Aleks L

Joining as an experienced contractor, I worked as a back-end developer on the internal trading platform within Julius Baer for derivatives and structured products in equity and fx asset classes.

Took ownership of adding new functional features on the modern technological stack (Java 11, Spring 5 & Spring Boot 2, microservice-based architecture with asynchronous messages via ActiveMQ and websocket-based communication with ReactJS frontends).

Extended the newly created platform for recommending structured products by adding new product types and integrating it with the existing services (internal and external such as Bloomberg).

Developed features, improved performance and security of the existing services on the wider platform leveraging reactive stack of Spring, Oracle DB, Liquibase, Elasticsearch.

I joined swissQuant as a lead back-end developer on a project to create an app for providing transparency about structured products.

The project launched successfully and on time in February 2017 due to sound architectural choices and robust software engineering practices throughout the development.

I chose modern technology stack (Java 8, Spring 4, Hibernate 5, Jersey) and introduced cloud architecture (AWS) to the company as part of this project.

I also made significant improvements to swissQuant financial libraries, adding the functionality for valuation of structured products and parsing IBT termsheets. Subsequently I contributed to a larger new project leveraging modern paradigms (microservices, event sourcing, CQRS) and technologies (Java 11, Spring 5, Spring Boot 2.1, Docker) and was responsible for integration with existing swissQuant risk management systems and further improvements to them.

On the front-end side I was involved in building internal and demo tools using ReactJS.

My other responsibilities included close collaboration with clients to capture requirements, providing technical and architectural expertise to business managers on new projects, dealing with project management tasks, mentoring junior team members.

I worked in the Portfolio Valuations department of Markit, starting as Associate Developer, then being promoted to Assistant Vice President in December 2014.

As a member of the pricing team, I acquired a solid knowledge of topics in financial derivatives, and gained experience with valuation models and market data feeds.

I specialized in developing with Java and Scala within equity, fx, and structured products, with some exposure to commodity and rates products.

I successfully completed a variety of projects:

• Reimplementation and major enhancement of market data objects used in valuations (fx time-series, equity dividend series, equity and fx volatility surfaces, and forward curves).
• Implementation of end-to-end valuation workflows for new trade types (fx correlation swaps, equity volatility index options, bond total return swaps).
• Major enhancements to the in-house tools used by analysts for structured products (scripting language and GUI environment for setting up and running simulations).
• Implementation and improvements to market data feed to capture financial information within Markit or externally (SIX Telekurs).
• Functional and performance improvements to systems for capturing client trades, valuing them in the computational grid, and dispatching valuation results.
• Improvements to internal web applications for operations analysts.