Consultant at Citi
New York, New York
MoroRock Inc
President
New York
Citi
Consultant
388 Greenwich Street
RM::Ware
President
January 2010 to September 2012
Goldman Sachs
Consultant
February 2010 to August 2010
200 West Street
HedgeServ
Software Developer
June 2011 to November 2014
1251 Avenue of Americas
ICAP North America (FI Trading System)
Senior Developer
March 2009 to November 2009
Bloomberg L.P
Senior Developer
March 2000 to August 2008
UBS PaineWebber. (FI Trading System)
Associate Developer
June 1998 to March 2000
What company does Roman Mardukhai work for?
Roman Mardukhai works for MoroRock Inc
What is Roman Mardukhai's role at MoroRock Inc?
Roman Mardukhai is President
What industry does Roman Mardukhai work in?
Roman Mardukhai works in the Information Technology and Services industry.
Who are Roman Mardukhai's colleagues?
Roman Mardukhai's colleagues are Amreeta Davda,ACCA, Shalin Shroff, Luis Mejia, Marco Decormis, Kiran Mathur Mohammed, Tsholofelo Sekwele, Timothy Muchiri, William Artingstall, Mitesh Popat, and Charles Russell
📖 Summary
President @ MoroRock Inc New YorkConsultant @ Citi 388 Greenwich StreetPresident @ RM::Ware From January 2010 to September 2012 (2 years 9 months) Consultant @ Goldman Sachs Global Repo/Funding technology From February 2010 to August 2010 (7 months) 200 West StreetSoftware Developer @ HedgeServ FO AnalyticsDeveloping custom valuation columns for Sungard Front Arena system utilizing Python and ADFL technologies. From June 2011 to November 2014 (3 years 6 months) 1251 Avenue of AmericasSenior Developer @ ICAP North America (FI Trading System) Support and enhancement of fixed income trading systemExamining logs for messages and tracking down problem code and making patches.Wrote Fortran to C conversion utility to help with conversion.Environment: C, C++, Fortran, Perl, Bash, Oracle, Solaris, dbx, gdb, shared memory From March 2009 to November 2009 (9 months) Senior Developer @ Bloomberg L.P Equity Derivatives GroupAnalyzed term sheets, as well as marketing material to create UI, and application logic to value exotic derivatives such as Himalayan, Altiplano, BestOfN, Reverse Converts and other OTC structured products. (C++, Design Patterns)Prototyped GUI Design for exotic Derivatives. (C#, Visual Studio 2005)Worked on a stateless application service that supports multiple exotic calculators, market data retrieval, structured notes' storage and loading, as well as control of calculations themselves. (C++, Design Patterns, MySql)Designed and implemented a multilayered architectures based on existing middleware and "XSD" code generation using Perl and Template Toolkit. (C++, Perl, XML)Created data service utilizing that provides market data such as prices, dividends, volatilities, correlations, currency spot rates, yield curves and other data needed to value most basket exotic derivatives. It is currently being used for all new projects, due to ease of use, as well as high scalability and robustness of the product. (C++, XML)Wrote an automated regression testing utility in Perl that allowed us to play back requests previous day production requests and compare service responses of a new against the old version of service to look for discrepancies, and possible new bugs introduced. (Perl)Participated in design and coding of online service monitoring with console room alerts with instructions on how to diagnose and fix problems such as licensing issues, service outages, dependency failures. Also provides statistical information on how many instances of services are running, roundtrip time. (Perl)Utilizing service-oriented-architecture to distribute load across many machines, as well as split calculation, data retrieval, and application logic into separate web services. (C++, XML)Environment: C, C++, STL, Fortran, C#, XML, XSD, Perl, Java, Solaris, AIX, gSoap, SOA, Design Patterns, threading, MySql From March 2000 to August 2008 (8 years 6 months) Associate Developer @ UBS PaineWebber. (FI Trading System) Supported government bond trading desk users with Liberty Trading System and their systems. Winner of PaineWebber Team Quality Award, awarded for delivering reliable and innovative software . Developed Lottery Calculator that generated trades and calculates estimated P&L on the strip/recon bond transaction. Developed Trade Monitor application using C++/Motif/RoughWave DBTools to monitor trades sent to the BackOffice.Developed automated price and trade playback simulation into the Liberty Trading System. Environment: C, C++, ksh, SunOS, Motif, RougeWave DBTools, Sybase Sql Server, Informix From June 1998 to March 2000 (1 year 10 months)
Introversion (I), Intuition (N), Thinking (T), Perceiving (P)
2 year(s), 11 month(s)
Unlikely
Likely
There's 93% chance that Roman Mardukhai is seeking for new opportunities
Enjoy unlimited access and discover candidates outside of LinkedIn
Trusted by 400K users from
76% of Fortune 500 companies
The most accurate data ever
Hire Anyone, Anywhere
with ContactOut today
Making remote or global hires? We can help.
No credit card required
Roman Mardukhai's Social Media Links
/company/c... /school/ba... /redir/red...