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Software Developer
John Lazar
,
London, United Kingdom
Experience
Other titles
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I'm offering
John is a senior quant developer who’s worked the full development lifecycle of various applications. He’s proficient in several languages—C++, C#, Java, Python, R, to name a few—across Windows and Linux. The types of projects where John excels are advising and implementing in-house cloud distributions of the heavy-load operations combined with continuous integration and deployment (Linux, DevOps packages).
Markets
United States
(Remote
only)
United Kingdom
(Remote
only)
France
(Remote
only)
Germany
(Remote
only)
Denmark
(Remote
only)
Norway
(Remote
only)
Sweden
(Remote
only)
Finland
(Remote
only)
Language
German
Good
English
Fluently
French
Good
Ready for
Larger project
Ongoing relation / part-time
Full time contractor
Available
My experience
2018 - 2019
job
Senior Quant Developer - Credit and FX Quantitative Research Teams
BNP Paribas.
◦ Worked as part of the Credit and FX teams for on migrating and enhancing existing risk and scenarios. Worked in C++ and ADA on adapting code to the new architecture, market data conversion and new credit scenarios.
◦ Market data library: Linux/Go stateless library, based around a object key/value data layer. Added a service on credit curve rolling from close market to open market, while integrating with other services and maintaining the existing caching model. The library was designed as stateless, parallel model, with caching and uninterrupted running during releases.
◦ Worked on the walk away cost calculation as a sum of various scenarios.
◦ Created a web pivot visualization for large datasets (bigger than Excel size), based on JQuery, with 2 versions of backends for data processing, written in C# and Python/Pandas/Numpy for the reconciliation of PV-s between old and new pricing systems
◦ Worked in the Linux version of the quant library, ensuring reliable building and testing in TeamCity, ensured smooth running and reviewed issues related to deployment.
◦ Market data library: Linux/Go stateless library, based around a object key/value data layer. Added a service on credit curve rolling from close market to open market, while integrating with other services and maintaining the existing caching model. The library was designed as stateless, parallel model, with caching and uninterrupted running during releases.
◦ Worked on the walk away cost calculation as a sum of various scenarios.
◦ Created a web pivot visualization for large datasets (bigger than Excel size), based on JQuery, with 2 versions of backends for data processing, written in C# and Python/Pandas/Numpy for the reconciliation of PV-s between old and new pricing systems
◦ Worked in the Linux version of the quant library, ensuring reliable building and testing in TeamCity, ensured smooth running and reviewed issues related to deployment.
Service, Go, Processing, Visualization, Web, Teamcity, Testing, Developer, Architecture, Jquery, Quantitative research, Deployment, C, Research, Linux, Excel, Python
2017 - 2018
job
Senior Quant Developer - FX, Equities and Commodities Team
Lloyds Banking Group.
◦ Quant library: Evaluated GPU options and third-party libraries for various algorithms of parallelization utilized in Monte Carlo valuations of trades. Evaluated various frameworks for building the quant library under Linux and ensuring cross-compiler stability of the code. The quant library was written in C++, with C for CUDA (GPU).
◦ KPI project: Created a set of KPIs which assesses the behavior of the quant models and the stability of the end of day batch. A big part of the project was communication with all the teams involved in monitoring the batch, reviewing trading restrictions and reserves and in the second part, having the source code validated and passed through internal audit. The teams involved were various Finance teams, Product Control and Oversight, Application Support, Model Validation and Internal Audit. From a technical point of view, the task of the project was to collect heterogeneous or large datasets and aggregate all information into a KPI and quarterly report. The project was done in Python using BigData technologies (Pandas/Spark).
◦ XMaP project: Worked on the market data processing system on the Bloomberg and Reuters feeds for Equity indices, stocks and FX Vol surfaces. The project was written in C#, based on stateless parallel acyclic graph calculation.
◦ KPI project: Created a set of KPIs which assesses the behavior of the quant models and the stability of the end of day batch. A big part of the project was communication with all the teams involved in monitoring the batch, reviewing trading restrictions and reserves and in the second part, having the source code validated and passed through internal audit. The teams involved were various Finance teams, Product Control and Oversight, Application Support, Model Validation and Internal Audit. From a technical point of view, the task of the project was to collect heterogeneous or large datasets and aggregate all information into a KPI and quarterly report. The project was done in Python using BigData technologies (Pandas/Spark).
◦ XMaP project: Worked on the market data processing system on the Bloomberg and Reuters feeds for Equity indices, stocks and FX Vol surfaces. The project was written in C#, based on stateless parallel acyclic graph calculation.
Python, Linux, Audit, C, Finance, Algorithms, Spark, Developer, Support, Monitoring, KPI, Audit, Processing
2015 - 2015
job
Senior Quant Developer - Strategic Risk Program
Credit Suisse.
SRP - Part of a director level small team of quant developers, led by a managing director, responsible for designing a scenario definition framework for CCAR and PRA, using F#.
As part of the team, working in describing at high level the latest complex scenarios required by PRA and CCAR based on macro-economic factors. Worked on the translation of the high level scenarios to specific bump parameters required as input by the risk systems.
As part of the team, working in describing at high level the latest complex scenarios required by PRA and CCAR based on macro-economic factors. Worked on the translation of the high level scenarios to specific bump parameters required as input by the risk systems.
Developer, Framework, LED
2011 - 2012
job
Team Leader - QuICPlus
Mitsubishi UFJ Securities.
QuICPlus - Worked on the implementation of QuIC pricing and risk system (currently MarkIT Analytics). Been working on IR, FX, Credit and Equity products. We have been working on mapping data from Murex, coming in MxML and various DB queries to the QuIC internal format, while understanding the pricing models of both QuIC and Murex by doing Excel price replication.
Managed team of 5 people and been in charge of timely delivery of new products.
