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Ionel vasilescu
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| Sana | 19.06.2020 | | Hajmi | 10,11 Kb. | | #10290 |
IONEL VASILESCU
Oakville ON 289-707-4096
ionel.vasilescu@gmail.com
OBJECTIVE
Seeking to apply my skills and experience for maximum impact, share my knowledge with other team members and improve myself by learning new technologies, processes and subject matter.
EDUCATION
Bachelor of Science, Mathematics and Computer Science
University of Illinois at Urbana/Champaign
SKILLS
• Primary Programming Skills: C++, design patterns, OOD/A, UML, multi-threading, sockets
• RDBMS: Microsoft SQL Server, Sybase & MySQL
• SDLC: Designed and (re)defined requirements for small to large projects
Full lifecycle multi-tiered development; unit and integration testing
• Capital Markets: In-depth knowledge of Canadian equity/derivative markets, FIX/STAMP order routing, TBF/ITCH feed processing
Knowledge of front-office/middle-office P&L reconciliation and risk monitoring (equities/derivatives and FX)
• Internet client/server technologies: HTML, CSS, JavaScript; ASP, PHP; LAMP
• Scripting/other technologies: Perl, Python, awk, Windows PowerShell, bash, Java
• OS platforms: Windows, Solaris, Linux (RedHat, SuSE)
WORK EXPERIENCE
CPP IB, Toronto ON, Nov 2015 - Present
IT Specialist
VC++ middleware development on Windows, Python/OneTick/scripts/mySQL on Linux:
Projects: FIX Engine C++ library, Compliance Engine, Short Sell Marking, OneTick
Responsibilities: Design, develop, unit test and deploy software for our front office and middle office.
Technical accomplishments: Developed multi-threaded high-performance C++ library that provides C++ clients a FIX interface to Itiviti/Cameron's Catalys Node FIX engine (Java-based). Developed Compliance Engine application (and client API) that connects front office C++ and VBA clients to Bloomberg's Compliance Manager module via Bloomberg's FIX AIM interface. Developed Short Sell Marking application (and client API) that provides long/short marking of global equity sell orders for the front office C++ clients (via sockets) by interacting with back-office inventory systems (via multicast and SQL queries). Developed OneTick loaders for FIX FX streaming quote logs and split OneTick's BPIPE collector into separate collectors (one per asset class) by enhancing the BPIPE ticker/field subscription to use mySQL DB for easy client input (with a Python bridge between the mySQL DB and the OneTick BPIPE collectors).
Training: CSC's Derivatives Fundamentals Course.
TD Securities, Toronto ON, May 2010 - Nov 2015
Senior Software Engineer
C++ middleware development on Windows (XP/2003) & Linux (RHEL5.x):
Projects: Canadian/US equity/derivative order routing/management
Responsibilities: Design, develop, unit test and deploy software for equity/derivative order routing; business analysis for order routing and post-trade applications; lead small team of developers
Technical accomplishments: Developed C++ software that routes equity and derivative orders between clients and markets with persistence/recovery to/from SAN file system and SQL DB. Wrote modules for a smart order router application that manages real-time Canadian market feeds (using NYSE's Wombat/MAMA with Tibco Rendezvous middleware) and routes orders via FIX connections to Canadian markets (TMX, CHI-X, Pure, Aequitas, Omega, TriAct; MX). Wrote TBF and NITCH feed processors and STAMP to/from FIX converter applications. Assisted production management team with deployments, provided support to our clients and internal risk monitoring team.
Training: Business Analysis Essentials, High Impact Coaching, Finance Essentials, various compliance modules (security, privacy, AML, etc).
Infinium Capital, Toronto ON, Jun 2007 - May 2010
Senior Software Engineer
VC++ GUI/middleware development on Windows 2000/XP:
Projects: Custom arbitrage trading strategy engine and risk monitoring tools
Responsibilities: Design, develop, unit test and deploy software in rapid cycles. Tech lead on rapid-turnaround projects.
