MICHAEL LEVDANSKI

New Jersey
Michael@Sophisoft.com
347-874-1405
Objective: Looking for a full time or consulting opportunity developing financial trading
and reporting systems. Specializing in designing VBA, Python and SQL Server custom
applications and databases for Front Office Trading Desks and Middle Offices.

PROFESSIONAL SUMMARY

 Senior level Excel/VBA, VB, Python programmer for financial industry.

 Specializing in support for Credit, Rates and Fixed Income Derivatives Front Offices.
 Have developed unique and very successful methodology to smooth out all IT support for
a trading desk. Such methodology results in increased efficiencies and revenues.
 Have developed very successful methodology on ways to debug front office Excel and
Python applications in a very quick manner and communicate findings to the traders and
the business.
 Developed a very efficient way to manage trading desk Rapid Application Development
(RAD) and support.
 Possesses very unique and successful trading desk communication skills that got
recognition through the industry. All trading desks acknowledged it as the most efficient
communication method for supporting trading desks.
 Specializing in hooking up trader spreadsheets to various internal and external market
data feeds: Internal Pricing databases, Bloomberg, Reuters, Totem and etc.
 Participated in all aspects of Agile software development methodology.
 Performed all SDLC stages of software development.
 Became a leading authority on Wall Street for migrating Excel VBA and Access VBA
applications to strategic platforms such as Python and C#.Net.
 Vast experience in financial industry: prime brokerage, interest rate derivatives, credit
derivatives, automation of market data, risk arbitrage, convertible bonds, fixed income
analytics, equity research, product control.
 Specializing in debugging extremely difficult spreadsheet systems.
 Proven track record of solving the most complex IT problems using highly developed
problem solving skills and analytical abilities.
 Experience with Sarbanes Oxley (SOX) and Dodd Frank regulations.

COMPANIES-CLIENTS:
Nomura Holdings LLC
Lehman Brothers Holdings – LAMCO LLC – Lehman Brothers Bankruptcy
Deutsche Bank
Credit Suisse (CSFB)
UBS Investment Bank

COMPUTER SKILLS

 VBA, Python, C#, Excel/VBA, Access/VBA, VB.Net.

 SQL Server, Sybase, Oracle, DB2, FTP scripting. Telnet, SOAP.
 Real Time Data Feeds (Reuters, Bloomberg, ADP, ILX, Thomson 1, InstaQuote and etc.)
 Sharepont
 Integration of Excel reporting with corporate network and Python, Excel and Web.
 Cognos Reporting. Cognos into Excel. PowerPlay 6.5, 6.6, 7.0 versions.
 Developed unique software to merge Cognos with Excel.
 Cognos Impromptu, Cognos Transformer.
 MicroStrategy Conversion into Excel.
 NumeriX Analytics, Intex API
 Calypso integration and implementation.
EXPERIENCE

Nomura Holdings LLC July 2014 - Present

Midtown NYC

 Was hired by Nomura to develop and support industry famous front office trading and
valuation system -“Totoro”. That system is developed in Excel/VBA, Python and SQL
Server. Took active role in all system development aspects.

 Python was chosen as the best industry standard to migrate all Excel applications onto.
Working currently on migration of numerous Excel/VBA parts of the system to a
Python/SQL Server platform.

 Python development. Created a large number of Python libraries and scripts to replace
existing VBA code. Emphasis was on creating reusable and scalable Python libraries,
including valuation and pricing libraries to replace C++ code maintained by quants.
Participated in rigorous code review almost on a daily basis.

 Excel VBA development. Migrated about a dozen of front office custom trader
spreadsheets onto an strategic platform in Totoro, to be later migrated off from Excel.
Supported and enhanced about a hundred Excel VBA applications that comprise Totoro
system. Sat next to traders for support pirposes.

 SQL Server development. Became a member of Totoro DBA team, developed and
enhanced various SQL Server functionalities including: replication, agents, stored
procedures, triggers, views, service broker, dbmail, custom functions and etc.
Enhanced replication across 7 regions by switching to stored procedure based replication
instead of statement based. Developed numerous stored procedures for various
purposes such as regulatory audit, trade replication and etc.

