Sergey Simantov's Email Addresses & Phone Numbers

📖 Summary

Senior Software Engineer @ Cantor Fitzgerald Designed and developed JSON pricing API for FOREX Options vanila, exotics and multi leg strategies, using Core Java, Kafka messaging, Spring Boot. Deployed at AWS servers.Designed and developed interactive pricing API Web testing app using HTML5, async JavaScript promises, ReactJS, Redux. New York, United StatesSoftware Engineer @ Google Designed and developed usage, prepayment, post payment retrieval and reconciliation system for Google Play music. The system is serving Google’s music partners such as Major labels, Collection societies etcUtilized Core Java, Python, AngularJS, and also Google’s proprietary Big Data technologies : MapReduce , Google SQL, Dremel, Flume(aka Apache Spark), Spanner, GCP Data tools. From June 2016 to October 2019 (3 years 5 months) New York, United StatesSoftware Engineer @ HSBC Worked at the Finance & Risk IT department. Worked at DSL (data service layer) to collect, process and distribute data DSL includes functionality to store and make available for use this data, including trade, reference and static data. The deployment of DSL can acquire and process XML messages, flat files, Memory Stream or Memory Object data as a source. Technology stack involved was Core JAVA (with Spring) ,Oracle Coherence, Spring Core, Spring Boot, Oracle Database, XML/XSLT, MQ messaging, Drools (rules engine), GWT (Google web toolkit) From June 2014 to June 2016 (2 years 1 month) Quantitative Developer Consultant @ BNY Mellon Option market making and optimal execution.Listed options Market making and internalization, high frequency algo trading. Market data surveillance algorithms development. Strategies Replay & simulation mechanism development.Linux C++ Python(NumPy, SciPy, scikit-learn, pandas, SQLite, HDF5) R KDB+/QAmazon AWS, MongoDB From February 2013 to June 2014 (1 year 5 months) Greater New York City AreaQuantitative Developer Consultant @ Nomura Securities "Monju" market risk system development.It calculates VaR1 (Value-at-Risk) for any level of Nomura‟s business hierarchy. Developed advanced scenario generation and valuation models.Design and developed RiskFabric language API used by risk managers and associates from Excel reports.Core Java, C#, VBA, R From September 2011 to February 2013 (1 year 6 months) Greater New York City AreaQuantitative Developer Consultant @ Credit Suisse Algorithmic smart order router for electronic fixed income instruments (Treasuries, IRS, Agencies) developmentAlgorithmic, highly customized customer facing auto quoter development.Linux C++, Core Java, Python, Perl From November 2009 to August 2011 (1 year 10 months) Greater New York City AreaSoftware Engineer Consultant @ Morgan Stanley Supported FX and FX derivatives business.- Development of ATOMIC (Automated Order Management including customers) smart order management system- Execution algorithms with dynamic limit orders on spot cash market From January 2009 to December 2009 (1 year) Greater New York City AreaConsultant @ NYSD Consulting Inc Working on consulting projects at several Wall Street companies.NYSEMarket Surveillance system developed in C++.Designed, developed extensions and maintained existing Real Time program trade validations based on Stock Content, Size of Order, Timeliness of Order. Goldman Sachs- Automated options portfolio risk reduction by allowing access to various liquidity channels effectively reducing cost of hedgingSociete General- Modeling default correlation- Developing Risk Management Spreadsheets - Managed development of nightly risk reports, CMO database, mortgage research data and reports;- Developed new risk scenarios, and routinely reported P&L, worst case scenarios, and risk profiles.- Programming languages: C++,VBA From July 2005 to December 2008 (3 years 6 months) Researcher @ IBM Worked as a researcher at IBM Watson Research Lab in tooling division on a range of topics, mostly in techniques to improve software quality, static analysis, mathematical programming and operations research, model checking and testing.C++, Core Java From May 2001 to June 2005 (4 years 2 months) Hawthorne, NY