0408

Sam Varshavchik

+1 212 696 7312 AIM: cplusplusguru

Programmer-Analyst/Project Leader; corp. to corp. consulting contracts in Manhattan, Jersey City, Newark, or Metropark only; NOT INTERESTED IN SALARIED POSITIONS.

Background

Eighteen years of IT experience. Fourteen years of IT experience in the financial industry. Computer Science/Math educational background.

Primary technologies: C++, C, Perl, Java (Swing, JDBC), XML, XSLT, SOAP, Networking (TCP/IP), Sybase, Oracle, PostgreSQL, CGI/HTML/Web development; UNIX and Linux platforms (AIX, HP-UX, Solaris, Red Hat Linux). Multithreading/OOP/OOD.

Other: Author of portions of the ATAPI ide-floppy Linux kernel driver; Author of the Courier Mail Server - an ESMTP/IMAP/POP3/Webmail server (http://www.courier-mta.org). Manual page archiver for the Linux Documentation Project (http://tldp.org/manpages/man.php).

Consulting Experience Summary

	2005-2008	Senior Technical Project Lead, Electronic Trading Data; Linux infrastructure engineering (two concurrent projects)
	2003-2005	Senior P/A; Equities, Market Data (two consecutive projects)
	2002-2003	Application Developer
	1997-2002	Application Developer/Project leader; Institutional Investment Management
	1996-1997	Trading Systems Developer
	1995-1996	Client/Server Developer
	1994-1995	Application Developer
	1993-1994	Programmer/Analyst^*
	1990-1993	Staff Consultant^*

^*Salaried Employee

, Jul. 2005 – Nov. 2008 (est)

Senior Technical Project Lead, Electronic Trading Data. Primary technologies: C++, Perl, Oracle, Java, PostgreSQL, Linux.

Software Infrastructure: Designed, developed, and deployed a rich set of C++ classes and APIs: multi-threading APIs and objects; Unix/Linux /POSIX resources; Oracle Call Interface, and PostgreSQL; XML parser, based on Gnome's libxml2; HTML/XML generator; LDAP client; an HTTP application server.; Developed a scriptable tool that automates creating and updating trouble tickets in a commercial issue tracking software. The scripts were written in Perl and the commercial software was a Java applet. The scripts talked to the Java applet using XML over HTTP ( SOAP ), giving in-house software the ability to interact with the third party vendor's issue tracking software.
Development Environment: The __DE project delivers global software deployment/turnover/release facilities to ML IT worldwide. __DE is a globally visible, replicated filesystem, offering a wide choice free software development tools: imultiple versions of C and Java compilers (gcc, Sun Studio 11, Sun Java VM), a rich library of Perl modules, and most popular Linux development tools. All software is built and deployed for multiple supported hardware platforms (32 and 64 bit Linux, and Solaris). __DE is a global replacement for multiple redundant copies of software development tools maintained by individual IT groups.; Worked with the __DE engineering team to develop, from the ground-up, software tools for managing deployment of third-party and homegrown software into the newly-built infrastructure. Designed and developed tools that automate the build and deployment cycle of internally-developed software. Assisted the __DE engineering team in debugging and troubleshooting integration issues with external software.
Service-oriented infrastructure (SOA): Designed and developed an XML-over-HTTP service that offered access to data in Oracle and PostgreSQL databases. Automatic generation of technical reference documentation: HTTP services returned descriptive metadata in XML format, XSLT stylesheets were then applied to transform the metadata into Docbook XML, and subsequently to HTML.
Batch processing, feed handlers: Developed infrastructure ( Perl scripts) for handling, and archiving a wide variety of vendor data feeds: Compustat Expressfeed; MSCI Barra; Capco; FinancialCalendar; LSE Director Deals; Reuters-Multex, Markit equity index composition, and many others. Also: internal feeds that generated between 30-100 gigabytes of daily tick data (compressed). Developed infrastructure to download and archive daily tick data from production market data servers. Developed a data feed handler, based on vendor specification.; Developed a web tool for managing data archives and generating alerts when additional storage is required.; Developed a fault-tolerant loader for a vendor's XML-over-HTTP data feed of index composition data. Designed a database schema to archive the index composition data. The Perl loader parsed the index composition feed and loaded the processed data into the Oracle database.
Management/Other: Directed junior team members based in India to familiarize them with ongoing development projects. Reviewed their progress. Directed and reviewed projects assigned to summer interns. Interviewed candidates for open positions in North America and Europe.; Assisted other team members in migrating Java applications to C++.

