Boris Ashman
Angestellt, Mr. Ashman, None
New York, Vereinigte Staaten
Werdegang
Berufserfahrung von Boris Ashman
Bis heute
Mr. Ashman
None
1 Jahr und 2 Monate, Juni 2008 - Juli 2009
Software developer/Consultant
Bank Of America / BNP Prime Brokerage New York NY
Development and support of risk-based margin application suit for Prime Brokerage Unit. As part of Risk-Based Margin group, working on implementation of new business requirements and maintenance of existing legacy code.
4 Jahre und 2 Monate, Nov. 2003 - Dez. 2007
Senior software developer/Consultant
Barclays Capital Inc. New York NY
Developed credit risk management system from inception to its final production stages; participated in business analysis, development of methodology, technical specifications, design, implementation, maintenance and ongoing enhancements. System used historical simulation combined with structural model (CreditGrades) to produce daily VaR for credit risk. System provided bank with significant regulatory capital relief and is currently vital for bank operations.
2 Jahre, Mai 2001 - Apr. 2003
Senior software developer
Numerix LLC New York, NY
Designed and implemented various parts of derivatives pricing library, particularly credit baskets. Implemented Monte-Carlo simulation of credit loss distribution in bonds portfolio using quasi-multiperiod model (published by C.Finger, RiskMetrics)
1 Jahr und 11 Monate, Juni 1999 - Apr. 2001
Software developer
JP Morgan New York, NY, USA
Developed core components of risk-management system; participated in re-design and implementation of trade-processing system
3 Jahre und 2 Monate, Mai 1996 - Juni 1999
Lead developer
Sapient Corporation Jersey City, NJ, USA
Worked on multiple projects, participated in business analysis, methodology, system architecture, technical design and implementation of various systems and applications
1 Jahr und 2 Monate, März 1995 - Apr. 1996
Application Developer
Magic Solutions, Inc. Paramus, NJ, USA
Participated in development of in-house software libraries for helpdesk application.
5 Jahre und 2 Monate, Nov. 1987 - Dez. 1992
Senior application developer
National Library of Russia, St. Petersburg, Russia
Lead effort in development of information system for National Library of Russia in St. Petersburg
4 Jahre und 1 Monat, Juni 1983 - Juni 1987
Scientist
Research center "Girikond", St.Petersburg, Russia
Member of laboratory of mathematical physics in research center
Ausbildung von Boris Ashman
7 Jahre und 1 Monat, Juni 1977 - Juni 1984
Solid state phusics
Electrotechnical University, St. Petersburg, russia
Applied physics of semi-conductors and isolators Mathematical physics Computer science Electronics technology
Sprachen
Englisch
Fließend
Russisch
Muttersprache
Französisch
Grundlagen