2/1998 - 1/2010
Reynders, Gray & Co., Inc. (acquired by Ticonderoga Securities 5/09)
New York, NY.
Hired as a Quantitative Trader by NYSE member firm to operate Quantitative Trading Systems.
Involved in improving all aspects of operational efficiency of various Quantitative Trading Platforms, quantitative executions, TCP/IP network, supporting UNIX machines, database servers and line connections to clients and financial markets.
1998 WAVE trading platform from TradeWare Co.
2003 OMES trading platform from Lumitec Inc.
2008 BlueBox FIDESSA Order Management System
WAVE trading platform ran on:
Ultra 5 Sun Microsystems workstations with SPARC microprocessor
Redundant Array of Inexpensive Disks (RAID) 5 technology
Sun Microsystems Solaris 7 & 8 operating systems
Sybase System 11 Server, Adaptive Server Enterprise 12.0 and ASE 12.5
WAVE trading platform located on TCP/IP network additionally integrated UNIX development, testing machines and UNIX root console.
Responsibilities:
Operated WAVE trading platform.
Administered UNIX/Solaris Systems.
Administered Sybase Databases.
Monitored and troubleshot SIAC lines and Unix network using TCP/IP diagnostic tools.
Supported TradeWare system programmers in updating and fine tuning WAVE trading system.
Processed EOD, formatting trading data and transferring files to Back Office database.
Achievements:
Built I/P files with predefined baskets so they could be loaded instantaneously and directly into WAVE.
Used Bloomberg Professional Terminal to create custom windows that monitored real-time behavior of tickers in baskets being traded on WAVE.
Wrote series of Perl programs implementing TCP/IP diagnostic tools (truss, snoop, tcp-dump, traceroute) to improve the monitoring of SIAC lines and trading logs (ologs orders send to NYSE for execution & rlogs received back executions reports ).
Used NFS, TCP/IP file sharing protocol to resourcefully redistribute trading workload among UNIX machines.
Wrote and maintained numerous Shell, Perl and Expect programs on Unix root console. Implemented menu driven system administration panels that assist in monitoring, operating, troubleshooting and manipulating all system and trading data files on WAVE.
Doubled WAVE trading capacity (from 300 to 600 tickers) by creating a mirror like image of a Wave trading platform that was able take care of an overflow of trading orders. Used TCP/IP application layer protocols to evenly share VWAP baskets and computing power between two WAVE systems.
Designed and developed series of Perl programs using system calls to various Unix utilities and TCP/IP tools to completely automate transfer of trading data from WAVE to Back Office database.
Automated backup of all machines by using cron job scheduler, Shell scripts, Perl-Expect/TCL programs and a variety of Unix tools to run without supervision after trading hours. Backed files were sent without human intervention to a remote Unix backup server.
In 2003/04 Reynders Gray Co. committed substantial resources to the development of proprietary electronic trading methodology to enhance capabilities in Agency Executions. Markets evolve and transactions mechanism had to keep pace. Reynders Gray Co. adopted Fidessa workstations. Lumitec Inc. was contracted to develop a superior order management system called OMES.
OMES trading platform enhanced quantitative trading. It allowed traders to send orders from Fidessa workstation and to monitor and intervene with orders running on OMES. Traders had full control over their order parameters such as time, volume and strategy. They were able to pause, restart, stop and take possession to manually work orders.
As a result, a big part of the work load was taken away from RG Trading Desk and directed to OMES System.
OMES Trading platform ran on:
Dell Power Edge 2650 INTEL dual CPU machines with Hyper Threading
Red Hat Linux 2.X operating system
IBM WebSphere Application Server - designed to set up, operate and integrate electronic business applications across multiple computing platforms
IBM DB2 Enterprise Server Edition relational model database
OMES trading platform was on TCP/IP network that also had 2 Bloomberg Professional Terminals, Unix/Solaris root console, application and backup servers. Fidessa trading workstations were located on Microsoft/Server 2003 Network.
Responsibilities:
Operated OMES trading platform.
Monitored and managed orders flow between Fidessa workstations and OMES systems .
Generated OMES trading profile on VBA-EXCEL reading Bloomberg API.
Administered Red Hat Linux 2.X, Solaris 7 & 8 Systems.
Monitored UNIX network, MS/Server 2003 Network and SIAC lines using TCP/IP diagnostic tools.
Monitored and troubleshot FIDESSA network connections between RG Co. and its clients.
Supported Lumitec programmers in upgrading OMES trading platform.
Ran EOD programs that merged files from trading systems and populated B/Office database.
Achievements:
Used Webmin to set up Samba SMB/CIFS networking protocol to integrate faultless connection between Solaris/Linux and Windows PCs on Microsoft/Server 2003 Network.
