Vladimir Seroff

Vladimir Seroff

New York, New York, United States
739 followers 500+ connections

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About

Vladimir is a seasoned solution architect with extensive hands-on experience. His…

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Activity

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Experience

  • Manhattan Securitization Group Ltd. Graphic

    Manhattan Securitization Group Ltd.

    Washington DC

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    New York, United States

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    Istanbul, Istanbul, Turkey; New York, NY, USA

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    Newark, New Jersey, United States

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    St. Louis City County, Missouri, United States

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    Kansas City Metropolitan Area

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    London, England, United Kingdom

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    Madison, Wisconsin, United States

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    Pasadena, California, United States

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    New York, United States

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    Mexico City, Mexico

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    Jersey City, New Jersey, United States

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    New York City Metropolitan Area

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    New York City Metropolitan Area

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    New York, United States

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    St Petersburg, St Petersburg City, Russia

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    New York, United States

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    United States

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    Seattle, Washington, United States

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    New York, United States

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    McLean, Virginia, United States

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    New York City Metropolitan Area

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    Jersey City, New Jersey, United States

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    New York City Metropolitan Area

Education

Volunteer Experience

Publications

Patents

Projects

  • **Data Warehouse Solution for MF Global**

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    I led the design, modeling, and development of a comprehensive data warehouse solution for MF Global, built on the Exacta platform. The project integrated data from multiple sources, including vendor data, positions, transactions, and the general ledger, to create a robust and scalable data architecture.

    Key components included:

    - The design, modeling, and implementation of master data and reference data systems.
    - Integration of diverse data sources to support a cohesive data…

    I led the design, modeling, and development of a comprehensive data warehouse solution for MF Global, built on the Exacta platform. The project integrated data from multiple sources, including vendor data, positions, transactions, and the general ledger, to create a robust and scalable data architecture.

    Key components included:

    - The design, modeling, and implementation of master data and reference data systems.
    - Integration of diverse data sources to support a cohesive data environment.
    - Multiple production releases over the course of the project, ensuring system stability and enhancements.
    - Development of several BI solutions on top of the data warehouse, providing actionable insights for business users.

    This solution provided MF Global with a powerful tool for managing and analyzing its vast and complex datasets, driving more informed decision-making.

  • **Outsourcing Business in St. Petersburg and Moscow**

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    I co-founded and led the creation of an outsourcing business in St. Petersburg, with a business office in Moscow. Over the course of eight years, the business grew to employ dozens of software designers and developers, offering services that ranged from support to the design and development of complete solutions for financial institutions in the US, EU, and Russia.

    Key highlights:

    - The company partnered with Microsoft Russia (2006–2007) and ProClarity Netherlands…

    I co-founded and led the creation of an outsourcing business in St. Petersburg, with a business office in Moscow. Over the course of eight years, the business grew to employ dozens of software designers and developers, offering services that ranged from support to the design and development of complete solutions for financial institutions in the US, EU, and Russia.

    Key highlights:

    - The company partnered with Microsoft Russia (2006–2007) and ProClarity Netherlands (2005–2006).
    - Delivered complex IT solutions for major clients, including SAP and Russian firms such as Capital Group.
    - I was responsible for business development, management, and oversight of key projects, while also serving as chairman of the board, where I hired and managed executive leadership.

    This venture successfully built strong partnerships and navigated challenging markets, delivering high-value IT solutions internationally.

  • **Market Risk Calculator Project (2005-2006)**

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    I designed and developed a comprehensive market risk calculator solution from scratch in 2005. The project began with only an Excel spreadsheet algorithmic prototype for the quadratic form calculator, which I transformed into a full-scale system. The key features included:

    - A multi-dimensional space of 25 risk factor dimensions, each with three hierarchical levels on average, incorporating multiple time dimensions (e.g., position date, issuance date).
    - Pre-calculated partial…

    I designed and developed a comprehensive market risk calculator solution from scratch in 2005. The project began with only an Excel spreadsheet algorithmic prototype for the quadratic form calculator, which I transformed into a full-scale system. The key features included:

    - A multi-dimensional space of 25 risk factor dimensions, each with three hierarchical levels on average, incorporating multiple time dimensions (e.g., position date, issuance date).
    - Pre-calculated partial derivatives, enabling efficient vector creation for focused subspaces when users selected specific data points.
    - A service to perform sophisticated risk calculations such as VAR, CVAR, and additional VAR metrics, leveraging the quadratic form.

    The solution was implemented using Microsoft SSAS, fed by both external and internal data sources, and presented via Panorama as the front end. It featured multiple daily snapshots of positions rather than real-time updates.

    Microsoft expressed interest in showcasing this SSAS implementation, but the client, a financial institution, declined for privacy reasons. Now that the non-disclosure period has ended, I can share the details of this innovative solution.

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