Marina Schwartz
Phone 510-229-8496
Email marina.v.schwartz@gmail.com
Resident of Albany, CA 94706
An accomplished C/C++ software engineer with strong analytical skills and math background, looking for opportunities to make impact by designing and building advanced infrastructure/back end systems
Professional Experience:
2014-2015 Associate at JPMorgan Chase, Tel Aviv, Israel
As a member of the team developing core financial communication protocols for Athena, the main JP Morgan trading and analytics platform, I was responsible for building unified communication framework based on the Financial Information eXchange (FIX®) protocol. In this capacity, I have:
- Worked with quant and trading teams to determine user requirements for communication tools
- Redesigned financial communication infrastructure (C++/Python, Windows/Linux) to enable streamlined adaptation of the Athena toolbox to evolving features and requirements of the FIX-derived protocols used by trading houses
- Taking advantage of the improved design flexibility, implemented a number of FIX-based protocols for communication with key trading platforms
- In coordination with user teams, deployed the new protocol implementation to Athena, including comprehensive automated testing with emulated and actual market communications. Introduction of the new protocols increased the user base of the Athena communication functionality.
- Developed a number of new Interest Rate (IR) and Credit Derivatives (CD) instruments and features, comprising core back end algorithmic code and data flow management infrastructure: calculation of yield curves, volatility surfaces, and vanilla IR instruments (C++/Managed C++, Windows).
- Designed, implemented and deployed an automated testing framework for pricing instruments, adopted throughout the IR/CD pricing division
- In coordination with front end developers and back-end quant teams, designed and implemented improved data flow infrastructure for the entire IR/CD instrument pricing system, including support for a number of new instruments (C++/Managed C++).
- Designed and implemented analytic risk estimation features for IR/CD instruments pricing
- Developed parallelized version of fast Fourier transform for distributed memory multiprocessor machines. Cluster Fast Fourier Transform component for Intel MKL v9.0 (C/C++, MPI, Linux / Windows).
- Developed test automation scripts (bash script).
- Installed, maintained and served as administrator of the Institute’s computing cluster (C++/MPI/OpenMP/Linux).
- Implemented parallel algorithms for numerical solution of nonlinear partial differential equations (C++/MPI).
2004-2006 M.Sc. (with Honors, GPA 5.0 out of 5.0) in Computer Science and Applied Mathematics, Novosibirsk State University.
Thesis: “Direct modeling of error statistics in 40Gbit/s rate fiber link.”
2000-2004 B.Sc. (with Honors, GPA 4.857 out of 5.0) in Mathematics, Novosibirsk State University.