LEONID SHLEYMOVICH
URL: http://www.shleymovich.com/lenny
E-mail: lenny@shleymovich.com
Last updated on January 9, 2023
SUMMARY
Design, development, and support of low latency trading at financial markets, Web-developing, E-Commerce, banking, management, accounting, and software programming systems. Experience with Object Oriented Programming, Relational and Net-organized Databases. Working knowledge of Client-Server and Networking. Strong Mathematical background. Full life cycle development experience.
06/2021-12/2022 Bloomberg L. P., New York, New York, contract remotely
03/2017-06/2021 Bank of America, Chicago, Illinois
02/2013-03/2017 ABN AMRO Clearing, Chicago, Illinois
09/2010-12/2012 RTS Realtime Systems, Chicago, Illinois
12/2007-09/2010 TradeLink, Chicago, Illinois
08/2001-12/2007 Patsystems, Chicago, Illinois
11/2000-06/2001 Click Commerce, Chicago, Illinois, contract
04/2000-10/2000 Classified Ventures, Chicago, Illinois, contract
11/1998-03/2000 Volkswagen Credit, Libertyville, Illinois, contract
07/1998-10/1998 Ameritech Communications Inc., Chicago, Illinois, contract
11/1997-07/1998 United Airlines World Headquarters, Chicago, Illinois, contract
INDUSTRIES: Stock, Future and Option Trading, Web-developing, E-Commerce, Banking, Software-developing, Telecommunications, Bookkeeping, Retail, Education
LANGUAGES & SOFTWARE
C++, Visual C++, STL, Boost, SQL, Python, Tcl, JavaScript, XML, HTML, MFC, ActiveX, COM, ATL, Java, VBScript, DHTML, ASP, C, SQL Plus, PL/SQL, Assembler IBM PC, BASIC, FORTRAN, PL/1, REXX, JCL
OPERATING SYSTEMS: Windows, UNIX, Linux, NOVELL NetWare, MS DOS, UniVerse, PICK, VM, OS, Open VMS
DATA BASES: Sybase, MS SQL Server, Oracle 8, Relational data base for UniVerse System, dBASE, dbVISTA (hierarchical)
WORK EXPERIENCE
Bloomberg L. P., New York, New York 06/2021 – 12/2022
SENIOR SOFTWARE ENGINEER, Consultant from Gambit Technologies
Member of the Trade Infrastructure and Enrichment team of programmers responsible for development, implementation, and support of the Bloomberg Terminal driven trading system for various types of the financial instrument classes. One of the teams supporting https://www.bloomberg.com/trading-solutions .
Migrated modules from legacy UNIX to modern Linux. Added new inter-modules communication system to existing modules. Assured module and features life cycle, starting with its deployment to development, QA, and production environments.
Made improvements and fixed issues in the existing modules.
All
background modules are written in C++ (with STL and Boost
components) and globally deployed under UNIX, Linux or both
operational systems.
UI modules are written in Java Script and
deployed in MS Windows.
Operational Systems: UNIX, Linux
Languages: C++, including STL and Boost, some Java Script, Python, Perl
Bank of America, Chicago, Illinois 02/2017 - 06/2021
SOFTWARE DEVELOPER
Member of a global team of programmers responsible for development, implementation, and support of the part of the Foreign Exchange System for internal currency traders and its communication with the trading engines and internal market sources. Stream of market data was also fed to the UI screens to help trader to make pricing decisions.
Designed, developed and unit-tested scripted test system with low latency script processing overhead during its execution.
Designed, developed and unit-tested account status changes reporting system.
Made multiple changes to driven by regulatory requirements.
Made improvements and fixed issues in the existing modules.
All modules are written in C++ (with STL and Boost components) and globally deployed under Linux operational system.
Operational Systems: Linux
Languages: C++, including STL and Boost, SQL
ABN AMRO Clearing, Chicago, Illinois 02/2013 - 03/2017
SOFTWARE DEVELOPER
Member of a small team of programmers responsible for development, implementation and support of the ABN AMRO proprietary Stock, Futures and Options Order Routing System based on the stream of market data to customers. That system consists of flexible network of Core, Client communication and Exchange communication modules, as well as auxiliary modules to assure reporting and tracing required by Government regulations, industry regulations and by ABN AMRO corporation.
