Chicago, Illinois, US • lenny@shleymovich.com • linkedin.com/in/lenny-shleymovich-a0684b10/
http://www.shleymovich.com/lenny

Leonid Shleymovich

Senior Software Engineer

updated on April 4, 2026

Professional summary

Senior Software Engineer with 25+ years of experience developing high-performance, low-latency trading systems for financial markets. Extensive background building real-time multi-tier applications for order processing, market data handling, and trading infrastructure in production environments requiring reliability and speed.

Core strengths: low-latency systems • market data processing • order routing • exchange connectivity • FIX protocol • real-time distributed applications • C++ development • client-server architecture • relational databases • networking • full software development lifecycle ownership • strong mathematical foundation.

Skills

C++, STL, Boost, Visual C++, SQL, Python, Tcl, XML, HTML, MFC, ActiveX, COM, ATL, Java, DHTML, ASP, C, Assembler IBM PC.

Employment history

• As a member of the Trade Infrastructure team, I developed, implemented, and supported BlockFills trading software to trade cryptocurrencies.

• Developed framework for integration testing and latency measurements. Improved TCP connectivity between system components.

• Modified internal WebSocket interface into WebSocket API for external Clients.

• Added functionality for Stop and Stop-Limit order types.

• Added reporting into 3-rd party time series databases for their future analysis.

• Improved resilience in connectivity between separate modules of the system.

• Made improvements and fixed issues in the existing modules.

• Developed background modules in C++ using STL and Boost, deployed on Linux systems. Databases used: MongoDB.

• I developed, implemented, and supported the Bloomberg Terminal driven trading system for multiple financial instruments.

• Migrated modules from UNIX to Linux and improved inter-module communication.

• Managed full lifecycle of modules, including deployment, QA, and production.

• Enhanced and maintained existing modules using C++, STL and Boost.

• As a member of a global programming team, I was responsible for the development, implementation, and support of Foreign Exchange System components, focusing on connectivity between trading engines and internal market sources.

• 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.

• Developed background modules in C++ using STL and Boost, globally deployed on Linux systems.

• As a member of a specialized programming team, I developed, implemented, and supported ABN AMRO’s proprietary order routing system for stocks, futures, and options, utilizing real-time market data streams.

• Re-engineered the proprietary Order Routing System, utilizing a new low-latency tool library to achieve an order of magnitude increase in processing speed and enhanced system throughput.

• Developed Integration Testing system using production logs as input.

• Developed modules in C++ using STL and Boost, deployed on Windows systems.

• As a member of a specialized programming team, I was responsible for the development, implementation, and support of low-latency interfaces connecting RTS servers and front-end components with various global exchanges.

• Designed, developed, and unit-tested exchange connectivity components for order routing and market data processing using the FIX protocol and exchange-provided proprietary protocols and APIs.

• Made multiple fixes and upgrades to the existing exchange interfaces.

• Personally designed and implemented a high-performance infrastructure library providing ultra-fast data buffer processing, FIX message encoding/decoding, configurable low-latency task pipelines, high-speed XML serialization, and persistent storage with integrated logging and fast disk-backed data maps for production trading systems.

• Developed background modules in C++ using STL and Boost, deployed on Linux systems.

• As a member of a small engineering team, developed, deployed, and supported a proprietary trading platform supporting order routing, execution workflows, and real-time trading operations.

• Designed and developed several back-office applications and reusable library components supporting post-trade processing, reporting, and operational workflows.

• Supported and enhanced flexible FIX-based trading interfaces via TCP/IP sockets.

• Designed and implemented library components for trading interface utilizing exchange APIs (omex for IDCG).

• Developed, implemented, and supported multi-tier, multi-platform electronic trading solutions for major trading companies.

• Designed and implemented Screen2Pit Client and Exchange Adapter components, including a FIX-based Trading Gateway for exchange connectivity and electronic order routing. Co-inventor of U.S. Patent http://www.google.com/patents/US20050044030.

• Created the Patsystems Standard C++ Library to provide reusable classes supporting core product functionality.

• Developed applications using Visual C++, STL, MFC, and GUI technologies.

• Developed and deployed a suite of ATL COM objects as part of a programming team, contributing to core application functionality.

• Led the globalization initiative by implementing localization support across COM components, improving international usability.

• Developed COM objects in Visual C++/ATL and maintained a web-based management UI to support administration workflows.

• Integrated COM components with web UIs and server-side scripts using JavaScript, VBScript, DHTML, ASP, and VB, enabling cross-platform functionality.

• Developed and deployed multi-tier application layers for two high-traffic websites.

• The core applications were ISAPI extensions for the Internet Information Server and the COM/ActiveX Object serving ASP.

• Developed applications in Visual C++, MFC, and ATL.

• Developed and implemented various back office subsystems for the Car Remarketing System.

• Developed and deployed scheduled processes to automate transfer of financial and inventory data to and from the Car Remarketing Oracle database.

• Developed and implemented various subsystems for the Telephone Fraud Monitoring and Prevention System.

• The monitoring UI tools were written in Visual C++, MFC.

• Designed, developed, and implemented the United Airlines Ticketing Reservation System (FastRes/2000).

• Designed and implemented the programming tool for the project (VisualDlg System).

• Designed and implemented the Software Packages Distribution System.

• Designed, developed, and implemented the Customer Data Base systems for the Point of Sale System for the Museum Shops.

• I was solely responsible for Maintenance and enhancement of the Point of Sale System for the Museum Shops.

• System kept track of all the sales and inventory for many museum shops and for the warehouse.

• Designed, developed, and implemented the School Scheduling Program Module.

• Module got the students' requests and courses' descriptions and produced the complete balanced schedule for all of the students.

• Designed, developed, tested, and implemented the "Bank Transactional and Reporting System".

• Designed, developed, and implemented the software connecting local Bank System with the Ukrainian Government's National Payment System of Banks.

• Wrote embedded software for the industrial weighing systems in metallurgy.

• Research and programming in the field of mathematics and mechanics.

Education

Also classes:

• Mastering MFC Development.

• Oracle 7 Database Administration.

• Enterprise JavaBeans