Wrote series of programs (using a variety of Unix utilities) that instantaneously checked the data integrity of tickers in baskets during their transfer from Fidessa workstations to OMES.
Wrote VBA-Excel programs reading Bloomberg API by means of BLPH functions to create custom tickers algorithmic profile for VWAP baskets trading on OMES. Fully automated transfer of ticker algorithmic profile from Excel to OMES by the use of Server Message Block (SMB) protocol operating in TCP/IP application-layer level.
Created complex Excel spreadsheet using VBA-Excel and Bloomberg API to track key performance indicators in real-time and evaluate baskets performance and accordingly pause, slow down or speed up trading of VWAP algorithm to mitigate risk in constantly changing market conditions.
Redesigned and improved menu driven system administrator panels via numerous programs in Perl/Expect on Unix root console that permitted much more efficiently operate, monitor, manipulate and troubleshoot files and processes running on OMES trading platform, supporting Unix machines and Fidessa workstations.
Wrote Perl programs that combined data files coming from FIDESSA, OMES and OASYS systems into a single EOD file. File was checked for data integrity and after it was error free, sent to B/O database for further processing and later delivered to National Financial Services for trade execution clearing.
In 2008 Reynders, Gray Co. switched to a FIDESSA Order Management System called BlueBox containing pre-built, industry standard algorithmic strategies. The Reynders Gray proprietary VWAP algorithm model was added to Blue Box. Fidessa workstations took over quantitative trading.
My responsibilities included quantitative trading for some clients on FIDESSA BlueBox, assisting desk traders in solving errors in clients orders and troubleshooting line connections. I also worked closely with Fidessa technical support personnel in setting up new lines and adding new client profiles in Fidessa FDA database. Used Perl, Unix utilities and VBA-Excel programs to generate a variety of trading performance reports for Chief Executive Officer (CEO), COO and CIO.
My accomplishment in that phase was the design and development of a comprehensive network diagram of all Reynders Gray Co. clients (their trading equipment, network providers and network connections to FIDESSA). Project was done on LanFlow-Net Diagrammer Software and immensely enhanced our network troubleshooting capability.
In May 2009, Ticonderoga Securities LLC. acquired Reynders, Gray & Co., Inc. and shortly after moved to a new location where new equipment was running on Windows/Server 2008 Network.
Some components of computer operation equipment ( Unix application server, Unix root console, Bloomberg Professional Terminal, OAYSY system and Back Office database on Microsoft/Server 2003 Network) were moved to new location. Their gateway IP addresses were changed on OASYS machine and Unix servers to enable them to receive trading data files from Omgeo OASYS-Trade Confirmation Service and Fidessa servers. EOD processing was prepared on Unix systems until November 2009 when Fidessa implemented direct trade clearing connection to National Financial Services. My last project was the creation of very user friendly procedures on Windows (bypassing Unix machines) that enabled B/O personnel to populate the Back Office database that was still used to create client reports.
12/1993 - 1/1998
ILX Systems, Inc. subsidiary of Thomson Financial
New York, NY
UNIX Operator, UNIX Administrator and Data Quality Analyst for a leading market data vendor company.
* Hired as a UNIX System Operator.
* In 1994 transferred to Computer Center in Newport, NJ to Administer Unix Servers and 3rd shift Computer Operations.
* In 1996 changed departments, promoted to Data Quality Analyst.
Responsibilities in Computer Operation Department:
Reported to VP of Computer Operations. Oversaw network of 200 Unix machines on production LAN and 400 Unix machines on development patchwork equipment. Wrote scripts to automate daily tasks using Unix shell, Perl, Expect/Tcl, C language and a variety of TCP/IP application layer utilities. Troubleshot and solved network problems using TCP/IP diagnostic tools (ifconfig, netstat, ping, nslookup, tracerout, tcpdump). As a Unix Administrator worked and interacted with data market analysts, technical system analysts and application programmers to resolve errors taking place in the middle of production runs.
Achievements in Computer Operation Department:
Wrote numerous scripts to automate nightly programs and to improve the speed of production and development job streams. Through a series of Perl/Expect programs, monitored performance of TCP/IP network and its Unix machines and as a result enhanced troubleshooting and error finding ability in NY and NJ computer centers. Created scripts that during duration of jobs were checking status of all files involved and as a result reduced and eliminated errors in running job streams . Developed series of scripts that checked data files for possible inattentions, carelessness, inaccuracies and errors before they were engaged in processes and jobs.
