Ivan Veselkov

• Designed and implemented the core of risk system to monitor and limit market exposures
• Designed and implemented internal matching router, to enable liquidity exchange between trading desks
• Designed and implemented a tool to request and manage locates
• Implemented an Excel add-in to enable live market data in traders' spreadsheets
• Designed session management service
• Managed a small team or 3 engineers

• Led a team of 9 engineers working on two trading engines. Despite the name, the engines were used in equity, FX and crypto trading
• Provided technical leadership, mentoring and coaching within the department
• Prepared a roadmap for the trading engine development
• Did performance review and bonus allocation within the team
• Interviewed candidates for Java software engineering positions
• Promoted coding standards and clean code within the company
• Migrated from Java 8 to 11 and initiated migration to 17
• Completely reworked the market data ingestion library in order to isolate interactions between threads and eliminate blocking on critical path. The new library is built on top of a single threaded Netty event loop. It consumes UDP datagrams from multiple multicast groups and establishes temporary TCP connections to control subscriptions and request snapshots. In performance tests, the latency for live updates between network socket and output queue was 0.5µs at 90th percentile and 2µs at 100th percentile

Environment: Java, async-profiler, Intellij IDEA, Git, Bitbucket, Maven, Bamboo, JIRA, Sonar, Debian

• Reworked an order capture and reporting system, to improve its correctness, reliability and performance (~50x faster), migrating from MariaDB to Cassandra
• Designed and implemented a brand new entitlement system to control and monitor the access to the market data feeds
• Designed and implemented 2 new trading strategies for over-the-counter trading. While working on my part, I also coordinated 2 other developers working on related applications
• Initiated migration from Java 6 to 8 across the company
• Mentored junior and graduate developers
• Interviewed candidates for Java software engineering positions
• Promoted coding standards and clean code within the company

Environment: Java, JFR, JMC, YourKit, Intellij IDEA, Git, Bitbucket, Maven, Bamboo, JIRA, Sonar, Debian

• As part of the AutobahnFX Options team, I worked on the delivery of FX Options Orders
• Eliminated high-load processing delays in a spot pricing library by introducing throttling
• Improved the latency of inter-regional messaging traffic by introducing multi-streaming in a gateway application

Environment: Java, Groovy, Spring IoC, Terracotta Universal Messaging, IntelliJ IDEA, Git, Subversion, Maven, Jenkins, JIRA, Windows 7, Solaris

• As part of the team, developed a message driven integration platform
• Fixed major memory leaks in a legacy C++ module and developed an automated regression test based on the Valgrind "massif" tool
• Consulted engineers of major telecom companies to help them use our integration platform

Environment: Java, Apache ServiceMix, Camel, ActiveMQ, XML, XPath, XSLT, C++, POSIX Shell, Spring IoC, Netbeans, SVN, Maven, Jenkins, Valgrind, HP-UX, RHEL

• Maintained a data warehousing engine; delivered a web-based data warehouse constructor; became proficient in refactoring.

Environment: Java, SQL, XML, XPath, XQuery, SOAP, GWT, Servlets, Eclipse, SVN, Ant, Maven, Tomcat, Jetty, JIRA, MS SQL, MySql, Berkeley DB XML, Windows XP, CentOS Linux

• Developed the client side of the framework for rapid development of distributed workflow systems for government agencies

Environment: Java, SQL, PL/SQL, Eclipse, SWT, PL/SQL Developer, SVN, Ant, Tomcat, JIRA, Oracle 10g, Windows XP, Solaris

• Automated the printing of postal documents and labels in the warehouse
• Cooperated with representatives of the Russian Post, warehousing experts and development teams in Taiwan and Germany

Environment: SQL, PL/SQL, Java, SVN, ERWin, Eclipse (BIRT), MS Project, Oracle DB, Windows XP, SUSE Linux