Valentin Samko personal web site Home Curriculum Vitae Publications Conferences, workshops attended Recommended books C++ links C++ lambda functions Leave a message

Valentin Samko

Address: London, United Kingdom Email: Homepage:

Current position:
December 2007 - Present          Vice President, Credit Derivatives Desk Strategist at Morgan Stanley
  • Pricing and risk of structured corporate credit derivatives. Working on hedging strategies.
  • Analysis of risk metrics and market data for better risk prediction and explanation.
  • Responsibility for regular pricing and risk reports and development of report related tools in C#.
  • Implementation and testing of proprietary credit pricing and risk models in C#, C++, Java and VBA.
  • Passed FSA Unit 1 exam and studying for other exams for FSA registration.
Previous positions:
November 2006 - December 2007          Quant Developer at Morgan Stanley
  • Development and maintenance of testing and serialization frameworks.
  • Design of credit risk libraries, and assisting other team members with technical issues.
July 2004 - November 2006          Team Leader / Manager at Barclays Capital
  • Analysis, development and testing of mission critical client and server side trading software in C++, C# and Java.
  • Managing and coaching software developers, coordinating team work.
  • Maintaining and extending N-tier applications, with Java middle-tier for connectivity with MS SQL Server.
  • Development of optimal, robust, fail-safe software solutions for electronic trading of bonds, iterest rate swaps, futures and other products.
  • Troubleshooting problems in live production environments.
  • While working at Barclays Capital I also took a number of ESI project management courses and received certificates from the ESI and from the George Washington University, School of Business and Public Management.

2000 - 2004          PhD - School of Computer Science, Cardiff University, Cardiff, UK
  • Thesis topic: Inverse spectral problems, a numerical approach.
  • Research on inverse spectral problems common in engineering. I studied and developed numerical methods for solving inverse differential equations, testing my implementations in C++, Java, Matlab, both for Unix and for Windows.
  • As a part of my research, I developed an algorithm, which solved certain inverse spectral problems, and implemented it as a cross-platform application in C++ and Java.


Previous professional experience and responsibilities:
Feb 2004 - June 2004          Research Associate, Centre for Mobile Communications, School of Computer Science, Cardiff University
  • Modelling and optimising dynamic communication networks.
  • Development and implementation of generic optimisation algorithms in C++ that incorporate heuristic techniques for the design of wireless communications networks.
  • Writing reports and giving technical presentations.

Oct 2002 - June 2004          Freelance Software Developer
  • Development and support of custom networked multi-user stock control and EPOS software in C++ for Windows, including cross-platform multithreaded server-side engine for DB connectivity and application logic, for "Cathays Building Supplies", Cardiff, UK.
  • Design and maintenance of Interbase/Firebird databases, including configuration and support of EPOS software on workstations and servers.
  • Providing uninterruptible operation of the EPOS system, delivering to deadlines and carrying out all steps of the development lifecycle.
  • Consultation and support, writing technical specifications.

Oct 2001 - Dec 2004          Part time tutor, Cardiff University, UK
  • Tutorials and exercise classes in: C++, Java, Theory of programming languages, Calculus, Matlab and 80x86 assembler.

Feb 1997 - Feb 1998          Several short term contracts including
Database designer, Sirius Trading,
Computer Engineer, Nite Computers,
Network Administrator, Molot Publishing House,
in Rostov-on-Don, Russia.
  • Design and maintenance of Interbase databases for managing corporate data.
  • Development of database clients in Borland C++ Builder.
  • Purchase and installation of OS and business software applications.
  • User training and assistance.

Graduate degree:
1995 - 1999          BSc - Rostov State University, Rostov-on-Don, Russia
  • BSc with First Class Honours in Applied Mathematics and Computer Science.
  • Studied a wide range of topics including:
      C++, Analysis Of Algorithms, Algorithms On Graphs, Programming For Windows, Discrete Mathematics, Numerical Methods, Relational Databases, Digital Signal Processing, Differential Equations, Continuum Mechanics, Physics, Psychology, Economics, Basics Of Law.
  • Third year diploma topic: “Implementation of regular expression search engines”.
  • My BSc thesis discusses methods of storing hierarchical data in relational databases. I completed the implementation of one of the methods and released it as the "HyperCataloger" software product.

Key skills:

Important achievements:

Last updated: 2020-03-30 Valentin Samko,