|C 09.2007 по настоящее время (14 лет 1 мес.) |
В компании: Asset magemement company , Киев
Должность: Financial analyst
Fundamental analysis of ukrainian companies: thermal energy generators, energy distributors, coal miners, coke producers. efficiency and productivity analysis of ukrainian companies with data envelopment analysis (dea), stochastic frontier analysis (sfa), farrel efficiency, productivity indexes
risk neutral valuation of pfts stocks using monte carlo simulations and binomial trees.
portfolio optimization with different risk measurements: value-at-risk, expected shortfall (cvar), mse, mae, one-sided risk.
financial time-series analysis using garch, arima, seasonal arima, fourier transformation, spectral methods.
C 07.2005 по 09.2006 (1 год 2 мес.)
В компании: Digsee mobile solutions, Киев
Должность: Lead programmer, team leader
Managed the group of 3 programmers, was responsible for whole cycle of the new product development
redesigned outdated solution for mobile sale agents based on c, foxpro, ms dos to modern cross platform c++/boost/sql solution that brought in return more than 400000 dollar in 1 year
significantly increased reliability of the developed solution: before – 8 man-hours per month were required for technical maintenance of single instance of the solution; after – 2 man-hours per month. after update one technical specialist could easily service 40 clients simultaneously
C 03.2004 по 07.2005 (1 год 4 мес.)
В компании: Education center “basic”, Киев
Должность: Feebsd administration and programming professor
Lectured course “freebsd administration for professionals”
lectured course “freebsd administration for beginners”
lectured course “freebsd application and kernel development with c/c++”
lectured course “secure programming. bullet-proof application development without privilege escalation and denial of service”
none of my students received less than 18 of 20 on final exams