Filip Fodemski's CV

I held the position of Vice President in the Derivatives IT department. A senior member of the DiVA team, we developed software for a high-performance distributed calculation system, also known as a farm or grid. Its main uses are in Monte Carlo valuations (establishing values of products), but risk valuations (future market scenarios) are making an increased demand on available infrastructure and compute power. I was also tasked with improving parts of the system through better code quality and test coverage. One of my more specific projects was to improve end-to-end performance by using compression within the networking subsystem.

My main responsibility was to improve the design and implementation of an Exotic Equities Portfolio Risk Management System. The system started as a Microsoft Excel automation framework. To meet increased demand, in early 2008, work started on a prototype for a replacement system. After successful demos to traders and senior management, we delivered a first working version, covering a limited set of product types. I was involved with the overall design, architecture and implementation, due to my extensive knowledge of the bank's systems in particular, and technology in general. Subsequently, my efforts concentrated on improving calculation performance through better handling of market data.

I worked in the Hydra Core Development team, improving performance and scalability of this strategic Equity Derivatives Portfolio Management system. My main achievements were in improving performance of the system through task parallelization, better CPU utilization, re factoring and removal of COM from performance critical parts of the system. Another important project involved automation of Microsoft Excel, by the new system, to allow the prototyping of pricing models for exotic equity products. We spent considerable effort on encapsulating pockets of system functionality as services exchanging messages. One result of this was the implementation of a reporting system for senior management. Mainly bridging and changing old systems and spreadsheets to use the new messaging services, we enabled better reporting of risk aggregated across books, desks and business units.

I worked in the Fixed Income Derivatives Core Technology team. CoreTech provided, amongst other things, a high-performance, distributed valuation engine. The main use of such a system is for Market Risk calculations. However, due to its architecture, it can also be used as a pricing engine (responding to market data changes in near-real-time). I was involved with maintenance and development of a market risk valuation system, the re-design of the market data parts of system, and re-factoring of existing components. This mainly involved the encapsulation of functionality behind COM interfaces and through web services.

I was a Manager Level Developer with the Emerging Markets group. We were tasked with releasing a trading system to the company's offices in South Korea. Subsequent to the release we re factored the application and its modules in anticipation of more releases around the world.

I worked in the Fixed Income Derivatives (FID) Core Technology team, as an Analyst Developer. This team provided core frameworks and applications for other FID development teams. My main task was to develop a high-performance, multi-threaded pricing engine in C++, for use with the bank's analytics in pricing calculations. I was also involved in modelling bonds for use in the engine and many other applications within FID.

I worked as a Consultant in the Tools and Technology Team. This team provided the core code for other development teams, examined new technologies to see how they can be used within the bank. We also helped mentor and train other teams to use appropriate technology to solve their problems. In addition to working within the team we were sent out to other teams within the bank, to provide assistance in project delivery and training.

• core technology, C++, NT COM development: providing COM interfaces onto our in-house C++ libraries.
• data access from our in-memory database, 3-tier servers and a custom Generic ODBC Driver - all the way up to VB and external web sites.
• Real-Time Data Server (Solaris) for providing access to live Reuters Market Data using Tibco's Teknekron and Rendezvous feeds.
• design of an access control model for our server security library. Evaluated the use of Directory Services and LDAP for this purpose.
• code generation for a working client-server pair based on an IDL specification of the server's API. This level of code generation was made possible through an in-house COM-to-RPC mechanism using RogueWave's streaming classes (found in Tools.h++) and a custom implementation of the IDispatch COM interface.

Held the position of Analyst Programmer in the Multi-Currency Deal Management System and Application Support Teams. My responsibility was to help develop and maintain client-server, 2-tier applications used by the company for its foreign exchange dealings and numerous investment products. I worked on a number of projects using my skills in C++, MFC, SQL on Sybase, Windows 98, NT 3.51 and UNIX.

Held the position of Research Scientist in the Software Engineering and Applications Group. My main objective was to generate new ideas to improve the company's software and systems development. Apart from this pure research role, my responsibility was also to act as a consultant to various product divisions, within the Philips Group, in the area of object-oriented development, requirements capture, analysis and design. One of the projects I worked on was chosen for presentation to the Board of Management of Philips at the Concern Research Exhibition in Holland.

My task was to design and implement (in C) a mapping between the EDIF and CFI formats for transferring CAD data. We presented the working programs at the EURO DAC `92 conference in Hamburg, Germany.

My task was to design and implement (in C) a Printed Circuit Board routing algorithm with a graphical interface, to serve as a demonstration program for a CAD course.

Final year project: parallel programming in C. This project involved the design and implementation of a parallel version of the ray tracing algorithm - an image rendering technique. The working program was developed within a C environment running on a rack of 64 transputers.

Results from this school were accepted in the U.K. by the Joint Matriculation Board as equivalent to A-levels.