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Taras Shymbra

Web: www.shymbra.com E-Mail: tshymbra@yahoo.com

Profile

Software/Quant Developer with 10 years experience, particularly strong in Progress Apama, CEP, C++/C, Java, OOD, real-time systems design. Great communication and leadership skills. Deep understanding of large-scale distributed systems reality in capital markets. Focused on algorithmic trading and real-time pricing systems.

Technical Skills

Languages: C++ (STL, Loki), C, Java, Apama MonitorScript, Smalltalk, Perl, Python
Finance Platforms/APIs: Apama, FIX, ICAP EBS, GL Trade, Wombat, Reuters AutoQuote, RMDS
CEP: Apama, Streambase
OO-Development: OOA, OOD, UML, design patterns, frameworks
Software architecture: CEP, distributed systems, scalability, high availability, fault tolerance, persistency
Security: cryptography (PKCS#11, RSA, DES3, HMAC), secure coding
Databases: SQL, MySql, PostgreSQL, Oracle, database design, OR mapping, JDBC, ODBC, MS ADO
Operating Systems: Red Hat Enterprise Linux, MS Windows CE/2000/NT/XP, Win32 API
Client-Server/n-Tier: sockets, TCP/IP, CORBA, ACE
GUI: Java AWT/JFC, MFC, MVC-Architecture, Apama Dashboards
Markup: XML, SMIL
Testing: test driven development (TDD), Python-based automated regression testing, Apama PySyS, CPPUnit, JUnit
Configuration Management: continuous integration, Java Ant, Rational Clearcase, Subversion, CVS, Bugzilla
Dev. Tools: Apama Studio, MSVC 6.0/7.1, gmake, gcc, Eclipse, IntelliJ IDEA, Rational Rose/Purify

Experience
Consultant
May 09 - present

Steria Mummert Consulting AG, Frankfurt am Main, Germany

Steria Mummert Consulting AG is a management and IT consultancy. Member of the Trading Systems Unit. Working on a project for a large German bank. Details available upon request.

Quant Developer
May 08 - April 09

CMC Markets, London, UK

CMC Markets is a global financial services company. Worked on the CMC's dealing floor. Details available upon request.

Senior Consultant
Jun 07 - May 08

Progress Software, London, UK

Progress Apama maintained a leadership position in complex event processing (CEP) for Algorithmic Trading. Worked on Progress Apama platform and developed trading systems based on Apama. Clients ranged from broker-dealers to tier 1 investment banks.

  • Developed parts of Apama’s award winning FX Solution Accelerator. These included IAF adapters for Reuters Dealing 3000 FX Spot Matching and Apama IAF adapter for ICAP EBS Spot FX dealing.
  • Architected, designed, developed and tested Apama IAF adapter for Reuters Dealing 3000 FX Spot Matching. Wrote low-latency, multithreaded transport in C for Windows and Linux. Developed session/logging, subscriptions and orders management logic in Apama MonitorScript. Constructed 30 adapter level correctness and stress testcases in Python using in-house automated testing framework. Liaison with Reuters engineers.
  • Developed Apama IAF adapter for ICAP EBS Spot FX dealing platform. Improved sockets transport, sessions, orders and deals management. Built system acceptance tests for validation and acceptance by ICAP. Liaison with ICAP.
  • Contributed to SOR/FX Trading Framework for a major investment bank. Worked on-site bootstrapping the Apama environment, provided guidance and consultancy to the internal team on Apama and connectivity issues.
  • In a team of 4, developed and delivered FX Aggregation System for a large IB. Wrote parts of orders/executions management, trade reporting. Designed and wrote state persistence/recovery mechanism for system failover. On-site visits for system delivery into UAT and production. Wrote detailed system manual. As the result the system was successfully deployed extensively to the bank's trading floors.
  • Contributed to the Apama platform. Improved state store and data view persistence/management monitors, extended plug-ins, added IAF service manager for distributed status/connectivity signaling into adapters. Extended Reuters RMDS adapter to enable publishing, also enhanced Wombat and GL Trade adapters. Advised engineering on defects found in adapters' C++ code.
  • Integrated Apama Reuters AutoQuote adapter into UK large bank's Apama-based low latency FX Trading system.

Real time event-based applications developed using Apama technology for Windows and Linux, low latency parts written in C/C++, GUI and adapters also in Java. Learned cutting-edge event-oriented programming in distributed systems environments. Strengthened communication skills through on-site client-facing work. Ongoing responsibilities also covered clients support. Tools used: Apama Dev. Studio, Eclipse, Visual Studio 7.1, Subversion, gcc, make, Ant, FIXionary, Python.