Designed, developed and unit-tested library of tools to significantly lower latency of the order processing and to increase capacity of the Order Routing System. Made improvements and fixed issues in the existing modules.
All modules are written in C++ (with STL and Boost components) and deployed under Windows operational system.
Operational Systems: Windows
Languages: C++, including STL and Boost, SQL
RTS Realtime Systems (now part of Bloomberg), Chicago, Illinois 09/2010 - 12/2012
SOFTWARE DEVELOPER
Member of a team of programmers responsible for development, implementation, and support of the low latency interfaces between RTS servers and front end components on one side and various exchanges on another.
Designed, developed and unit-tested trading and market data interfaces to several exchanges using FIX protocol, proprietary protocols or APIs provided by exchanges.
Made multiple fixes and upgrades to the existing exchange interfaces.
Personally designed and implemented library which includes ultra-fast data buffers processing, encoding and decoding FIX messages, generic purpose low latency configurable sequence of tasks, fast yet configurable XML encoding and decoding, generic purpose file storage with logging and fast persistent data maps.
The ideas for some of the library tools came from the immediate needs of the RTS (https://www.bloomberg.com/trading-solutions/) and some were developed in anticipation of the future needs.
All modules are written in C++ (with STL and Boost components) and deployed under Linux operational system (even though library components are written in standard C++/STL/Boost and were unit tested under Windows as well).
Operational Systems: Linux
Languages: C++, including STL and Boost, SQL
TradeLink, Chicago, Illinois 12/2007 - 09/2010
SOFTWARE DEVELOPER
Member of a team of programmers responsible for development, implementation, and support of the proprietary trading platform.
Personally responsible for design, development and implementation of several back office applications, application, and library components.
Support and enhancements to the flexible FIX based trading interfaces via TCP/IP sockets with one codebase and dozens of configured instances running.
Design, development, maintenance, and support for trading interface utilizing Exchange API (omex for IDCG).
Designed, implemented, and initially supported flexible market data monitoring tool primarily used to generate unified daily close prices for each of the instruments traded or potentially traded by the TradeLink (www.tradelinkllc.com).
Designed and implemented several library components major of which described below.
Persistent storage library module allows to store, update, and delete keyed records where each record could be a tree of the arbitrary structure and depth.
Library module for high speed calculations on the human readable text formula can include arithmetical operations, brackets and functions provided by the user’s code.
Application built around this library module currently provides multiple low latency streams of data (market indicators and flags) calculated based on the real-time market data stream.
Most of my development and enhancement requests came from the needs of the TradeLink team of traders. In many cases they came from traders directly. There were also changes driven by the exchanges upgrading their environments or APIs.
All modules are written in C++ (with STL and some Boost components) and running under Unix (Solaris) operational system.
Operational Systems: UNIX (mostly Solaris), Sybase
Languages: C++, including STL and Boost, SQL, Tcl, Python
Patsystems, Chicago, Illinois 08/2001 - 12/2007
SOFTWARE DEVELOPER
Member of a team of programmers responsible for development, implementation, and support of the set of products, corporation (www.Patsystems.com) sells worldwide to the major trading companies as components of the multi-tier multi-platform comprehensive electronic trading solution.
Personally responsible for design, development, and implementation of Screen2pit Client component (US patent http://www.google.com/patents/US20050044030 ) and some Exchange Adapters with substantial involvement in the development of some other Exchange Adapters and the FIX Trading Gateway. Component development often includes discussions and detail negotiations with development support teams of various stock exchanges and, sometimes, with Patsystems customers.
Personally responsible for design, development and implementation of the Patsystems Standard Library which offers wide range of C++ classes performing commonly needed functionality in many components.
Exchange Adapters, FIX Gateway and Screen2pit components are Windows (from NT to 2003) applications written in Visual C++, STL with various degrees of MFC and GUI. Communication is achieved via TCP/IP protocol, industry standard FIX protocol and various APIs provided by Exchanges. Each component has to guarantee secure, fast and reliable transfer of highly sensitive financial information with configurable logging for monitoring and auditing purposes. Each component has to be able to restore all relevant intra-day data after manual or accidental component restart and/or socket re-connection.
