Andrei Lenkei

Software Engineer

Nortide Capital AG•  February 2020 - Present

Nortide is an investment firm focused on digital assets. We deliver services within market-making, exchange listings, asset management, financial products, brokerage, and boutique corporate finance servicing exchanges, brokerages, miners, foundations, and stable coins. I am a software developer responsible for maintaining and enhancing the Nortide trading platform. The main components of the platform are exchange connectivity, an RFQ REST API and internal pricing and market making algorithmic modules.

Senior Software Engineer

Avaloq Evolution AG•  January 2016 - January 2020

I am a software developer in the Avaloq Technical Core team whose responsibility is maintaining and enhancing the Avaloq Core Platform. I am the owner of the TASK component and deputy for the SRC, SCRIPT and REPORT WITER components. As a component owner I am responsible for talking to stakeholders, requirement gathering, issue prioritization, design, implementation, testing and third level support. The core platform part of the component is implemented in PL/SQL and the associated web services are Java EE based and expose a REST API.

Software Engineer

Keytrade AG•  August 2012 - December 2015

I am the software developer maintaining and enhancing the in-house developed software solution, Keysoft. It is implemented in C++ using wxWidgets. Originally compiled using Borland C++, I led the effort to migrate it to g++ using MinGW and introduced Git. I have also upgraded the whole development environment to use Eclispe CDT (with Mylyn) and direct integration with Git (EGit) and OTRS (trouble ticketing via Mylyn web template connector). Started migrating Keysoft to a web-based solution using Apache/XAMPP and Drupal. I introduced Scrum and was driving its use in the organization.

Software Engineer

UBS Investment Bank•  July 2010 - August 2012

I maintained and enhanced the part of the system that streamed FX and PM prices to- and accepted orders from our clients over FIX. I implemented streaming of client specific prices, receiving volatility quotes and an internal client (using QuickFIX/J) that subscribes to prices and stores them in Kdb+, support for trading emerging market currencies as deliverable- and non-deliverable futures and also implemented a new FIX order type; ‘Fixing Order’ for FX orders that settle according to William Mercer Europe published rates. There was a constant and intense focus on the throughput and latency aspects of the system. The main development language was Java and we were using Scala for one-off and maintenance type programs as a steppingstone to increased usage in our main applications.

Software Engineer

Credit Suisse•  July 2008 - June 2010

I was employed as a contract programmer in the Client Trading “Streetside’ department where I became team leader for RAVE (Rules And Validation Engine) module managing 4 developers. RAVE acted as an intermediary for all incoming and outgoing messages between a trading entity and the various markets. The engine was implemented in C++ with the rules expressed as XML and Python. Messages came in as XML and were first subjected to an XSLT transformation to an internal format. All messages were validated and the data was processed (mapped and/or enriched) according to the rules and static data.

Software Engineer

UBS Investment Bank•  January 2003 - June 2007

I performed analysis and design as well as requirements gathering followed by development in either Java or C++. I rewrote the Specific Coaster Loader from a collection of scripts and a C++ program into a Java application using TopLink. I maintained and enhanced the Risk Engine (produces a risk estimate based on supplied position data, historical market data and mathematical formulas; C++), Time Series Engine (gathering historical data from sources such as Bloomberg, Reuters and bank internal DB:s in order to create files containing 5 years of historical data that are used by the Risk Engine) and Market Risk Analyzer (GUI to access data produced by the Risk Engine; Java).