Vitaly Gritsenko
- Remote, working from home consultant. Software developer, designer and architect.
- 32 years of experience in design, development and deployment of large and complex time critical solutions.
- Experience and knowledge to reliably implement any project from the inception stage to its completion.
- Experience in designing software for large banks.
- Plenty of financial and complicated securities knowledge.
- Financial paper risk and price calculation.
- Consuming and producing very high speed and low latency feeds.
- e.g. Pricing changes for Amazon products or prices for stock exchange. Over 3 million messages a second.
- Architectural decisions to establish reliable, fail-proof solutions.
languages
Java
Python
C#
C++
Perl
PHP
frameworks
Spring
Hibernate
J2EE
Weblogic
Informatica
Apache Tomcat
TIBCO
Operating systems
Windows
Mac OS
Unix
Linux
CMS
Wordpress
Drupal
Databases
MS SQL
Oracle
Sybase
MySQL
Work Experience
Dec 2014–Now
Securomax Inc
R&D and development architect and principal software developer
- Architecture, design and development of software for Amazon sales on a large scale (Java, Spring Boot, Vaadin, MySql, Amazon MWS)
- Prediction engine, an AI based module to predict demand in sold products 3 months and 6 months in advance(Java, Spring Boot, MySql)
- Generating sales reports (Java, Jasper reports, Spring Boot, MySql)
- Container shipment, BOL, Shipment and border patrol label and documentation generation (Java, Jasper reports, Spring boot, MySql)
- P&L report generation. Sales generation by product and product group
- Advertisement optimization using AI. Finding optimal keywords and bid prices to minimize the payout and maximize sales (Java, Amazon MWS, Spring boot, MySql)
June 2010 – Dec 2014
Morgan Stanley
Architect and software developer
- Complex securities price generation. Generation engine. (Java, C++)
- Fixed income reporting and back office reconciliation (Java, Weblogic)
- Scaling data grid multi PC calculations for complex paper price calculation (Java, Azul, Weblogic)
- Adjusting and speedy delivery of calculation algorithms for negative bond yield for Icelandic bonds (First time a bond yield turned negative) (Java, C++)
- Risk reporting and risk calculation for high yield bonds (Java, Weblogic)
Oct 2008 – June 2010
F Key Solutions Inc
R&D Architect and development team lead
- Working on project architecture, software requirements, hardware infrastructure, database schema, deployment procedures and scheduling for different companies
- Prepared project time lines and task list for design and development cycles
- Provide support to technical / development team throughout the software development life cycle and implementation phases to ensure client’s requirements are completely fulfilled
- Integrated multiple third party packages and our development into one working solution, saving time and money to the client
- Designed 8 off the shelf products myself. All products went from zero to complete programs with web sites, installation, help and video tutorials.
- I market them online to produce very healthy passive income.
- Participated in multiple time critical projects as a telecommute software engineer.
- Worked with outsourcing teams in multiple countries to coordinate timed delivery of projects
- Examples include:
- Credit card charging gateways and smart fraud checking solutions (PHP)
- Mass SMS solutions for marketing (C#)
- Shopping cart extensions for CRM and event based marketing. Moving people between prospects, potentials, clients and fans in a completely automated way using mailing email marketing (PHP)
- Sophisticated mail client that can only reply to pre-scanned email messages approved by legal departments (C#, SQL Server, .NET)
Feb 2006–Oct 2008
TD Securities
Calypso and position engine software developer
- Helping integrate “Calypso” trading platform into current TD Securities Fixed Income trading system as part of fixed income group. (Java, Perl, Oracle, SQL Server)
- Working with vendor (http://www.calypso.com) to overcome bugs and design new solutions using Java.
- Helping the team integrate new reporting engine Jasper Reports (http://www.jaspersoft.com). (Data warehousing, separate database schemes for reporting and operations, SQL Stored procedures)
- Designing and implementing framework for server deployment of multiple Calypso environments for different departments using Java Ant and UNIX shell script. (Perl, Java)
- Integrating TRAX (http://www.trax2.org/) settlement system and SWIFT alliance (http://www.swift.com) feed using TD Securities infrastructure. (Oracle, SQL Stored procedures)
- Working on design and development of Position engine for calculating and displaying real time positions from real time stock exchange feeds: ITS, TBF, ISM daily upload, US drops. (Java, Oracle Berkley DB, SQL Server)
- Converting positions to FIXML protocol and storing them into SQL Database database for later processing (Java, FIXML)
- Sending real time position changes to traders using Tibco Rendezvous bus (Java, Tibco rendezvous)
Oct 2002 – Dec 2005
CIBC
Risk Management and Basel compliance software developer
- Working in Treasury Balance Sheet and Risk Management (TBRM) department on delivering several projects for Basel accord compliance. The projects are:
- Creating the system for gathering and processing data from various financial systems into one coherent view and presenting the information to the user. Integrating multiple parts of the system (ETL, Scheduling, Reporting and Presentation). (Java, J2EE, Weblogic, Informatica ETL, Perl, TIDAL, MS SQL and PL/SQL stored procedures).
