Summary
Overview
Work History
Education
Skills
Timeline
SeniorSoftwareEngineer

BORIS ASHMAN

Sunny Isles Beach,FL

Summary

Results-oriented and innovative Senior Software Engineer with 20+ years of experience. Easily communicates complex technical requirements to non-technical stakeholders.

Complex problem-solver with analytical and driven mindset. Dedicated to achieving demanding development objectives according to tight schedules while producing lean and efficient code.

Excellent OO and functional design skills ( Scala, C/C++, C#) Background in financial engineering and risk management, particularly fixed-income and credit risk

Overview

25
25
years of professional experience

Work History

Senior Software Engineer

TRUE ACCORD
Miami, FL
2021 - 2023
  • Analyzed and documented the code of a legacy caching system (Scala/Akka) in order to address performance issues
  • Developed new instrumentation approaches, identified and fixed the root causes of poor system performance
  • The fix improved system by the order of magnitude, request latency dropped form 5-12s to 300-800ms
  • Implemented multiple internal metrics and developed comprehensive monitoring dashboards
  • Added multiple internal system metrics and monitoring dashboards for caching service
  • Deployed caching system to Kubernetes (AWS EKS), using AWS ALB Ingress and KEDA Data Dog adapter, scaling on custom metric
  • Designed and implemented Runtime Feature Flag - and actor system, allowing to configure application containers at runtime. The module was instrumental in the process of legacy code migration. Highly flexible design and separate parametrization of client-facing and data-facing interfaces of Runtime Feature Flag allowed easy extension to different data providers and related data types
  • Designed and implemented an HTTP client adapter, integrating caching server and direct data access service, and facilitating comparison of results
  • Provided data access team with detailed specifications of caching server request processing logic and examples of intermediate results on each processing step
  • In collaboration with the MongoDB team, worked on MongoDB data server implementation
  • Updated job knowledge by studying state-of-the-art development tools and programming techniques and participating in educational opportunities.
  • Promoted experience with Kubernetes, Docker and Amazon Web Services.

Lead Software Developer

RAIN OF JEWELS
New York, NY
12.2019 - 02.2021
  • Participated in development of web portal for cruise tickets reservations.
    Frontend : Angular/TypeScript + NgRx,
    Backend : Scala/gRPC + Akka Persistence
  • Provided maintenance and support to legacy applications on an ongoing basis
  • Redesigned and ported legacy applications to new platforms
  • Fixed and debugged legacy C++ code
  • Provided training and support for junior software developers

Senior Software Developer

MORGAN STANLEY
New York, NY
2016 - 2019
  • Worked on multiple projects, targeting migration from a legacy risk management system to a new and comprehensive risk computation framework
  • Enhanced collateral curve choice in the regulatory scenario for swaps pricing (Scala)
  • Implemented volatility data loader for swaptions pricing
  • Enhanced logic for pricing listed options on interest rate futures
  • Enhanced choice of kappa risk measures for equity futures pricing
  • Migrated source code for request processing server from perforce to git, implemented test scripts
  • Ongoing maintenance and production support

Architect

CME GROUP
New York, NY
05.2011 - 05.2016
  • In collaboration with quantitative team, implemented risk management system facilitating the choice of the most effective liquidation strategy for the defaulted portfolio of clearing house members. The system generated on-demand IR swap and swaptions, calculated bucketed risk and hedges using live market data
  • Designed and implemented multiple-user GUI, messaging infrastructure, calculation requests processing server and job dispatcher and live market feed from Bloomberg
  • Implemented ISDA-compliant CDS pricing model, based on published ISDA papers
  • Rewrote, optimized, and enhanced original ISDA code, achieving 1400% times increase in bootstrapping speed
  • Developed C++ API and Excel plugin for ISDA pricer and assisted porting C++ API to Java platform
  • Developed quantitative objects framework for Qunatlib/Matlab integration
  • Designed and implemented common market object framework and proprietary query syntax
  • Exported Quantlib analytics in C# and enhanced with custom day counting and calendars
  • Implemented swap pricer, CDS pricer, and hazard rates bootstrapper in C# class library, implemented user GUI and Excel plugin
  • Ported Matlab pricing code and Quantlib C++ classes to C# via Matlab.NET and SWIG
  • Designed and implemented CDS database, including automatic upload of data from Markit and data scrubbing
  • Developed SQL script to identify suspicious bid-offer spread values. Algorithm used historical averages to run least-square regression over tenors and matched daily bid-offer spreads against theoretical values
  • Integrated in-house position processing and margin calculations with 3 rd party risk system
  • Designed and implemented message queue architecture using Apache Active MQ Broker
  • Designed and implemented Windows NMS message client and UNIX JMS message server
  • Designed and implemented EWMA calculation service, using proprietary interest rates historical VaR algorithm
  • Implemented a standalone calculation server module, custom data exchange protocol, protocol adapters and APIs
  • Worked with Java developers to integrate HVAR API into risk systems

