Improver

Yuriy Koblents-Mishke

C++ and Python coder with backgrounds in Math and Economics.

Tampa, Florida

Financial programmer. Currently / recently working in risk management / pricing domain. Previously worked as a server side trading floor programmer: datafeeds, exchange-traded options, futures, and cash equity market data. 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, Python, Java, and more. Linux and Windows. Enjoy coding.

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Experience:

• Owner (Dunbar Hill CPP, LLC)
• Application Software Engineering Expert (IT Contractor) (Citi)
• Quantitative Developer (Numerix)
• IT Contractor (Citi)
• Vice President (Citi)

Skills:

• Exchange Connectivity
• Perl
• C
• Template Metaprogramming
• Software Development
• Subversion
• Boost
• Databases
• Event Processing
• Soft Real Time
• Multithreading
• XML
• Data Feeds
• Optimization
• STL
• Market Data
• C++
• Sockets
• Algorithms
• Python
• Memory Mapped Files
• Programming
• SVN
• Git
• Mathematics
• Trading Systems
• Linux
• Java
• High Frequency Trading
• Distributed Systems