Responsibilities in Data Quality Department:
Reported to VP of Data Quality. Provided data quality support for London International Operation Department of ILX. Inspected and verified integrity of financial data arriving to ILX from United Kingdom exchanges:
LSE Equities, index options, gilts and unit trust
LIFFE Options & financial futures contracts, equities, commodity futures
FOREX Money markets and currencies trading
Monitored, analyzed and corrected IDC/Extel data as well as data coming from European, Asian, South American, and Australian exchanges and populating ILX Sybase database.
Achievements in Data Quality Department:
Created, maintained and supported user friendly Unix environment for DQ personnel. Wrote Perl programs to automatically evaluate data integrity in Sybase databases & Price Files in computer memory. Coded programs (Shell/Perl/Expect) that mechanized transfer of FTSE 100, 250 and 350 data files from FTSE International site and updated global market pages on ILX servers and ILX global workstations. Wrote series of Perl programs to examine uniformity and quality of historical data stored in ILX data warehouse which were coming to ILX from IDC/Extel data vendor. Maintained complex documentation of ILX Globalization Project & United Kingdom Exchanges (LSE, LIFFE, FOREX).
1991 - 1993
EDP Hospital Computer Systems Inc.
Jamaica, NY
Supervisor of computer operations for a provider of data processing services in New York City for hospitals, medical centers and medical institutions.
Responsibilities: Reported to MIS Director status of production jobs. Ran daily, weekly, and monthly production jobs on IBM 4341 Mainframes. Monitored 200 on-line terminals in various customers locations throughout the New York City boroughs. Assisted programmers in solving system and application related problems. Helped and assisted users with various application and terminal problems. Wrote new and improved existing JCL programs.
Achievements: Maximized and simplified the effectiveness of production job streams through rewriting and coding new JCL programs. Rescheduled jobs streams to improve delivery of output in a timely fashion to customers. Reorganized computer operations to improve speed of processing time by 25%. Worked closely with data carrier vendor to keep 200 terminals on-line. Reorganized computer tape library, with tapes going back 12 years, so operation and programming personnel could retrieve tapes instantly.
1988 - 1991
United Bank division of Fleet Norstar Financial Group.
Newington, CT
Senior computer operator for a major American Financial Institution.
Responsibilities & Achievements: Administered and ran computer complex on 3rd shift. Ran job streams for Fleet/Norstar bank and 16 additional Banks/clients. Operated on 5 IBM mainframes (4 DOS/VSE systems under VM). All machines used ZEKE software running hundreds of programs during night shift. Performed backups, dumps, restores and printed numerous forms & reports on IBM & XEROX printers.
1987 - 1988
Davis & Geck Co. subsidiary of American Cyanamid Corporation.
Danbury, CT
Senior computer operator for a medical device division of American Pharmaceutical Corporation.
Responsibilities & Achievements: Worked from 8:00 p.m. to 4:00 a.m. covering and supporting 2nd and 3rd shifts. Designed and created flowchart reference for complex job streams on SPERRY mainframe, which greatly improved troubleshooting and sped up locating erroneous steps in JCL. Involved in heavy transfer of production data files among IBM, HP, SPERRY and WANG mainframes.
1985 - 1987
Gateway Bank.
Newtown, CT
Lead computer operator; responsible for bank's 2nd shift computer operations.
* Hired as a computer operator.
* After one year promoted to lead computer operator
Responsibilities & Achievements: Supervised and led 2nd shift computer operations (data entry, sorting and operations personnel, staff of 12). Ran job streams and programs on two IBM mainframes (DOS/VSE and DOS/SP operation systems). Worked together with programmers to solve errors occurring in applications and system programs.
1980 - 1983
Tarnobrzeg Industrial Building Corp.
Tarnobrzeg, Poland.
Construction lot supervisor for Industrial Building Corporation.
Responsibilities & Achievements: Managed industrial building lots in various locations in Poland and East Germany. Supervised up to 100 Polish workers working together with Japanese and German crews in a steel mill - Stalowa Wola, sulfur mine - Tarnobrzeg and power station- LubbenauVetchau in East Germany. Coordinated and delegated use of heavy machinery and equipment.
COMPUTER EXPERIENCE
Operating Systems
UNIX (Sun Solaris, Red Hat Linux, SVR4, SunOS, OpenBSD, DG/UX, HP/UX, SCO, Ultrix, Coherent).
IBM mainframes (DOS/VSE, DOS/SP, MVS/XA, VM/CMS).
Windows (XP, 2000, NT, Vista, Microsoft/Server 2003 & 2008 Networks. MS-DOS, IBM-DOS, IBM-OS2)
Other (HP-MPE/Multi-Programming Executive, Data General AOS/VS, Novell NetWare, Wang, Sperry).