Operational Systems: Windows NT / 2000 / XP / 2003, VMS, UNIX
Languages: Visual C++, including MFC and STL, XML, MS SQL Server Database
Click Commerce, Chicago, Illinois 11/2000 - 06/2001
PROGRAMMER-ANALYST, Consultant from COMTEK International
Member of a team of programmers responsible for development and implementation of the set of ATL COM objects. This system of the COM Objects serves as the infrastructure for the complete business-to-Business application suite. Click Commerce (www.clickcommerce.com) is a software development company with major corporations as clients.
Personally responsible for development and implementation of the globalization initiative. Server stores data in Unicode and delivers language/locale specific User Interface depending on the user profile.
COM Objects are written in Visual C++, ATL. Special Internet/Intranet web site provides Management User Interface. This Management UI is implemented on Internet Information Server. IIS ASP pages communicate with the SQL Server Database via Infrastructure COM Objects. Data are transported in form of XML documents. It makes the system highly flexible and scalable. Development also includes the JavaScript, VBScript, DHTML, ASP, and some VB programming. Infrastructure components deliver and treat information based on the logged-in user profile. Static text and messages in the UI are translated to the user language. String Data are stored and redisplayed exactly the way they were entered by user. Dates, numbers, measurements are converted according to the logged-in user profile and system settings.
Operational Systems: Windows NT / 2000, IIS
Languages: Visual C++, COM, ATL, XML, ActiveX, JavaScript, VBScript, ASP, HTML, DHTML, MS SQL Server Database
Classified Ventures, Chicago, Illinois 04/2000 - 10/2000
PROGRAMMER-ANALYST, Consultant from VIVID Technologies
Development and implementation of all tears of the multi-tier applications for two Web sites: www.apartments.com and www.movingcenter.com (in a team of 5 programmers).
The core applications are ISAPI extensions for the Internet Information Server and the COM/ActiveX Object serving ASP. The development also includes the JavaScript, DHTML and ASP programming. Applications are written in Visual C++, MFC, ATL. The Web sites provide a real time access to the extensive SQL Server database of rental properties and moving related content. They allow user to search, enter and maintain different types of classifieds. The Web sites collect the credit card payments for the information placed by individuals and property management companies. User can also request the information from the particular service provider (like mover or mortgage broker). The database contains the current data from the biggest newspapers in the US (Chicago Tribune, LA Times, NY Times, Washington Post, Boston Globe, and many others).
Operational Systems: Windows NT, IIS
Languages: Visual C++, COM, ATL, ActiveX, JavaScript, ASP, HTML, DHTML, MS SQL Server Database
Volkswagen Credit, Libertyville, Illinois 11/1998 - 03/2000
PROGRAMMER-ANALYST, Consultant from Maxim Group
Development and implementation of the various back office subsystems for the Car Remarketing System.
The prescheduled processes for transferring the financial and inventory information from and into the Car Remarketing Oracle database. The database is tracking the leased cars closer to the end of the lease period (for cars leased in the USA and Canada through Volkswagen Credit). It is also performing the routine processing of those data allowing person to work on major issues.
Operational Systems: Windows NT/95, Open VMS
Languages: Visual C++, Oracle Database, Oracle ProC/C++
Ameritech Communications Inc., Chicago, Illinois 07/1998 - 10/1998
PROGRAMMER-ANALYST, Consultant from Maxim Group
Development and implementation of the various subsystems for the Telephone Fraud Monitoring and Prevention System. It is a set of the real time client-server Windows NT GUI applications communicating heavily via the TCP/IP Sockets.
The GUI Programs are tools for human operator. They are written in Visual C++, MFC. The Programs communicate with the UNIX data-collecting system and with the peer GUI programs via TCP/IP Socket connections. Programs also maintain their own information in the Oracle Database.
Operational Systems: Windows NT/95, UNIX
Languages: Visual C++, Oracle Database
United Airlines World Headquarters, Chicago, Illinois 11/1997 - 07/1998
PROGRAMMER-ANALYST, Consultant from METRO Information Services
Design, development, and implementation of the United Airlines Ticketing Reservation System (FastRes/2000). It is a corporate-wide product, which also is purchased by other airlines and agencies.
FastRes is a corporate-wide ticketing reservation system. It communicates with the global database via TCP/IP protocol. The system allows the operator to find the flight information, check the prices, book, and sell tickets interactively. As a member of the team of four programmers, I design and develop system functionality and dialogs.