 SSRS. Became one of the main SMEs in Nomura for SQL Server SSRS development.
Created a number of large reports that included stored procedures, agents, reports, data-
driven subscriptions, update statements that were triggered by the reports and etc.

 Agile. Took part in every aspect of Agile software development methodologies, including
daily scrums, sprint planning scrums, migrating other projects onto Agile and etc. Became
a champion in forwarding Agile in the company. Created a special handling on how to
implement Agile for front office IT teams. Coordinated multi-regional scrums.

Lehman Brothers Holdings, Bankruptcy Proceedings Nov 2009 – Jan 2014

Midtown NYC

 Was invited by Lehman Brothers and government agencies to assist in unwinding various
structured and vanilla products after Lehman Brothers bankruptcy.

 Created very efficient Senior Management Reporting system that enabled Lehman
Brothers to successfully negotiate and settle terminated trades with counterparties,
programmed in Excel VBA, Python, SQL Server and C# (WinForms and WPF).

 Became a leading technologist in Lehman Brothers Holdings Settlement Framework

successful proposal to counterparties. My technical input ensured success of Lehman
Brothers settling with Morgan Stanley, Goldman Sachs, Deutsche Bank, Bank or America
and other leading Wall Street banks.

 Created a state of the art software for Credit and Rates trading desk to reprice and value
hundreds of thousands of trades including Cap/Floors, CrossCCY SWAPS, Bespoke
CDOs and CDO SQRDs.

 Created a system utilizing SQL Server, Python, Excel VBA to collect and process all
market data needed for the project: Yield Curves, Credit Spreads, MarkIT Index
Compositions, MarkIT ticker name changes, Credit Defaults and etc.

 Created very efficient ways to channel various products data sources utilizing various
market data vendors and SQL Server databases.
  Created very efficient systems to process MarkIT Partners market data including Red
Entity file, Corporate Events, Index Quotes, CDS quotes and etc.

 Integrating all systems with back end C# .Net/SQL Server platform.

 Integrated Sharepoint sites with MS Access and MS Excel.

 Created numerous Excel templates that utilize Stateless and Statefull data processing.

 Created various ad hoc tools in Excel VBA, Access VBA and C# to process requests from
counterparties such as Morgan Stanley, Goldman Sachs, Bank of America and others.

Deutsche Bank, AG Oct 2007 - Nov 2009

60 Wall St, New York, NY

OTC Derivatives and Prime Brokerage

 Became the point IT person for most OTC Derivatives Collateral and Valuations IT tasks
and initiatives of Deutsche Bank for various trading desks and their corresponding middle
offices.

 Successfully accommodated many immediate requests from business to set up collateral

for trading using Excel/VBA, Access VBA and other RAD tools.

 Created industry wide famous Deutsche Bank collateral interest statement known
for its precision and accuracy. Biggest Wall Street firms such as Goldman Sachs,
Merrill Lynch, Black Rock and others take those statements as the “bible” for
their books and records. Also mapped the road to migrate that tool to a strategic
platform.

 Developed special tools and reporting in Excel VBA and Access VBA with SOAP
distribution engine that recovered $260 million of Collateral Interest Receivables from
counterparties, money that otherwise would have been lost.

 Programmed efficient tools to provide Repo funding to various DB trading desks.

 Advised DB management on the single correct way to get desktop Excel VBA and Access
VBA applications under SOX.

CREDIT SUISSE (formerly CSFB), New York, NY June, 2004 - Oct 2007
Assistant Vice President

 Managed numerous projects for Derivatives Product Control Area in MS Excel and MS
Access. These included transferring 500 Excel based traders books over to C#/SQL
Server/Oracle platform. Very successfully tackled the main challenge in these projects:
transferring over from Excel complex derivatives products such as IR Swaps, SWAPs,
FRAs and others. Took part in all lifecycle phases of various projects.