Mar 03 - May 07,
Software Engineer

VITRONIC GmbH, Wiesbaden, Germany

Key developer of toll enforcement sub-system, part of the highly visible German Electronic Toll Collection System for lorries, LKW-MAUT. The system consisted of 300 enforcement gantry instances connected to a remote toll center. Initially extending and improving gantry software, I later architected and built real time data acquisition, enforcement, communication, security and vehicle data management modules running within a gantry. Took a major part in the system rollout focusing on systems delivery, liaised with services team, external vendors, system integrators and project partners.

  • Architected and developed DSRC communication between gantry and on-board units (OBU). Authored design pattern Stateful Event Selector as a result of my work on this module.
  • Implemented multi-threaded module for real time online vehicle requests from toll center.
  • Developed high-throughput evidential and enforcement data handling module.
  • Played a key role in most cryptography related tasks across the project.Utilized a wide range of cryptographic techniques.
  • Provided technical leadership. As an example, initiated using unit testing.
  • Wrote detailed system and test specifications for the client. Coordinated the work of team members to create test cases documents.

Learned the organization of software building and release process and with a large code-base.Skills involved intimate knowledge of concurrent programming and debugging in multi-process environments. Tools used: in-house automatic build server, configuration management, modelling, error detection and tracking tools.

Jan 02 - Mar 03,
Software Developer

Research Institute for Applied Knowledge Processing (FAW), Ulm, Germany

FAW formed in 1988 was a leading German research institute for artificial intelligence. Two projects worked on during this period involved extensive use of Java and databases.

Participated in an European Union funded project WINGS-FOR-SHIPS. The project aimed to develop a new maritime information system for guidance and supervision of ships. Involved at the high level system design. Liaison with project stakeholders from EU.

  • Performed database schema design and eventually mapped the data model to PostgreSQL RDBMS.
  • Evaluated a number of technologies including Java Servlets, Apache Tomcat and RedHat Linux to produce reference architecture of the central server.

Developed POWM (process-oriented knowledge management), a bespoke knowledge management application for a major German car manufacturer.

  • Implemented rich multi-faceted user interface extensively utilising Java JFC.
  • Developed standalone open-source Java framework TDM (Tabular Data Manipulation).

Development work was conducted using Java technology, IntelliJ IDEA, Oracle.

Additionally, introduced the team to code and build management tools. Integrated WinCVS, JUnit, Java Ant into existing environment which resulted in increased productivity of 5 developers.

Feb 00 - Jan 02,
Software Developer

InterObject Israel/Ukraine/United States

Member #4 of the R&D department established in Lviv, Ukraine.

  • Architected, designed and implemented cutting-edge SMIL/MMS multimedia player in C++ running both on mobile and desktop platforms. Developed core execution engine. The highly flexible engine has subsequently become the core part of the firms’s MMS technology. Working in a team of 5, involved with the player from its inception through completion of alpha-level software. Used UML, Rational Rose, MS Visual C++ 6.0/eMbedded, STL, multi-threading, CppUNIT, CVS.

Worked on 2 massive Smalltalk software systems for two US clients from semiconductor manufacturing industry. Involved in many areas of the systems adding major functionality, performing error troubleshooting and advising overseas clients. Worked on-site in San-Jose, USA. Served as mentor in Smalltalk, ControlWORKS framework and OO design. Software designed with UML in Rational Rose and developed in VisualWorks Smalltalk.

  • Implemented pilot wafer flow feature for a photo-resist processing machine.
  • Developed process chamber HMI for a single wafer cluster tool. Performed continuous adaptation of the HMI to customer feedback.

My first assignment was Switch Configuration Utility for IP-Telephony Gateways.

  • Implemented product’s JFC based front-end.
  • Developed glue code to link the front-end to an Oracle RDBMS. Used JDBC for the database connectivity.

Work done with Microsoft J++, Source Safe.

Jul 98 - Jan 99,
Software Developer / Trainee

Research Institute for Applied Knowledge Processing (FAW), Ulm, Germany

IAESTE practical training at the Business Processes and Telematics department.

  • Research focus was into information visualization in particular using innovative Java applets technology for graph layouts, semantic networks and information spaces.
  • Implemented web application that rendered 3D VRML structure representation of the Yahoo! directories.

Used UNIX (SunOS), Perl, Apache Web Server, CGI, VRML, Netscape Navigator.

Education
2000, MSc. Computer Science

Lviv Polytechnic National University, Ukraine

Personal Information

Languages: English - fluent, German - fluent, Ukrainian - native, Russian - fluent
Age: 31 (DOB: June 1978)
Interests: algo trading, capital markets, technical writing, software business, productivity, sport, languages, top films on DVD