Technical Lead

STANDARD & POOR’S
New York, NY
2008 - 2011
  • Made major improvements to design and implementation of LEVELS – risk system using in-house RMBS models to assign Standard & Poor’s Risk Grade
  • Redesigned memory management and overall processing architecture
  • Redesigned internal business rule and evaluation engine
  • Redesigned syntax parsing algorithm and extended rules syntax with new user-defined types
  • Implemented date/tenor analytics, matrix arithmetic and other basic routines
  • Achieved 500% increase in performance and 300% reduction in memory usage

Lead Developer

BARCLAYS CAPITAL
New York, NY
2004 - 2008
  • Worked on design and implementation of Specific Risk system, calculating credit portion of daily VaR
  • Participated in initial analysis, requirement gathering, technical architecture, application design, implementation, testing, maintenance, and ongoing enhancements
  • Designed and implemented risk scenario processing and HVaR computations
  • Designed and implemented data retrieval logic, lazy data load and data caching strategies
  • Implemented Credit Grades spread and implied volatility computations
  • Implemented analytics library, date/tenor arithmetic, matrix arithmetic, time series processing
  • Designed and implemented risk engine API
  • Designed and implemented regression testing, reporting and configuration utilities

Financial Engineer

NUMERIX LLC
New York, NY
01.2002 - 01.2004
  • Worked on credit basket component of derivatives pricing library for cross-asset valuation
  • Designed and implemented credit basket objects framework
  • Implemented Monte-Carlo simulation for credit loss distribution
  • Implemented pricing models for CDO and N-to-Default Notes
  • Designed and implemented testing script interpreter and testing automation utility

Software Developer

JP MORGAN
New York, NY
1998 - 2001
  • Worked on improvement and redesign of Analytic Server, providing pricing services for financial instruments
  • Made improvements to the data retrieval, and achieved a 40% increase in performance
  • Designed a generic financial instrument framework and prototype for FpML
  • Implemented pricing models for Convertible Bond and IR Future
  • Implemented trade settlement to the back-office system allowing recovery of failed transactions

Education

Certification in Akka Streams, Akka Persistence -

Rock The JVM
E-Learning

Certification in Advanced Scala And Functional Programming -

Rock The JVM
E-Learning

Certification in Functional Programming Principles in Scala -

ÉCOLE POLYTECHNIQUE FÉDÉRALE DE LAUSANNE
E-Learning

Certification in Algorithmic Toolbox -

UNIVERSITY OF CALIFORNIA, SCHOOL OF ECONOMICS
E-Learning
05.2001 -

Certification in Data Structures -

UNIVERSITY OF CALIFORNIA, SCHOOL OF ECONOMICS

Certification in Graph Algorithms -

UNIVERSITY OF CALIFORNIA, SCHOOL OF ECONOMICS
E-Learning

Certification in Computer Programming -

STATE UNIVERSITY OF ST PETERSBURG, RUSSIA
ST PETERSBURG, RUSSIA

Master of Science - Physics of Isolators And Semi-conductors

ST. PETERSBURG ELECTRO-TECHNICAL UNIVERSITY
ST PETERSBURG, RUSSIA
2001 -

Skills

Software development

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Timeline

Senior Software Engineer

TRUE ACCORD
2021 - 2023

Lead Software Developer

RAIN OF JEWELS
12.2019 - 02.2021

Senior Software Developer

MORGAN STANLEY
2016 - 2019

Architect

CME GROUP
05.2011 - 05.2016

Technical Lead

STANDARD & POOR’S
2008 - 2011

Lead Developer

BARCLAYS CAPITAL
2004 - 2008

Financial Engineer

NUMERIX LLC
01.2002 - 01.2004

Certification in Algorithmic Toolbox -

UNIVERSITY OF CALIFORNIA, SCHOOL OF ECONOMICS
05.2001 -

Master of Science - Physics of Isolators And Semi-conductors

ST. PETERSBURG ELECTRO-TECHNICAL UNIVERSITY
2001 -

Software Developer

JP MORGAN
1998 - 2001

Certification in Akka Streams, Akka Persistence -

Rock The JVM

Certification in Advanced Scala And Functional Programming -

Rock The JVM

Certification in Functional Programming Principles in Scala -

ÉCOLE POLYTECHNIQUE FÉDÉRALE DE LAUSANNE

Certification in Data Structures -

UNIVERSITY OF CALIFORNIA, SCHOOL OF ECONOMICS

Certification in Graph Algorithms -

UNIVERSITY OF CALIFORNIA, SCHOOL OF ECONOMICS

Certification in Computer Programming -

STATE UNIVERSITY OF ST PETERSBURG, RUSSIA

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