduced web site development timeframe and maintenance efforts to a minimum through automatic generation of user interface, unified database structure and template solutions;

• Developed reusable webserver component generating graphical text labels on-the-fly (C#, ASP.NET);

• Developed installer interface for 3rd party software product (C++, DOS);

• Developed internet startup: music-related web portal for musicians and clubs (Java, EJB, Resin)

• Linux server and web-related software installation, configuration and support (C, C++, Shell Script);

2000 – 2001 Java Web Developer Siemens Business Services, Moscow, Russia

• Developed intranet e-business solution for inter-department purchases in a team of 4 individuals;

• Connected application developed to SAP R/3 warehouse (Java BAPI online connector);

• Introduced network tunneling solution for firewall pass-through (made connector work);

• Development environment: IBM WebSphere Application Server, JSP, EJB, Visual Age, DB2, Oracle 8i;

Education, Training courses and seminars

2009 “Fundamentals of exchange business” at BCS (english translation): 10 lections covering Stock Exchange trading; 2 live trading sessions using “breakout strategy” (QUIK software);

2009 “Author’s seminars of Eugeny Zalubovsky” at BCS (english translation) where non-evident applications of common technical indicators were discussed; different position management techniques were studied; 2 live FOREX trading sessions were performed (MetaTrader platform);

2009 “Author’s master class of Dmitry Sukhov” at IT-Invest (english translation) was dedicated to fundamental analysis and long-term investments, technical analysis and intraday trading, capital management techniques (lasted 2 days by 8 hours each);

2009 “Club of investment ideas” at BCS (english translation) where I presented different trading approaches (Parabolic SAR indicator) and timeframes of productive trading based on backtesting results of developed automatic trading system;

2009 “Arbitrage strategy” at Finam: trading two USD/RUB Futures with different expiration dates;

2009 “Trading robot in Metastock” at Finam (english translation): Metastock programming features and functions were discussed and individually tested behind the computer;

2000 – 2003 Moscow Aviation Institute

Post-graduate student Applied Mathematics faculty;

PhD thesis «Web framework for Rapid Application Development» (not completed);

1995 – 2000 Moscow Aviation Institute

Engineer of Intellectual Control Systems

Graduation work “Automatic saving and restoring of regular Java objects in relational database”

(relevant to BS degree in Applied Mathematics);

1998 Java programmer, Java Beans programmer; certified by Sun training center

Hobbies: paragliding, snowboarding, playing drums in a band, traveling, Japanese language;

Contact this candidate