Databases Sybase System 11 Server, Sybase Adaptive Server Enterprise 12.0 & ASE 12.5, Oracle, MySQL, IBM DB2 Enterprise Server database, FoxPro, Alpha Four.
Languages Perl, Expect/Tcl-Tool Command Language, SQL-System Query Language, Unix Shells, Sed, Awk, VBA-Excel, C language, Python, Assembler, FORTRAN, COBOL, Basic, PL1, RPG/III,
MVS/JCL, DOS/JCL.
Programs
UNIX utilities, shells (Bourne, KORN, C, BASH), Webmin (Interface for Administration of Unix), Revision Control System (RCS), Samba, NFS/NIS, Source Code Control System(SCCS).
IBM Mainframes: DOS/JCL, Customer Information Control System (CICS), Interactive Computing and Control Facility (VCE/ICCF), VSE/Power, ZEKE, M-Virtual Telecommunications Access Method (VTAM), Command Line Interface(CLI), Interactive System Productivity Facility/Program Development Facility (ISPF/PDF).
Machines DELL Power Edge 2650s INTEL dual CPU machines with Hyper Threading, HP 9000, HP 3000, Sun Ultra-Enterprise, DG Aviion 9500, Sun Spark Station 20, SPERRY, XEROX, NCR, WANG, IBM 4341, IBM 4382, IBM 3090, a range of MS-PCs, Data General MV/15000, HADAX Patchwork, CISCO Routers, SynOptics LatisNet model 3000 concentrator LAN.
Trading Platforms FIDESSA BlueBox. OMES Order Management Trading System - Lumitec Inc. WAVE System - TradeWare. Bloomberg Professional Terminal.
Other Software Microsoft Office & VBA-Excel. Sybase Info-Maker reporting tool. Corel QuatroPro. War-FTP Server. Omgeo OASYS-Trade Confirmation Service. LanFlow-Net Diagrammer software. HP/Open View, Sun NET manager.
FINRA - Financial Industry Regulatory Authority Exams
Series 7 General Securities Representative.
Series 55 Equity trader Limited Representative.
Series 63 Uniform Securities Agent State Law Examination.
EDUCATION
1997 DATABASE MANAGEMENT NYU School of Continuing & Professional Studies.
Modern Database Systems Management - Development process, design, data modeling & normalization. Hierarchical, network, relational and OO databases. ER concepts. CODASYL. Logical structure and physical implementation of DBMS. Data administration and integrity.
Oracle Database - Introduction to SQL Relational database and data warehousing concepts. Using SQL for advanced query of data, meta data and creation of database objects.
Perl Programming - Pattern matching, files manipulations and process handling. Data structures, creation of custom modules and use standard modules. Writing relational database in Perl.
C Programming Language - Structure and syntax of C. Detailed study of data structures, flow control, I/O, functions, operators and pointers. Standard C function libraries.
1996 Certificate in UNIX SYSTEMS MANAGEMENT NYU School of Continuing & Professional Studies.
Unix Operating Systems - Networking, programming, administration. Scripts coding (loops, command line arguments, pipelines, conditional statements, hard & symbolic links). Advanced study of Unix shells (KORN, Bourne, C, BASH), backups tools, Unix utilities, regular expressions and VI text editor.
Unix System Internals - Detailed study of architecture and internal design of Unix kernel. System calls, system processes and memory management. Interprocess communication, I/O subsystems, device drivers. User application programs, communication and networking applications.
Networking and Unix - Managing Unix computer networks and developing networking software. Advanced study of TCP/IP protocol suite and architecture. Network principles, topology, services and programming interfaces. TCP/IP tools (ifconfig, ping, netstat, tracerout, truss, snoop, etherfind, packet sniffers). NFS/NIS, DNS/BIND, TCP/UDP, IP, PPP/SLIP, ARP/RARP. Client/Server applications.
Unix Administration - SVR4 and OpenBSD internals. File system and user accounts management. Unix systems and network administration. Configuration of kernel and maintenance of its peripherals. TCP/IP protocol and UNIX shell programming. Remote commands, spooling subsystems, backups.
1989 Japanese Language I-IV - Central Connecticut State University. New Britain, Connecticut.
1987 Data Processing Technology - Waterbury State Technical College, Connecticut.
IBM Mainframes operating systems, MVS/JCL, CICS, ICCF, Assembler, COBOL, Fortran.
1980 B.Sc. Industrial Building Technology - Sandomierz Technical College, Poland.
ADDITIONAL SKILLS
INTERESTS Avid reader of Austrian School of Economics.
Neuro-Linguistic Programming & Neuro-Semantics.
High power rifle benchrest shooting and flintlock fowler hunting.
LANGUAGES Polish Russian Japanese.
REFERENCES Available upon request. |