, Sep. 2003 - Mar. 2005

Jul. 2004 - Mar. 2005: Market Data

Technologies: Perl, JAVA, XML, SOAP. Development and support of a high-profile, firm-wide, middleware multithreaded server application that disseminates market data from multiple data sources via an XML/SOAP interface. Solaris and Linux platform.

Reviewed internally-developed XML/SOAP API infrastructure. Performance analysis. Developed proposals to improve the system response time and internal software architecture.
Developed regression tests for quality-control purposes.
Identified, located, and fixed bugs reported by end users. Identified and corrected multiple race conditions in the multithreaded server.
New development -- designed new XML/SOAP message formats. Created new multithreaded classes.
Developed Perl modules for client access to the XML/SOAP server.
Coordinated production turnovers with other development groups.

Sep. 2003 - Jul 2004: Proprietary Trading/Equities

Technologies: Perl, C++, Sybase, UNIX(Linux, Solaris), TCP/IP, PERL, JAVA.

Market Data/data mining/database reconciliation - developed PERL scripts and procedures for importing historical market data. Designed a custom compression algorithm in PERL and C++ for compact storage and retrieval of historical market data. Imported historical market data into internal analytical library, to be used by traders in formulating trading strategies. Verified and validated vendor-supplied ticj data against referential data in a Sybase database.
Systems/IT engineering - A Solaris-to-Linux migration necessitated a need to port the internal Solaris development and production environment to Linux. Developed shell and Perl scripts that mirrored the existing Solaris system configuration on a Red Hat Linux Advanced Server.
Porting - Assisted in porting production Solaris application, in C++, to Red Hat Linux Advanced Server. Worked with a third party vendor to produce a Linux-compatible version of the vendor's C++application toolkit that's used by the internal application.
Product Evaluation - Evaluated a vendor for historical market data to determine the suitability of vendor's market data. Developed scripts and procedures for importing and re-compressing market data.

, Sep.2002-Mar. 2003

Application Developer. Technologies: Perl, C++, ORACLE, Sybase, UNIX(Linux, Solaris, HP/UX), TCP/IP, PERL, JAVA(SWING).

FIX reporting - worked with Oracle DBAs to analyze the performance of the real-time FIX support tool; redesigned the tool's SQL to gain a five-fold improvement in performance. Technologies: ORACLE, SYBASE, C/C++, PERL.
Reporting - developed real-time web-based reports that report on missing/lost data in Instinet's internal ECN, after network failures or other production problems. Technologies: ORACLE, C/C++, HTML, CGI/PERL.
FIX reporting - worked with the business unit to design and develop a prototype for a new reporting tool that monitors the status of all client FIX sessions in real-time, used by customer service in handling client inquiries. Converted the customer service support tool to a JAVA/SWING applet/JAVA-WEBSTART application. Technologies:JAVA, ORACLE, C/C++, CGI/PERL, TCP/IP.
Systems/IT engineering - built, verified, and certified custom configurations of the latest Perl release; to be used as a foundation for a future heterogeneous (Linux/Solaris/HP-UX) IT development platform. Built, verified, and certified add-on Perl modules (including the Perl Oracle driver). Technologies: C/C++, PERL, UNIX(Linux, Solaris, HP/UX)

, Jan. 1997-Feb.2002

Application Developer/project leader, Institutional Investment Management. Worked as a consultant on several different projects for different managers. Duties: analysis, project planning, design, and hands-on development. Technologies: C++, C, SYBASE, UNIX, TCP/IP, PERL, INFORMIX, JAVA(SWING, JDBC), MQSeries.