Design and implementation of the programming tool for the project (VisualDlg System).
VisualDlg System creates ready-to-use Visual C++ files for the given Dialog Design. Dialog becomes functioning once those files have been added to the project.
Design and implementation of the Software Packages Distribution System, which intends to be a standard for the regular upgrade of the United Airlines products.
Design and developing of the Decision Table Editor, which is a developer’s tool. The Decision Table is a binary table. It controls the behavior of the FastRes. The Editor is a stand-alone program.
Operational Systems: Windows NT/95, MS Windows, NOVELL NetWare
Languages: Visual C++
The Art Institute of Chicago, Chicago, Illinois 10/1995 - 11/1997
PROGRAMMER-ANALYST, PROJECT LEADER since 10/96
Design, development, and implementation of the Customer Data Base systems for the Point of Sale System for the Museum Shops.
It captures the information about the customer preferences and could be used for sales promotions.
Full responsibility for Maintenance and enhancement of the Point of Sale System for the Museum Shops.
System keeps track of all the sales and inventory for many stores and for the warehouse.
It was designed for UniVerse/PICK database and runs in UNIX Operational System.
I made enhancements to the system on users’ requests, to keep the system on date, to fix the errors and to add the new reports to the system tools. It included the changes in the source code, rewriting modules, design and writing the new modules.
I was also responsible for the file maintenance and day-to-day software support.
Operational Systems: UNIX, UniVerse, Windows, NOVELL NetWare
Languages: BASIC, C
Database: Relational Database of the UniVerse System
Educational Technology Solutions, Buffalo Grove, Illinois 10/1996 - 11/1997
PROGRAMMER-ANALYST part time
Design, development, and implementation of the School Scheduling Program Module.
Module gets the students’ requests and courses’ descriptions and produces the complete balanced schedule for all of the students. High speed of the module allows the interactive work with the human operator.
The module was written in Visual C++ for Windows 95 and runs as a procedure from the Oracle process.
Operational Systems: Windows 95
Languages: C, Visual C++ 5.0
Database: Oracle 7.x
“Inform Service Bank”, Odessa, Ukraine 12/1992 - 06/1995
PROGRAMMER-ANALYST
Design, development, testing and implementation of the “Bank Transactional and Reporting System”. The System was used by the three largest banks of the Ukraine.
I have designed, developed, and implemented the software connecting local Bank System with the Ukrainian Government’s National Payment System of Banks.
I have designed, developed, and implemented the software subsystem to support foreign currency accounts in local Bank System.
I have designed, developed, and implemented the software, which supports financial transactions between customer accounts, maintained by two banks using the specially designated common accounts. The software packs the financial documents in a secured PC-file. It also allows transferring an account balance, control information and business letters in the same files.
I have designed, developed, and implemented the software subsystem, allowing the bank controller to devise a strategy for timing and method for payment of business accounts (editor, pre-compiler, and interpretation system).
All of the software subsystems in the bank use the predefined strategy at the time they make the financial transactions.
I have designed, developed, and implemented the software tools for the programmers (in form of the C++ classes), for example: multi-windows screen interface, input/output screen data system, “help” supporting system, extra-long type of the integer numbers, easy adjusted reporting system, etc.
I designed and developed Bank Reporting System, which allows users to generate daily, monthly, and annual account activity reports.
Operational Systems: Windows, MS-DOS, NOVELL NetWare
Languages: C++, C, Assembler
Database: dbVISTA (hierarchical, RDM from Raima Co.)
“Automatic Controlling System”, Odessa, Ukraine 09/1989 - 12/1992
PROGRAMMER
Control of Technology in weighing systems.
Operational Systems: MS-DOS
Languages: C, BASIC, FORTRAN
Database: dBASE
Odessa State University, Odessa, Ukraine 09/1987 - 08/1989
PROGRAMMER
Research and programming in the field of mathematics and mechanics.
Operational Systems: VM, OS
Languages: PL/1, REXX, JCL
Master’s degree in Computer Science and Mathematics Honor Diploma 1990
Odessa State University, Odessa, Ukraine
Mastering MFC Development.
Oracle 7 Database Administration.
Enterprise JavaBeans