58 Weizmann St. Town, State Zip Cell: (555) 123-4567 Email: Dan.Smith@gmail.com www.linkedin.

com/DanSmith

DAN SMITH

HIGH PERFORMING QUANTITATIVE DEVELOPER

WITH 10+ YEARS OF EXPERIENCE IN COMPLEX AND INTENSE WORK ENVIRONMENTS Experience
Technology Company, (www.TechCo.com ) Tel-Aviv, IL & New York, NY 2000 Present Senior Developer Design: Designed database structure and programmed data access logic for a risk management system for large portfolios of FX derivatives. Built heavy tactical Excel tools that isolated and reproduced the bugs from the production system. Designed and developed MS Access back office application for foreign exchange/interest rates derivatives. Invented a system to analyze historical market data using MS VB6 with MSSQL back end. Created and launched testing tools and calibrators for pricing models using MS Excel, a process that involved extensive VBA coding and debugging. Extensively used MS SQL at DBA level, involving performance tuning and application logic programming. Designed PNL reports, trigger reports, rollout modules and market data feeds. Coding: Successfully coded and tested several new instrument pricers using Monte Carlo framework. Connected over 50 market rates contributors to a central site using an MS Excel Add-in. Accomplished complex programming tasks while supervising customer support and soliciting feedback from end users and internal stakeholders. Developed instruments included Target Redemption Notes and Baskets with Quanto and Knock Out features. Testing: Performed mass calibrations and regression testing on new features. Refactoring of legacy interest rates pricing library for use from both Excel and .NET implementing extensive C++ debugging and reviewing several thousand lines of unsupported and undocumented code. Developed an effective internal Excel tool for position calculation testing. Deployment: Structured and implemented market data feeds from Reuters using Exsys Databridge application. Technologies: Matlab, MS Excel SDK (XLL), C++, STL, Boost, Multithreading, NVIDIA CUDA SDK, VBA, ASP, MS SQL, Exsys Databridge. Platforms: Cross-platform experience in technologies for FX pricing, risk management, market data and research. Promotions: Frequently promoted to positions of increasing responsibility for exceeding management goals. Large Financial Firm, Tel Aviv, IL 1998 - 2000 Developer Developed mortgage pool management and analysis tools using SQL at the back end and MS Excel at the front. Used VBA and C programming for advanced calculations, including tranches structuring, optimizations, & metrics.

Education
Moscow State Institute of Radiotechnics, Electronics and Automatics, (http://www.mirea.ru) Bachelor of Science

Skills
Knowledge Domains: Finance, Derivatives, Enterprise Applications Architecture Programming Languages and Tools: MS Excel VBA, C++, MS VB6, C#, Python, Technologies: .NET Remoting, COM/DCOM/COM+, MS Excel SDK (C++ XLL), ASP, TSQL DBMS: MS SQL 7.0, 2000, 2005 Spoken Languages: Fluent in English, Russian, and Hebrew