Web development- created and installed web/CGI applications which generate real-time risk management reports for portfolio managers. Created a web-based reporting infrastructure for the GEAC SSR application, used by portfolio managers to reconcile GIM2's ledger against custodian SWIFT statements in real-time. Technologies: SYBASE, C/C++, PERL, INFORMIX, HTML, CGI , JAVA.
Data warehousing/database architect - designed a database used to archive historical accounting records. Converted and loaded mainframe data extracts. Developed a user interface to implement historical inquiries in real-time. Technologies: C++, C, SYBASE, VISUAL BASIC.
Emergency upgrade/project rebuild - redesigned and re-implemented from scratch a web-based reporting and production support application originally created by a subcontractor, but found to be non-compliant with internal firm-wide application standards. Technologies: C++, C, SYBASE, PERL, INFORMIX, HTML, CGI, JAVA, MQSeries.
EMU/Y2K conversion - participated in multiple consecutive cycles of acceptance-testing of new releases of the GIM2 application. The scope of new releases included: SunOS/Solaris upgrades, EMU/Y2K upgrades. Worked closely with the business unit to develop GIM2 acceptance/regression testing tools in order to verify and validate the accuracy of the new portfolio management system release. Ported company-specific GIM2 enhancements to the new releases. Technologies: C++, C, UNIX, PERL, INFORMIX, MQSeries.
Y2K effort - extensively participated in producing the necessary documentation for the firm's auditors to certify GIM2 as Y2K compliant. Scope of work involved development of regression testing tools; development of tools to reconcile and certify the simulated post-Y2K environment. Technologies: C++, C, INFORMIX, UNIX, PERL.
Subcontractor oversight - reviewed, corrected, and enhanced a web application developed by a subcontractor. Technologies: C++, C, SYBASE, UNIX, PERL, JAVA(SWING, JDBC).
Regression testing - developed tools and programs used to implement regression-testing of new versions of the INFORMIX-based portfolio management system (GIM2). Technologies: C++, C, UNIX, PERL, INFORMIX.
Database conversion - integrating an external asset management database into the company's internal portfolio-management system: Global Investment Manager II (GIM2). Acquisition of an asset management firm required their client asset management database to be converted into the company's own portfolio management system. Developed a timeline, and a project plan, then proceeded to implement the pilot project. Technologies: C++, C, PERL, INFORMIX.
Data research - worked closely with the business unit to extract and reconcile historical portfolio data from both the previous decommissioned portfolio management system, and the current production system, to prepare custodian filings for recent settlement of a NASDAQ lawsuit. Technologies: C++, C, SYBASE, UNIX, PERL, INFORMIX.

, Jul. 1996 - Jan. 1997

Trading system developer. System conversion - replacing vendor-supplied software with a trading system developed in-house. Duties: design, analysis, development and enhancements of a trading system for a NASDAQ/OTC trader, using C++, SYBASE, UNIX(AIX), Perl, MOTIF.

Due to design limitations of the original (vendor-supplied) trading system, it was being replaced by a new system developed in house. Scope of work involved finishing the development of the new system (written in C++, SYBASE, UNIX, and PERL), as well as maintaining the old system (C, C++, SYBASE, UNIX) and keeping it functional until the cutoff to the new system.

, Mar. 1995 - Jul. 1996

Client/Server developer. Analysis, design, development, and support: C/C++, JAM, SYBASE, UNIX(AIX).

Duties: enhancement of a customer account billing system - rewriting a tape-based mainframe application as a UNIX/SYBASE Client/Server application. Developed the front-end user interface - a JAM and SYBASE client, a single version for both X-Windows and character-based user terminals. Analyzed and implemented application security. Developed the back-end daily accounting application: income/expense accrual, GL, A/R, A/P. Developed incoming and outgoing external application interfaces - which involved writing fault-tolerant background daemon processes to queue up outgoing interface files and print jobs.

, Aug. 1994 - Mar. 1995

Application Developer. Analysis, design, development, and support: C/C++, JAM, SYBASE, NOVELL, MS-DOS, WINDOWS, UNIX environment.

Duties: Worked on haircuts, hedging, and reporting-related issues - with accountants, business analysts and system administrators. Full development life cycle: analyzed client's needs, designed changes and enhancements to the system, developed and implemented the enhancements, provided support to users. Also: assisted on a WINDOWS SDK/POWERBUILDER trading application front end (also a SYBASE server) which is used for securities regulations compliance.

, Hackensack, NJ , 1993 - 1994

Programmer/Analyst. Analysis, design, development, and documentation: C++, C, UNIX(AIX), JAM, C-ISAM, TCP/IP development environment.

, Parsippany, NJ , 1990 - 1993

Programmer/Analyst, staff consultant. Design, development, and support of UNIX and MS-DOS projects for clients. C, UNIX, SYBASE, TCP/IP, JAM, C++, MS-DOS, Oracle, 3270, X.25.

Education:

College Of Engineering And Applied Sciences, SUNY Stony Brook, NY. 1986 - 1990

Diploma received: B.S. in Computer Science, Applied Mathematics and Statistics. Dean's list.