East Brunswick, NJ 08816

E-mail alexkoz@comcast.net
Web www.kozachkov.com

 

Alex Kozachkov

Summary

Extensive scientific background, broad industry and technology experience

Skills

Software:

Sybase , Oracle, MySQL, proprietary Object DB, Hadoop, Lotus Domino, Weblogic, Tomcat, WebSphere, Vignette;

Languages:

Python, Java (J2EE), Perl, XML, Ant, HTML/JavaScript, LotusScript, SQL/PLSQL;

Industries:

Quantitative Finance: Credit Risk Exposure calculations for Foreign Exchange (FX) Instruments, Interest Rate Products (IRPs), Prime Brokerage (PB) Products;
Life Sciences: Studies modeling, pricing, and tracking;
Pharmaceutical
: sales operation analysis and support;
Chemical: optimization of multi-stepped technological processes (patent application);
Health Care
: Web enabled solution for a temporary staffing agency including job assignment optimization;
Telecommunication
: various applications;

Math and its applications:

Financial Quantitative Mathematics; Discrete Optimization, some Statistical Analysis, Nuclear Physics data processing;

Miscellaneous:

Project Management, Mathematical Algorithms Development, Object-Oriented Design and Development, Interactive Web Development, Automated Testing, Client/Server Development,  RDBMS, Data Warehousing;

Professional Experience

Bank of America Merrill Lynch, Risk Management Technology, New York, NY
May-05 - present. VP - Credit Risk Quantitative Developer

Nov 16 - present. A member of Real Time Credit Risk team to maintain and enhance Quartz What-If System: Excel and Wed interface to create and price hypothetical trades (both trade and portfolio level) across all Bank's Credit Risk systems (legacy Credit Studio and newer open source Quartz)

Responsibilities:



Dec 12 – Nov 16. The bank introduced a Python based open source Quartz framework to price trades, manage positions and calculate risk across the organization.

Responsibilities:


Jan 09 – Nov 16. After Bank Of America acquired Merrill Lynch, I moved to work on the combined company flagship Credit Risk System called Credit Studio (CS). It's intended for daily credit risk valuation and aggregation based on a full Monte Carlo simulation. The system has a parallel architecture and runs on a cluster of blade servers.

Responsibilities:

May 05 – Jan 09. A member of a Banc of America Securities, LLC team responsible for implementation of a Credit Risk Exposure system called XCalibur and it's real time risk analysis interface called WhatIf.

Responsibilities:

    Software utilized:
Python, Java (J2EE, including  JSP, JDBC), XML, Hadoop, JavaScript, Ant, Oracle/PLSQL, Sybase, Vignette Application Portal

Applied Information Partners, Inc. Somerset, NJ.
April-98 - May-05. Technical Leader.

 Responsibilities:

The most interesting projects were the following:
- Collection of information systems to track, analyze and budget complex toxicology studies as well as manage Audits for scientific research. The Web interface was a combination of JSPs/JavaScript/Domino Views. MySQL was used as the database. All database queries and calculations such as statistical analysis, dynamically interpreted user-submitted algebraic formulas etc. were coded in server side Java
- Internet/Intranet applications to support Pfizer’ operations. Some of these applications have both Online and Offline versions that use the same code base but work with Weblogic/Oracle and Tomcat/Sybase respectively. WebSevices were used for the data synchronization.
- Web enabled solution for a temporary staffing agency. The agency maintains a database of certified medical professionals. Hospital staffing coordinators post contracts, find qualified nurses, access complete nurse information including scanned documents such as licenses, etc., hire nurses. Meanwhile, nurses constantly update their availability by day/shift, respond to postings, and have full access to their schedule. The Web interface was implemented using JSPs. The main data repository was in Oracle while the workflow application was set up in Domino R5. Matching algorithms, queries and data transfer from Domino to Oracle were programmed in server side Java (servlets, JDBC). Data exchange with related systems was implemented in XML.
- Several implementations of distributed information systems to track minority and women suppliers as well as the Minority Executive Network of TUCK School of Business at Dartmouth . The systems were written in Lotus Domino; data conversion procedures from earlier database implementations were coded mostly in Perl; cross certifications with other tracking systems were written in Perl, Java networking, and XML, and some of the databases were synchronized over the Web using a combination of Notes replication and custom written Java agents.

    Software utilized:
Java (J2EE, including servlets, JSP, JDBC, WebSevices), XML, JavaScript, Oracle/PLSQL, Sybase, Domino/LotusScript, Perl, Crystal Report, Rational Robot

TestNetSoft, LLC. East Brunswick, NJ.
October 02 - present. Co-founder, Architect and Developer.

The company was established to develop and market a system intended for real-time, redundant, autonomous monitoring of the status of Web applications. The full description of the system, downloads, and list of clients can be found at http://www.TestNetSoft.com

Responsibilities:

Software utilized: Server side Java, XML

 DMR Trecom, Edison, NJ.
July-96 - April-98. Technical Lead at AT&T Labs.

 Responsibilities:

     Software utilized: Lotus Notes/Domino/LotusScript, HTML/JavaScript/CGI, Perl.

Tekmark Computer Services, Edison, NJ.
July-95 - July-96. Consultant (QA Developer) at Bellcore.

 Responsibilities:

     Software utilized: QA Partner/4Test/C++, SQL.

Beechwood Data Systems, Inc. Software Development Company, Clark, NJ.
August-92 - July-95. QA Manager / Senior Member of Technical Staff.

 Responsibilities:

     Software utilized: Lotus Notes, Paradox/Object PAL, Oracle, Access, C/SQL, QA Partner/4Test.

SEER Technologies, Inc. Systems Development Company (spinoff of First Boston with a major investment from IBM), New York, NY
November-90 - August-92. QA Analyst.

 Responsibilities:

 Software utilized: TSO/ISPF, DB2, Excel, Paradox for DOS.

National Program Holdings. Consulting Firm, Kiev, USSR.
June-84 - August-89. Project Leader, Programmer/Analyst, Mathematician.

Long term projects for the Institute of the Physics of Metals and Cybernetics Institute of the USSR Academy of Sciences.

     Software utilized: PL1, FORTRAN, C; VM/CMS/REXX, MVT/JCL.

Education

Bank of America, New York, NY.
Continuing education in Financial Engineering.

Cybernetics Institute of USSR Academy of Sciences. Kiev, USSR. 1985-1987.
Postgraduate studies and thesis "Methods of Discrete Optimization in Information Systems"

Kiev University, Faculty of Cybernetics (Computer Science) , Kiev, USSR. 1979-1984.
M.S., Applied Mathematics specializing in Operations Research

Scientific Accomplishments

2005 Patent application:
A method and a computer system to calculate material requirements for multi-stepped technological processes defined on a table of mixes and ingredients
 
1984-1990 A total of ten publications, including two articles in "Cybernetics and Systems Analysis"  - one of the few Ukrainian scientific journals available in the USA. Numerous invitations to conferences/exhibitions