 Managed various Front Office IT tasks together with FO IT to bring a common

standard to more then a thousand of IR and Credit Derivatives and FX trading books
based in MS Excel VBA and C#.

 Managed 75 Excel Add-ins for various trading books that were rolled out to all trading
desks of Credit Suisse. Debugged numerous trading add-ins together with FO IT.

 Have developed numerous Excel/Access/VBA applications across Credit Suisse for

various business reasons, such as Front-to-Front reconciliations,
Back-to-Back reconciliations, Any-to-Any reconciliations, Ad hoc reconciliations,
 Yield Curve Calculators, Price Testing applications, Reuters/Bloomberg Price Testing
applications and many others. Migrated those applications later to a more strategic
platform.

 Together with Business community have developed the most comprehensive strategy for
Derivatives Price Testing applications. Have successfully implemented that strategy into
IT environment.

 Became main IT technical resource for the whole Product Control Department for Excel
and Access applications. Have become a known resource across Credit Suisse FO and
MO for Excel and Access solutions.

 Processed hundreds of Front Office Excel spreadsheets daily with 75 Excel and C# add-
ins referenced in each. Debugged Front Office trader spreadsheets on a daily basis.
Became an authority across CS in debugging trader spreadsheets.

 Implemented SOX regulations (Sarbanes-Oxley law) into all IT systems.

Came up with the only government approved way to get Excel and Access applications
under SOX regulations.

 Was in charge of Product Control IT part of building new Energy Derivatives Front Office
business. Managed to quickly get that business up and running in Credit Suisse, which
required lots of coordination between London and New York teams.

UBS INVESTMENT BANK NY, NY

PRIME BROKERAGE/FRONT OFFICE/HEDGE FUND SERVICES August, 2003 – March 2004

Lead Programmer/Researcher
 Took over management and redevelopment of main ABN AMRO Prime Brokerage
software and it’s integration into UBS (Prime Access system). It was written in old
version of VB language not compatible with modern operating systems (VB 3 circa
1993). System allows trading in equities, options and futures.
 Redeveloped Prime Access software in VB 6 to accommodate all operating systems
– Win 98, NT, Win 2000, Win XP. Made this software bug-free – this resulted in many
new clients signing up and old clients returning to UBS.
 Became in-charge of technical support for over 400 hedge funds all across US.
Trained Helpdesk in giving immediate and accurate support to hedge funds. Often
handled user requests directly. Support included funds like Jana Partners,
Hemisphere Global Opportunities Partners with balances over 1 billion dollars.
 Redeveloped business logic in options trading to allow strike prices to be outside
regular strike prices table (outside A-Z code prices).
 Redeveloped Profit & Loss Module in Excel/VBA which is an integral part of Prime
Access application. Integrated multi-currency trading into P&L.
 Researched and connected Excel based Profit and Loss module to new Market Data
sources: InstaQuote, Thomson, SDS Market Watch, Reuters Plus.
 Took integral part in merging Paine Webber Hedge Fund Services into standardized
UBS platform. This was accomplished largely due to my efforts.

UBS Capital Accounting and Introduction

 Created one of a kind Capital accounting system based in Excel/VBA. This system
takes care of all accounting that a Hedge Fund would need.
 This system shows Realized and Unrealized Short and Long Term, contributions,
1256, various capital calculations. The output files are in Excel and Word.
 System was created so flexible that it was very easy to incorporate 2003 change in
tax laws in addition to regular year reporting.
 Created professional presentations simulating Prime Access flows of reporting and
Market Data.
 and Bloomberg data feeds to capitalize on the advantages of this hybrid security
(convertible bonds).
 Created and installed components written in C#, VC++ and Perl in Excel/VBA
environment, providing robustness and speed to applications.
  Worked on Interest Rates Derivatives system creating end-of-day-close snapshots.

Education: Computer Courses – Moscow, Russia.

Learning Tree IT specialist courses, New York.