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Oleg Zelenkov's Resume

 

Oleg Zelenkov

+1 (347) 200-3589

15+ 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:

  • C/C++/C#
  • STL
  • Boost
  • Perl
  • XML/XSLT/XSL-FO
  • TEX/(La)TEX/PDF
  • MS SQL/MySql
  • HTML/ASP.NET/PHP/FLOT
  • .NET Remoting
  • TCP/IP
  • FIX
  • Multicast
  • RMDS
  • Company Financials
  • GNU
  • Linux
  • Windows
  • LP/QP/SOCP programming
  • Java/JavaScript
  • US markets feeds

EXPERIENCE

Societe Generale (New York)
Developer/Analyst - VP
December 2014 - Present
  • 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
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
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
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 Reuter’s 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
MATRA Datavision (Belarus/France/UK)
Software Engineer
November 1996 - December 1999
  • 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

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.
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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