Cyril Schmidt

Current

• Risk Analyst at Fortis
• Owner at Alluve

Past

• Senior Quantitative Risk Analyst at ABN AMRO
• Technical Consultant at Intergraph European Headquarters
• Senior Software Engineer at Lucent Technologies

• Software Engineer at Association VAST, Ltd.

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Education

• Sankt-Peterburgskij Gosudarstvennyj Universitet
• 239, St.Petersburg, Russia

Connections

137 connections

Industry

Information Technology and Services

Websites

• My Company
• My Blog

Cyril Schmidt’s Summary

Quantitative analyst/programmer experienced in development of financial derivatives pricing. More than 16 years of experience in commercial software development; 13 of them in C++. Expertise in embedded system programming, database programming and UNIX tool development.

Cyril Schmidt’s Specialties:

Functional programming (Haskell), object-oriented programming (C++), multithreaded and real-time systems programming, parallel computations, fixed income derivatives pricing.

Cyril Schmidt’s Experience

• Risk Analyst

  Fortis

  (Public Company; FORB; Banking industry)

  June 2009 — Present (6 months)

• Owner

  Alluve

  (Information Technology and Services industry)

  August 2008 — Present (1 year 4 months)

  Alluve develops software for market and credit risk calculation and provides software development consultancy.

• Senior Quantitative Risk Analyst

  ABN AMRO

  (Public Company; 10,001 or more employees; ABN; Banking industry)

  March 2005 — August 2008 (3 years 6 months)

• Technical Consultant

  Intergraph European Headquarters

  (Public Company; 1001-5000 employees; INGR; Computer Software industry)

  March 2003 — March 2005 (2 years 1 month)

• Senior Software Engineer

  Lucent Technologies

  (Public Company; 10,001 or more employees; LU; Telecommunications industry)

  1997 — 2003 (6 years )

• Software Engineer

  Association VAST, Ltd.

  (Information Technology and Services industry)

  1992 — 1997 (5 years )

Cyril Schmidt’s Education

• Sankt-Peterburgskij Gosudarstvennyj Universitet

  mathematics 1985 — 1993

• 239, St.Petersburg, Russia

  Mathematics, Physics 1983 — 1985

Additional Information

Cyril Schmidt’s Websites:

• My Company
• My Blog

Cyril Schmidt’s Contact Settings

Interested In:

• consulting offers
• new ventures
• expertise requests
• business deals
• reference requests
• getting back in touch