E-mail: | kir@lapshin.net |
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Phone: | +852-9274-5797 |
Provided technical leadership for ambitious proprietary algo trading team to bring fully in-house developed software stack to modern standards in terms of performance, low latency, maintainability, extensiability, testability.
Played key role in design and implementation from scratch of equity derivatives pricing library. Developed following parts of the library:
Played major role in design and implementation from scratch of in house equity derivatives pricing library. Developed following parts of the library:
Client: Nomura International PLC, London, UK (09/2005—02/2009)
See above.
Client: Hibrium Limited, London, UK (04/2005—08/2005)
Extended pricing library developed by client to support basic payoff scripting language. Provided general technical leadership, conducting code audit, suggesting and implementing numerous refactorings of existing code base.
Designed and developed full range of IT infrastructure for the hedge fund, from hardware and software selection, to system administration, to software development and integration, to risk management system selection.
Served as a technical lead, designer and C++ developer of innovative option pricing library. Investigated feasibility of in-house development of next generation risk management and trading system. Successfully pushed this project through initial requirement gathering and design to Python prototyping in very short time.
Design, C++ implementation, and testing of CORBA objects and core modules of complex real-time client-server application. Learnt cross-platform development for Windows, Solaris, AIX, and other UNIX flavors.
Started as part-time software engineer. Got quickly promoted to full-time position and Senior Software Engineer position. Designed and developed in C++ one of the flagship product's core subsystems.
1994-99: Moscow State University. M.Sc. with honours in Mathematics.