Experience

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  Blue Diamond Asset Management AG

  • Zug, Switzerland

  • Software/Operations/Quant Developer

    • Sep 2023 - Present
    • Zug, Switzerland

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  Laval Science

  • Zurich, Switzerland

  • Software/Operations/Quant Developer

    • Mar 2022 - Aug 2023
    • Zurich, Switzerland

    Worked on various parts of mid and low latency trading systems as well as directly improving trading strategies.

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  Tulos/Viga Capital

  • Zug, Switzerland

  • Software/Operations/Quant Developer

    • Aug 2019 - Mar 2022
    • Zug, Switzerland

    In a team of four (two developers) designed, implemented and operated a low latency ICE Brent option trading and risk management system. On-call during active trading (since 2020-05). Developed: * Trading model quoting a grid of >400 vanilla options and UDS in <1ms * Option pricing model validation and parallel implementations in Julia/C++ * Delta hedging and automated strike reduction through conversion UDS * Batch and realtime market data processing and analysis pipelines * Trading and risk monitoring/alerting systems

• 

  Tulos Capital

  • Zug, Switzerland

  • Software/Operations/Quant Developer

    • May 2014 - Aug 2019
    • Zug, Switzerland

    As the first operations-focused software developer in a newly established discretionary hedge fund: designed, implemented and operated software systems, supported business operations, automated infrastructure deployment and monitoring. Developed: * Backoffice automation * Trade allocation, reconciliation and risk management systems * Discretionary trading decision support system using a CEP engine * Integration with multiple financial instrument definition, price and discretionary data sources * Third party broker OMS (order management system) integration * Exchange and clearer trade feed ingestion

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  INVENTI UAB

  • Lithuana, Vilnius

  • Software Developer

    • Sep 2011 - May 2014
    • Lithuana, Vilnius

    Estimated effort, designed and implemented software systems. Applied DDD, CQRS and Event Sourcing in a range of financial and banking projects. Consulted clients in-house.

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  Exigen Services StarSoft

  • Software Developer

    • Aug 2009 - Aug 2011

    Designed and implemented components of an insurance system framework.Took a part in implementing development process and infrastructure improvements. Prepared and presented developer training courses.

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  Sintagma

  • Software Developer

    • Feb 2008 - Aug 2009

    Worked on backends and frontends of large web-applications.