Managed team of 5 people and been in charge of timely delivery of new products.
Excel, Analytics, Implementation
2010 - 2010
job
Senior Developer - Fixed Income
Citibank.
Emerging Markets
◦ Multi Asset Risk System (MARS) - Developed new products in the MARS, which was Java based with a proprietary XML workflow, used Gemfire for trade, market data gathering plus distribution on the Symphony grid between dispatch/compute nodes and JMS for pushing risk results to the different risk reporting systems.
◦ Multi Asset Risk System (MARS) - Developed new products in the MARS, which was Java based with a proprietary XML workflow, used Gemfire for trade, market data gathering plus distribution on the Symphony grid between dispatch/compute nodes and JMS for pushing risk results to the different risk reporting systems.
Java, XML, Workflow, Developer, Senior Developer
2005 - 2007
job
Project Manager
LSI SOFT.
◦ Automated FX Platform - managed a team that developed an automated FX trading platform, for a group of traders from Denmark. The platform was a full emulation of Metatrader platform, allowing tick data backtesting and used genetic algorithms for determining best trading systems parameters. It was developed in C#. NET and C++ with MSSQL DB.
◦ Forex / Stocks Signals - web interface for a company interested to publish their trading signals. This project was developed in C# .NET, ASP.NET and Microsoft SQL Server as the database. It included the migration of an Access database to the MS SQL.
◦ Different CRMs: we have developed multiple CRMs for different companies/industries. They were developed in C#, VB using Oracle and Access.
◦ Document Management - for Sanofi Aventis France: Customized document management application with specific with ability to search in all the database of the last 10 years. Includes OCR module. The project was developed in C# .NET, with an ASP.NET HTML/JavaScript/AJAX interface and an Oracle database. The application testing was done with a team of testers.
◦ Forex / Stocks Signals - web interface for a company interested to publish their trading signals. This project was developed in C# .NET, ASP.NET and Microsoft SQL Server as the database. It included the migration of an Access database to the MS SQL.
◦ Different CRMs: we have developed multiple CRMs for different companies/industries. They were developed in C#, VB using Oracle and Access.
◦ Document Management - for Sanofi Aventis France: Customized document management application with specific with ability to search in all the database of the last 10 years. Includes OCR module. The project was developed in C# .NET, with an ASP.NET HTML/JavaScript/AJAX interface and an Oracle database. The application testing was done with a team of testers.
AJAX, Manager, Vb, OCR, Search, Server, Web, Testing, It, Net, Algorithms, Management, Oracle database, ASP, Javascript, C, Database, Microsoft SQL Server, MSSQL, Microsoft SQL, Oracle, ASP.NET, SQL Server, HTML/CSS/Javascript, Project Manager, .Net, Sql, Html
2002 - 2005
job
Project Manager
Prier VJ Software Solutions.
Giraud ERP: Managed a team of 12 developers working on a ERP project for the transportation industry.
Contributed to the requirements gathering for all aspects of the transportation sector--from HR, drivers, trucks, pallet freight, maintenance, etc. The ERP was written in Java, using EJB.
Worked on other projects in C#, using ASP.NET, HTML, and JavaScript.
Contributed to the requirements gathering for all aspects of the transportation sector--from HR, drivers, trucks, pallet freight, maintenance, etc. The ERP was written in Java, using EJB.
Worked on other projects in C#, using ASP.NET, HTML, and JavaScript.
Javascript, Html, Java, .Net, Project Manager, HTML/CSS/Javascript, ASP.NET, ERP, C, ASP, Net, Manager
2000 - 2001
job
C# Developer and Web Developer
Scala Business Solutions.
• Part of a team who designed a complete solution for Bucharest City Hall, with modules for taxes, fees, houses, land, cars, commercials, etc, developed with C# and MS SQL.
• Developed multiple websites using ASP, HTML, JavaScript.
• Timebook - a web application for timesheet management application for submission and approval, with companies, agencies and freelancers as users. Written in ASP, VB and MS SQL
• Developed multiple websites using ASP, HTML, JavaScript.
• Timebook - a web application for timesheet management application for submission and approval, with companies, agencies and freelancers as users. Written in ASP, VB and MS SQL
Javascript, Html, Sql, HTML/CSS/Javascript, Websites, C, ASP, Management, Developer, Web, Vb
2000 - 2000
job
Web Developer
IPACRI.
• CreditRisk & MarketRisk - created a web interfaces for two financial risk tools, developed for Group ELSAG Italy.
• Developed dynamic web loading for a table, for data in table rows being being generated by the server each 10-20 seconds, using HTML/JavaScript.
• These 2 projects were built in ASP using Visual Basic Scripting, COM components written in Visual C++ and a Microsoft SQL Database.
• Developed dynamic web loading for a table, for data in table rows being being generated by the server each 10-20 seconds, using HTML/JavaScript.
• These 2 projects were built in ASP using Visual Basic Scripting, COM components written in Visual C++ and a Microsoft SQL Database.
Javascript, Html, Sql, HTML/CSS/Javascript, Microsoft SQL, Database, C, Scripting, ASP, Developer, Web, Server, Basic
1999 - 2000
job
Web Developer
Webcab Limited.
• Developed multiple HTML/CGI web applications in C++ and Perl, under Linux
• Worked on the first version of shopping carts. Using flat files as data storage.
• Created WAP interfaces for mobile devices with small screens.
• Worked on the first version of shopping carts. Using flat files as data storage.
• Created WAP interfaces for mobile devices with small screens.
Html, Linux, HTML/CSS/Javascript, C, Perl, Developer, Storage, Web, Data Storage, Cgi
My education
1999
-
2004
Computer Science University Politehnica University of Bucharest
Masters, Computer Science
Masters, Computer Science
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