- Design and development of delivery system for feeds from multiple sources in Visual Basic (that was a business requirement) and implementing it in production (VB, SQL Server, stored procedures).
- Design and development of system for producing Informatica mappings from the column definition file (Java, Velocity, XML, SQL Server).
- Creating complex mappings in Informatica for data processing for the data warehouse (Informatica, SQL Server)
May 2002 – Oct 2002
Bank of Montreal
Risk Management and Basel compliance software developer
- Working on the Treasury Credit risk and New Integrated Value at Risk systems
- Creating the back testing system for verification of VAR calculation accuracy (C++, Sun, Oracle)
- Integrating Back Test into the risk management system (C++, Sun, Perl, Oracle)
- Implementing the Commodity intraday VAR calculator (Java, C++, Korn shell, Perl)
- Creating Mark to Market calculator for interest rate deals (C++, Java)
- Recreating the netting engine for the commodities valuation (C++)
June 2001 – May 2002
TD Canada Trust
Fixed Income Software Team Lead
- Integrating Decision Software Trading System (DSTS) into the trading desks for REPO, Bond (buy/sell), Government of Canada and Provincial bills trading (C++, Java, TIBCO Rendezvous, Perl, IBM MQ Series uplink with AS/400, Actuate Reporting software, XML, SQL Server)
- Creating Position, P&L and trades reconciliation system to synchronize and check the positions on different, linked systems (Perl, Visual Basic, Microsoft Access, SQL Server)
- Linking all aspects of trading (price, yield, trade and security information) with major market trading and information services such as Bloomberg and Reuters, as well as with TD
- Securities internal trading systems (C++, Java, Perl, TIBCO Rendezvous, XML)
- Creating a link between DSTS and CanDeal Government of Canada trading system (C++, Java, XML)
- Managing teams of consultants to work on the internal Web enabled application for General Ledger postings (C++, Java, IBM Websphere, J2EE, XML, SQL Server, Crystal Reports)
- Supporting the Bond Desk link (TD Waterhouse bond trading system) to internal trading, security inventory and offerings systems (Java, IBM MQ Series uplink to AS/400)
January 2001 – June 2001
Arkipelago
Development Manager
- Supervising a team of 24 people on the mainstream product of the company
- Responsible for scheduling, staffing, engineering and architecture of the product
- The product is developed in Visual C++ and Visual Basic using MFC and ATL with COM interface in a 3 tier architecture
- Developing a GUI interface for the product using Visual Basic and Visual C++
- RDBMS’s with native access supported: Oracle, SQL Server, Microsoft Access
August 1999 – January 2001
FloNetwork (acquired by Double Click)
Program Manager
- Supervising the software development teams on reporting project, which utilizes Web and RDBMS technologies to present all traceable information available in the system?
- Managing and coordinating teams of developers to meet the objectives and deadlines of the project in order to produce the needed deliverables
- Designing a complete 3-tier reporting system from ground up using Visual C++ and STL in the e-mail by permission proprietary system.
- Creating a proprietary data replication and data transformation engine using Visual C++ utilizing Microsoft SQL Server’s Bulk Copy
April 1999 – August 1999
Nortel Networks
Software Developer
- Symposium Customer Care Software (SCCS) Development, Nortel’s Flagship call centre automation product
- Developing Telephony Interactive Voice Response (IVR) and smart telephony agent call routing software
- Working on a low level standardized link between the Meridian / DS-100 telephony switch and the rest of the Call Centre software package
February 1997 – April 1999
NCC LTD
Senior software developer
- Managing a statewide project on the Internet on demand connectivity project
- Supervising a team of developers and writing accompanying software documentation
- Developing AI kernel for Model Based Reasoning Expert System in C++ under Microsoft® Windows NT and Digital UNIX
- Automatic Fault Finding and Event Correlation applications development
- Cellular networking applications design using Sun® C++
- Working with various TCP/IP application protocols in C++
1990 – 1997
Lanoptics LTD and various software contracts
Programmer
- Developing SNMP applications to control network Devices using Microsoft® Visual C++ and SNMP++ package
- Designing GUI for the NMS applications using Microsoft® Visual C++ and MFC
- Designing proprietary MIB using ASN.1 language
- Writing a compiler for ASN.1 language subset
- Developing Database oriented GUI
- Developing core of the standard library program for Neural Network in C and C++
Education, Haifa University, Israel, 1991-1998
Masters and Bachelors Degree of Sciences in Computer Science and Mathematics