Oleg Zelenkov
25+ years of experience as a Software Developer/Engineer in Financial and Technology industries. Programmed equity trading algorithms, order management systems, network communication protocols, developed GUI parts for CAD/CAM systems, built web applications for financial research, handled market data in real-time from major world exchanges, packaged installation modules, analyzed market data, used statistical arbitrage and factor models to create equity portfolios. Very strong in C/C++ and C# Programming, TCP/UDP, FIX, XML, SQL, multi-threading, regression analysis, linear algebra, optimization. Has extensive experience with:
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EXPERIENCE
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Two Sigma Securities (New York) Software Engineer - VP |
July 2018 - Present |
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MANA Partners (New York) Software Developer - VP |
January 2017 - June 2018 |
- Programmed high frequency equity trading systems.
- Environment: C++, Linux, FIX, Python, Gnuplot, Git
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Societe Generale (New York) Developer/Analyst - VP |
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- Programmed market data feed handlers and execution management systems for major US exchanges.
- Implemented trade reporting services for FINRA and ACT.
- Measured performance and tuned market access applications.
- Tested trading tools.
- Documentation, Q&A and production support.
- Environment: C++, Linux, FIX, Perl, Python, Gnuplot, CVS, NYSE XDP, BATS PITCH, NASDAQ ITCH, ERIS IRSF, FINRA ORF, NASDAQ ACT, NYSE Broker Algo, NASDAQ UQDF/UTDF, NYSE CQS/CTS
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Cantor Fitzgerald (New York) Equity Systems Developer |
December 2012 - October 2014 |
- Programmed automatic client order execution using C++ Boost libraries and QuickFix API.
- Designed and implemented positions liquidation strategies.
- Certified FIX connections.
- Developed fast flat-file price database for Linux with easy-to-use data selection and analysis tools.
- Programmed client GUI applications for order management and real-time price.
- Handled market data in real-time using Exegy API, C++, ZeroMQ and multi-threading.
- Built multi-factor models, and optimized portfolios using linear regression models and second-order cone programming.
- Developed OMS components using Java and Tibco RV
- Environment: C++, Linux, Windows, Qt, FIX, Perl, Python, R, Eclipse, Java, Gnuplot, Regression Methods, MySql, MS SQL, Exegy Datatone, ZeroMQ, Boost, GNU Make, Bash, Git, QuickFix, Quadratic/Linear Programming
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SAC Capital Advisors, L.P. (New York) Quantitative Software Developer |
May 2007 - June 2012 |
- Worked on algorithmic trading projects, financial research and data analysis.
- Designed and implemented an order management system to trade equities on major markets (US, Canada, Europe, and Japan).
- Analyzed text news to be used in future stock returns forecast.
- Developed an administrative web site for portfolio trading monitoring.
- Environment: C++, Linux, Windows, Qt, FIX, Perl, Python, R, Gnuplot, jQuery, Google Flot, Statistical Arbitrage, Regression Methods, Risk Model, MySql, Reuters Market Data System, News Analytics, SVN
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Reuters Research Inc. (New York) Lead Web Developer/Senior Software Developer |
January 2000 - May 2007 |
- Worked in investment research publishing (Multex.com, Inc.).
- Led web projects, PDF research report generation services.
- Helped develop enterprise infrastructure, media services, and application installations.
- Lead role with EDGAR financial statement parsing, language recognition, and information extraction.
- Tested, documented, and managed custom builds and other ReuterпїЅs projects.
- Environment: ASP/ASP.NET, VB/VBScript, JS, HTML, C#, C/C++, OLEDB, SQL Server, Active X, XML/XSLT, TeX/(La)TeX, ISAPI, Perl, FOP, XSL-FO, PDF, MSI, WiX, Jam, Windows Media Server, IE, Pattern Recognition, Jam, SVN, NetBeans, Java
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MATRA Datavision (Belarus/France/UK) Software Engineer |
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- Implemented a GUI system for modeling drill bits for Hycalog company (UK, Stonehouse) using CAS.CADE geometry library.
- Designed and implemented EUCLID Styler GUI front-end running under Windows NT OS.
- Worked on extending CAS.CADE Object Oriented Library (2-D Viewers).
- Ported EUCLID Quantum Setup programs from UNIX to Windows.
- Designed and implemented system of programs for testing project factory WOK++.
- Environment: C/C++, UNIX Shell, CAS.CADE, TCL/TK, LISP, MFC 4.0, WIN32, Motif API, OLE/COM, Windows Shell, MS DevStudio 4.2-5.0.
EDUCATION
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Academy of Sciences (Belarus) Institute of Technical Cybernetics |
October 1997 - May 1998 |
- Worked in collaboration with Laboratory of Mathematical Modeling:
- Developed a computer system for solving differential equation of transfer to simulate work of the tube using graphical representation of aerodynamic diffusion.
- It has easy-to-use interface presented by miscellaneous graphic means (3D-maps, AVI-films, floating dialog bars, context menus, help support, auto-save, data exchange).
- Participated in research work on Object Analysis of Meteorological Elements.
- Created a program that interpolates parameters such as wind velocity, temperature, and geo-potential being measured at nodes of irregular grid of weather monitoring stations.
- The general aim of this work was to write a program to show meteorological parameters using graphical presentation and enable user to analyze weather by using computer.
- Environment: MS VC++ 4.2, WIN32, MFC 4.2, Differential Calculus, Numerical Methods, Graphics Algorithms.
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Belarus State University (Minsk) Applied Mathematics Department |
September 1993 - October 1996 |
- As a student of Applied Mathematics Department wrote a number of small applications and utilities according to vocational training:
- Utility for analytical (symbolic) differential calculus.
- Text editors and 3D-surface viewers.
- Numerical methods for solving applied mathematical problems.
- Network communication applications and simple database management programs.
- Awarded a Master Degree in Applied Mathematics (Mathematician-Programmer, cum laude degree)
- Research work at Belarus Institute Of Thermodynamics (differential equations, numerical methods)
- Diploma "Computer Modeling Of Carrying Gas In Atmosphere Using The Impulse Tube"
- Environment: Differential equations, Numerical methods, Statistics, Theory of probabilities, Linear Algebra, Mathematical Modeling, Control Optimization, Borland C++ 3.1, Turbo Assembler, Turbo Pascal, MS-DOS, FoxPro, TCP/IP.
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