I having broad finance experience in the developing of high-perfomance systems in the field of Quantitative finance and HFT, 10 years commercial experience and 15 years overall. I belong to those professionals who have chosen their profession correctly. Being engaged in finance, I finally found an area for myself that maximizes my potential. By combining strict financial models and their software implementation, I get ready solutions that are implemented in quantitative trading, derivatives and fixed income trading. My key responsibilities include the following: interaction with the customer (both retail and corporate (bank /hedge fund), to implement their tasks in the field of algorithmic trading, building a front-office systems for assessing risks and limits (treasury function and limit control), building a value chain from the business side to the development teams. My key role and function is also the establishment of long-term relationships with business and technology, as well as support and development of innovative products in the field of fintech and HFT ecosystems. My core technical skills: # Quantitative finance, asset pricing models; # Structured products, financial engineering; # FX derivatives, exotic and vanilla options; # Stochastic processes, high-frequency trading; # Monte Carlo, risk assessment, financial data science; # Front-office, middle-office systems, High-frequency, low-latency trading; # Broker system, market-making, FIX, FAST, architecture design (software); # Complex solutions based on algorithmic and high frequency trading systems. Technical knowledge includes: # C++ (17/20), Java (9/11/14/15) (Spring, Hibernate), Linux, C# (.Net); # Machine learning, neural networks, Python (scikit-learn, NumPy, SciPy, pandas, Docker), Big data analytics; # C ++ modeling, Matlab Trading toolkit, statistical analysis, MapReduce, QuantLib.