Chicago, Illinois, US • lenny@shleymovich.com
• linkedin.com/in/lenny-shleymovich-a0684b10/
http://www.shleymovich.com/lenny
Senior Software Engineer
updated on April 4, 2026
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.
C++, STL, Boost, Visual C++, SQL, Python, Tcl, XML, HTML, MFC, ActiveX, COM, ATL, Java, DHTML, ASP, C, Assembler IBM PC.
SENIOR SOFTWARE ENGINEER |
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BlockFills • Chicago, Illinois |
01/2023 - 03/2026 |
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.
SENIOR SOFTWARE ENGINEER, Contract |
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Bloomberg L. P. • New York, New York |
06/2021 - 12/2022 |
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.
SOFTWARE DEVELOPER |
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Bank of America • Chicago, Illinois |
03/2017 - 06/2021 |
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.
SOFTWARE DEVELOPER |
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ABN AMRO Clearing • Chicago, Illinois |
02/2013 - 03/2017 |
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.
SOFTWARE DEVELOPER |
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RTS Realtime Systems • Chicago, Illinois |
09/2010 - 12/2012 |
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.
SOFTWARE DEVELOPER |
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TradeLink • Chicago, Illinois |
12/2007 - 09/2010 |
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).
SOFTWARE DEVELOPER |
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Patsystems • Chicago, Illinois |
08/2001 - 12/2007 |
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.
PROGRAMMER-ANALYST, Contract |
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Click Commerce • Chicago, Illinois |
11/2000 - 06/2001 |
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.
PROGRAMMER-ANALYST, Contract |
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Classified Ventures • Chicago, Illinois |
04/2000 - 10/2000 |
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.
PROGRAMMER-ANALYST, Contract |
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Volkswagen Credit • Libertyville, Illinois |
11/1998 - 03/2000 |
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.
PROGRAMMER-ANALYST, Contract |
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Ameritech Communications Inc. • Chicago, Illinois |
07/1998 - 10/1998 |
Developed and implemented various subsystems for the Telephone Fraud Monitoring and Prevention System.
The monitoring UI tools were written in Visual C++, MFC.
PROGRAMMER-ANALYST, Contract |
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United Airlines World Headquarters • Chicago, Illinois |
11/1997 - 07/1998 |
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.
PROGRAMMER-ANALYST, PROJECT LEADER |
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The Art Institute of Chicago • Chicago, Illinois |
10/1995 - 11/1997 |
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.
PROGRAMMER-ANALYST, part time |
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Educational Technology Solutions • Buffalo Grove, Illinois |
10/1996 - 11/1997 |
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.
PROGRAMMER-ANALYST |
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"Inform Service Bank" • Odessa, Ukraine |
12/1992 - 06/1995 |
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.
PROGRAMMER |
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"Automatic Controlling System" • Odessa, Ukraine |
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Wrote embedded software for the industrial weighing systems in metallurgy.
PROGRAMMER |
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Odessa State University • Odessa, Ukraine |
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Research and programming in the field of mathematics and mechanics.
Master's degree in Computer Science and Mathematics Honor Diploma |
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Odessa State University |
Odessa, Ukraine |
Also classes:
Mastering MFC Development.
Oracle 7 Database Administration.
Enterprise JavaBeans