OBJECTIVE:

• Senior Quantitative Developer with expertise in Energy and Agricultural commodities trading, looking for new challenging position as Senior Desk Developer/ Technical BA where I can use business knowledge of Commodities Trading, Prime Services and Fixed Income with technical and analytical skills gained after working on trading desk.

TECHNICAL SKILLS:

Technology and tools:C#, C++, Data structures and algorithms, SQL, VBA, Excel, MATLAB, STATA, OANDA Forex API, Bloomberg API, Triple Point CXL

PROFESSIONAL EXPERIENCE:

Confidential

Senior Consultant

Responsibilities:

• Lead technologist for development and implementation of Commodities Index, Inventory Finance and Petrochemicals business.
• Responsible for front to back implementation for new products where trade and market data flow from source system (Triple point CXL) to bank’s Counterparty credit check system (ALGO) and Risk Analytics system (Risk Watch) and flow data to Warehouse (Risk Warehouse) which generate reports for General Ledger and Profit Loss.
• Work on trading desk and with traders for various commodities products and risk reports related questions and implement fix where required.
• Implementation of regulatory and compliance requirements and achieved first Canadian company to report in ICE Trade Vault for compliance. Worked as team member for DFA, EMIR and FATCA regulations and lead initiatives for Canadian regulatory and bank’s internal project for Consolidated Transactions Reporting for Commodities.
• Automated data flow between Triple Point CXL, Credit Risk and Risk Analytics systems and created very stable and scalable production environment for new business and products implementation.
• Work with front office traders to streamline support systems and fill existing gaps.

Confidential

Lead Front office Desk Developer

Responsibilities:

• Working as a desk developer for Prime services group for risk and margin calculation systems developed in C#, VBA, SQL, SYBASE
• Lead new regulatory required reporting system designs: BASEL III & RWA
• Stress Testing, VaR Calculations system design, maintenance and support
• Developed solutions using Bloomberg API for Exchange Traded Derivatives
• Every month create snapshot for all clients with various attributes and represent to stake holders.
• Identify existing flaws and integrate changes as recent market behavior volatility in existing systems.
• Use Bloomberg for news, prices, price methodologies, mnemonics search for various global products which are traded quiet differently and try to integrate them in regular stress systems by create/change code base.
• Day to Day responsibilities include generation of reports for Prime Services business team, daily interaction with users for various requests ranges from new features request, problem with existing reports, pricing issues, new analysis on certain portfolio, verify risk exposure for certain client positions on daily, weekly, monthly basis.
• Assist sales team in running custom risk reports generation for new potential client portfolios.
• All existing tools are using 60% in VBA/SQL/SYBASE with Excel - Support any issues in daily processes from various price feeds to run calculator and support wide range of tools used by business users to support their decision activity based on reports.
• Use Bloomberg terminal, Bloomberg API for price, news, various mnemonics for option pricing on any existing product domestic or non domestic.
• Create new tools as per user requests which use existing/new data sources and new statistical formulas to decide risk scores for certain clients.
• Lead group wide technical advancement initiatives: Stricter System Controls, Windows 7, Oracle 11g
• Work on migration of existing tools towards strategically stable, scalable and more user friendly tools designed in C#
• New feature enhancements for various data feeds load in proprietary systems by applications developed in C#

Confidential

Quantitative Analyst

Responsibilities:

• Sempra trading has proprietary risk system named as SRM and I am responsible for new features analysis, requirement gathering, co-ordinate with all business users, DBA and design new feature valuations and also implement them.
• Understand changes in quantitative models in Alpha generation and implement, verify and support necessary changes.
• Day to day job duties are verification of PL (Profit - Loss) calculations, resolving configuration issues in INTG, QA, PROD environments, develop new features for Explain, Night Cycle Browser reports, Opreval(Pricing of Options), SABR, PrePL Calculations implementation.
• Point out problems in DEV, INTG, QA environments and debug and troubleshoot problems with scripts, databases and configuration files in servers.
• Created excel addin by using COM Interop services in VC++ and created black schole addin to calculate option prices
• Work with PMO on new feature request priorities and release dates and patches and coordinate accordingly with business users.
• Advanced knowledge on Derivatives, commodities markets, credit derivatives, risk management, alpha generation, OO Programming, libraries to proactively find opportunity to apply knowledge and become a part of highly qualitative deliverables.
• Point out calculation problems in books and products at ticket level and define where problem root is from Affinity to Alpha flow of trade.
• Validation of TOLLING, Full Requirement and LOAD books.

Technologies used - JAVA,C++, SQL, TOAD, SYBASE, Unix, Subversion, Altassian JIRA

Confidential

Summer Intern

Responsibilities:

• Analyzed, developed and maintained quantitative and reporting applications focusing on C#, VC++ & UNIX scripts.
• Developed SQL jobs to implement proprietary trading models in production environment.
• Financial Modeling: Developed model for derivatives pricing with memory reduction approach and chart with capacity to handle 1024 paths at a time in MATLAB.
• Analyzed and developed Black-Scholes, CAPM and stock charts for various time periods in MATLAB.
• Developed model for insurance companies to maximize return by global investment models with consideration of GDP & exchange rate factors.
• Research on technology usage in real option area for complex asset pricing methods.
• Developed STATA solutions for various financial econometric problems.

Confidential

Consultant

Responsibilities:

• Developed web reporting application for portfolio managers with interface of C#.net & SQL Server 2000.
• Implementation of Prime brokerage application with C#.net, VC++
• Responsible for architecture of application and research methods for derivatives trading development and support.
• Designing and developement of trading models and implementation of analytical software

Technologies used - C#.net, C++, JAVA, SQL, Unix

Confidential

Reports developer

Responsibilities:

• Architect for enhanced features of multicurrency in product named as Delphi for reporting purposes.
• C++ scripting and database design in SQL Server 2000 for product enhancements.
• Developed web reporting application for hotel managers with interface of C#.net & SQL Server 2000.

Technologies used - Crystal Reports 8.5, Crystal Reports 11, Proprietary Macros, Silk (by Seague) for automated regression testing scripts development, C#.net, C++, JAVA, SQL Server 2005, Unix

Confidential

Software Engineer

Responsibilities:

• Developed and verified Confidential data solutions web portal in functional area with database interface and web architecture area.
• Analyzed and verified billing project for data solutions which deal with user account transactions and charges on those accounts as per usage.

Technologies used - C#.net, C++, JAVA, SQL, Unix