SUMMARY:

• Strong quantitative and analytical skills with emphasis on quantitative trading strategy generation and research system development.
• A well developed understanding of financial instruments, derivative pricing, fixed income analytics and hedging analysis. Strong interest in financial markets.
• 4+ years experience in the Convertible Bonds & Structured products pricing, trading and risk management.
• Experience working with traders and strategists.
• Strong mathematics and programming background (excellent C/C++, Perl, SQL) with emphasis on Numerical Analysis.
• Experience in Mortgage Backed Securities and other Mortgage products including understanding of pricing, evaluation and prepayment metrics.
• Experience working with large datasets and relational databases.

TECHNICAL SKILLS:

Financial Software: Sungard s Financial Library for pricing convertible bonds and equity optionsExcel Statistical and Math libraries, Bloomberg, Reuters

Languages: Java, C++, Perl, SQL, C, HTML, Visual Basic/VBA, Unix Shell Scripting, XML

Operating Systems: Unix (Solaris, Linux), Windows, AIX

Databases/Design Tool: Oracle, Sybase, SQL Server, Access, Erwin

Market Data Systems: Tibco/Triarch, Reuters

Misc: J2EE Architecture, Struts

PROFESSIONAL EXPERIENCE:

Quantitative Analyst

Confidential,New York, NY

• Worked on an entrepreneurial venture to provide quantitative consulting and software solutions for trading, derivatives and risk management.
• Developed risk analytics for Convertible Bond trades for a client.
• Develop technical and fundamental screens that highlight new investment ideas for a client.
• Statistical analysis of market data, historical trends, and relationships for a client

Environment: multiple environments used according to client needs which currently reflect technical skills.

Confidential, NewYork, NY

Senior Consultant

• Developed analytical applications for proprietary trading, securities pricing and analysis, valuations, P&L and risk management.
• Led a team to design investment management platform for a multi-strategy internal hedge fund for identifying investment opportunities, portfolio and risk management for proprietary trading in Equities, Convertible Bonds, Preferreds, Options, Credit Derivatives, Bonds, et al. The platform was used to managed more $1 Billion+ proprietary portfolio.
• Worked on pricing and risk models for convertibles bonds and other structured products, tools for investment, research, market data, risk analysis and portfolio management.
• Worked on the trading floor alongside with traders (market-making and proprietary), sales and research people.
• Designed and developed analytical software models and tools to do analysis and scenario simulation.
• Ensure timely and accurate pricing and valuation for convertible bonds and market risk.
• Mathematically generate credit spreads of Convertible Bonds.
• Analyze trading strategies - Convertible Bond arbitrage and volatility strategies.
• Good understanding of Convertibles Valuation Model.
• Develop analytic applications using the Model.
• Strong knowledge of financial databases including Convertible Bond Database.

Environment: C++, JAVA, SQL, UNIX, Sybase, Perl, Visual Basic (VB)

Confidential,New York, NY

Senior Manager, Internet-based Secondary Mortgage Marketplace

• (A startup venture of Battery ventures, Deutsche Bank, Reuters. Raised $40 million in VC, bought by VCrossCapital Markets)
• Responsible for the design, architecture and development of an Internet-based, Real-Time, Multi-dealer
• Electronic Trading System for Mortgages (Mortgage & Asset Backed Securities). It provides price transparency, enhanced liquidity, expanded market access and lower transaction costs to both buyers and sellers. It is a unique online marketplace for real-time Mortgage Securities trading. The system initially handles trades in Confidential, Confidential and Confidential . More than $24 billion in trading volume has been transacted through the platform.
• Responsible for the architecture and systems development of an Internet-based, Request for Quote (RFQ) Trading System that allows Investors and Dealers to engage in real-time price negotiation of Mortgage Backed Securities.

Environment: Oracle, C++, JAVA, TIBCO, XML

Confidential, Somerset, NJ

Assistant Vice President

• Managed strategic ecommerce initiatives to provide investors internet based advisory/investment services.
• Responsible for the architecture and development of a web based financial business application
• Merrill Lynch Benefits OnLineSM, a service that provides investment advisory including realistic forecasting, portfolio management and investment recommendations unique to investment goals and investment holdings.

Environment: Oracle, C++, Java, Internet Technologies

Confidential,New York, NY

Divisional AVP, Equity Trading Systems

• Responsible for the design and development of ElecTrade+, PaineWebber’s new, state-of-the-art Electronic trading system that provides equity traders with the capability to send program or single order trades directly to the major exchanges. It also provides auto trading / VWAP trading.
• Worked with traders to develop powerful pre-trade analytics screens to enable them to devise trading strategies for minimizing market impact. This real time OO application used C++, Rogue Wave, TCP/IP sockets, Sybase in Solaris/NT environment. It has customizable screens for executing and monitoring trades and the ability to make trade changes quickly in a fast moving market. Trade data from ElecTrade+ can be easily integrated with back office systems.
• Development and support of applications for ConsultWorks - PaineWebber’s broker workstation platform. It has Internet and Windows NT based applications for trading, customizable portfolio analysis, trade-tracking tools, real-time financial information, account inquiry, Electronic Research, etc.

Environment: C++, UNIX

Confidential,Cranbury, NJ

Consultant (Project Based)

• Led development of a digital multimedia product (real-time, communication software for transmitting /receiving high-resolution digital images and multimedia) for a multi-million $ opportunity. The product was developed in C++ using Object oriented frameworks.

Environment: C++

Confidential,Boca Raton, FL

Technical Lead

• Led product design/development on new technology initiatives to compete with Microsoft.
• Responsibilities included product design and development and working with other Confidential partners on project dependencies.
• Designed and implemented the GUI for the applications and an OO database in C++ using Btree algorithm.

Environment: C, C++, UNIX