Technical accomplishments: Developed VC++/MFC/STL/boost software that manages market feeds, orders, trades and implemented arbitrage trading engine. Augmented exchange simulator with market data feed and ADO-based MySQL connector. Wrote C library to provide socket-based interface to strategy logic layer. Wrote multicast client/server for processing market feed data. Wrote Perl scripts to parse quote/trade logs and validate strategy logic.
Wrote Bloomberg and RealTick API application/script DTS suite for processing LIBOR rates and Merrill Lynch Clear reports and loading the processed data into a MySQL database. Contributed to DB schema design and implemented middleware software for providing cost analysis features in a risk monitoring system. Wrote software that tracks risk and profitability in various equity, equity basket and equity option strategy portfolios.
E*Trade, Toronto ON, Nov 2006 - Jun 2007
Software Engineer
C++ middleware development on Solaris 5.9:
Projects: FIX Server and CMS Server
Responsibilities: Design, and write requirements. Develop software. Support production deployments.
Technical accomplishments: Developed CMS and FIX protocol 4.x data processing software using C++ and Sybase SQL queries. Modified QT test suite for FIX counterparty simulation.
Training: Financial markets basics.
Tybrin, Nashua NH, Jan 2006 - Nov 2006
Software Engineer
VC++/COM GUI/middleware development on Windows XP:
Project: GMS (Global Management Solutions)
Responsibilities: Design, write requirements and detailed software specifications. Develop software. Mentor and support junior-level developers.
Technical accomplishments: Developed CNS/ATM compliant aeronautical navigation data processing software for Rockwell FMS avionics using Visual C++ and well-defined change request, source control and review processes.
Training: CMMI Level 3 Project Management, Microsoft Visual C#/.net development.
Compaq/Hewlett Packard, Nashua NH, Aug 2000 - Dec 2005
Software Engineer V
C/C++/Java, perl/tcl/python, OpenGL and API development on Windows & UNIX:
Projects: Sepia 2a and Sepia 3 (High Performance Visualization Pilot)
Responsibilities: Wrote requirements and detailed software specifications. Designed and developed Linux/Windows software. Provided documentation and business partner support. Demonstrated product concept to potential customers.
Technical accomplishments: Contributed to the design and development (in C) of a multi-threaded Linux library that provided the interface to a custom HP hardware image compositor PCI/Infiniband/Servernet card. Developed graphical (OpenGL) prototype client-server parallel applications that interfaced with the compositor in a clustered Windows and Linux environment (eg HP's XC clusters).
Mini-project: Automated software installation for large TruCluster Server systems with minimal supervision using Perl/tcl/sh/mSQL and Compaq's software packaging.
Project: ETK (Enterprise Toolkit for Microsoft Visual Studio.net)
Responsibilities: Contributed to the design and prototype of a Visual Studio.net add-on for remote development on a Tru64 UNIX platform using the Microsoft VSIP (Visual Studio Industry Partner) program.
Technical accomplishments: Defined requirements, interfaces and implemented C++ prototype for a debugging bridge between a Studio.net server and a Ladebug/add-on client.
Training: Intro to UML/RUP.
AT&T, Columbus, OH, May 1995 - May 2000
Software Engineer III
C/C++/COM/VB GUI and middleware development on Solaris & Windows NT for an AT&T long-distance network real-time monitoring and support system:
Project: NEMOS (NEtwork Management Operating System for AT&T's Long Distance Network Operation Centers)
Responsibilities: Designed and implemented graphical user interfaces and data processing procedures. Mentored junior developers. Provided documentation support and on-site training. Co-lead three release cycle deployments.
Technical accomplishments: Designed and developed graphical user interfaces on Solaris (OpenLook) and Windows NT (ATL/MFC/VC++) for monitoring network traffic by interfacing with large-scale redundant SQL database. Designed and developed SQL and stored procedures for DB access (custom and Microsoft SQL Server).
REFERENCES
Available upon request.
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