Trading floor programmer, server side. Exchange-traded options, futures, and cash equity market data and datafeeds. Low latency, high frequency, high throughput. Extensive experience in software design and implementation. Proven analytical, problem solving, and programming skills. Many years of experience in algorithms development and in modeling. Easily adaptable to new environments, having worked successfully in several different areas. Modern C++. C, Perl, Java, and more. Linux. Enjoy coding.

C++ Developer @ Development of a high frequency trading system, particularly handling of direct and of indirect / consolidated market feeds for equity options and for underlying instruments. Development of specialized, custom database systems of tick by tick market data. Examples: Specialized databases of all quotes and trades for all cash equities traded worldwide. A specialized database of all quotes, BBO, and trades for options traded on US exchanges (OPRA). Standard calculations for instruments and portfolios: VWAP, TWAP, VWBAS, TWBAS, etc. Datafeed handlers for PHLX TOPO +, OPRA, CQS, CTS, UQDF, UTDF, Reuters News Analytics, and more. Scripting, e.g. multithreaded socket clients and servers, written in Perl, for testing feed handlers. From April 2007 to September 2012 (5 years 6 months) Stamford, ConnecticutProgrammer @ A six month project. Development and tuning of a human genetics database (~3 billion rows). MySQL. Python programming for ETL, optimization, and data verification. From May 2006 to October 2006 (6 months) New Haven, ConnecticutProgrammer @ The same job as above. Just specifying a unit. From May 2006 to October 2006 (6 months) Programmer @ 1. Computer models of the human vocal tract. Interactive, soft real-time. Programs evolved into a framework. GUI: specialized interactive graphic editors. Internals: model of vocal tract anatomy, computational geometry, and signal processing for acoustics. 2. A program for psychological studies of speech development: perception by infants of sounds, video, and still pictures. 3. A research program that generates voice from several inputs. Multithreaded implementation. From July 1996 to November 2005 (9 years 5 months) New Haven, ConnecticutProgrammer @ The same job as above. Just to specify that Haskins is a research center affiliated with the Yale University. We had Yale badges, used Yale library, and could attend Yale seminars. From July 1996 to November 2005 (9 years 5 months) Sr. Scientific Researcher @ Held several positions, the last was Senior Scientific Researcher - roughly equivalent to a tenured Associate Research Professor in US. Developed models of demand dynamics that explained and predicted "bubbles", particularly for durable goods. Applied them to study demands during periods of fast economic growth and the transient period when Russia switched to a market economy. Developed and implemented a new family of numerical methods for nonlinear optimization of "expensive" functions implicitly defined by differential equations that are 50-100 times faster than traditional algorithms for this class of problems. Implemented models of technological change / diffusion of innovation (comparative study). Participated in many longitudinal and cross-section studies of consumption. Program development and coding. Statistical analysis, custom databases. Economic modeling. Consultations, mentoring. From November 1982 to April 1996 (13 years 6 months) Moscow, Russian FederationJr. Scientific Researcher / Lead Programmer @ MIS development for state-size regional anti-tuberculosis services. Four programmers reporting directly and coordination with a team of outsourced developers. From March 1977 to October 1982 (5 years 8 months) Moscow, Russian FederationApprentice Research Mathematician @ Studied game theory and turnpike theorems of mathematical economics. From January 1974 to February 1977 (3 years 2 months) Saint Petersburg, Russian Federation

PhD, Economics, , concentration in modeling @ Central Institute of Economics and Mathematics, Russian Academy of Sciences (CEMI RAN)BS and MS, Mathematics. Summa Cum Laude, GPA 3.85 @ Leningrad / St.Petersburg State University From 1968 to 1973 Leningrad High School #30 From 1966 to 1968 Yuriy Koblents-Mishke is skilled in: C++, STL, Boost, Template Metaprogramming, C, Perl, Linux, Java, Git, SVN, XML, Multithreading, Soft Real Time, Event Processing, Memory Mapped Files, Sockets, Market Data, Data Feeds, High Frequency Trading, Mathematics, Algorithms, Optimization, Subversion, Software Development, Programming, Distributed Systems, Trading Systems, Exchange Connectivity, Python, Databases