SUMMARY

• 15 Years of experience with Information Technology, with expertise in area of Finance Domain, Hedge fund Traders desk, Equities and Derivatives, Pricing, Prime Brokerage - Risk and Margin, Fixed Income(Structured Finance), System Monitoring Software, Application, GUI development and Server Side Development. Financial Knowledge Summary
• Knowledgeable with Electronic Trading, Workflows, Corporate Actions, Risk, Margin Equities and Derivatives
• Worked with Electronic Trading, Trade booking and processing for arbitrage trading desk
• Have worked with Equities, Variance Swaps, IR swaps, Options, Futures etc.
• Quantitative development for pricing models for adding up new products to the Trading solutions
• Worked with Risk analysis
• Familiar with Profit and Loss based Stress scenarios and related analysis
• Worked on calculation engine using the risk measuring Greeks
• Worked on margining.
• Familiar with margining of the client specific portfolio accounts
• Worked on margining based on strategies and risk scenarios and cross margining
• Familiar with trading strategies of hedging, naked shares, equity pairs etc.
• Familiar with derivative products like options, futures, swaps, convertible bonds
• Knowledgeable with Fixed Income and Cash flows with structured finance.
• ABS, MBS Collateral Pools and deals.
• Familiar with Deals/Bonds with underlying Collateral Pools of Loans.
• Worked with the recession ( 08/09 ) related tasks
• Incorporating the “at risk homeowners” rescue plan and Foreclosure alternative.
• Familiar with concepts of Forbearances, Recoveries, Losses etc.
• Credit Derivatives
• CDO (synthetic, cash flow), familiar with tranches, ratings.
• CDS default protection, hedging, nth to default baskets, CLN.

TECHNICAL SKILLS

• J2EE Core Java
• Swings
• J2EE
• JSP
• JDBC
• Servlets
• Tomcat Apache
• Eclipse
• JBuilder
• JDK1.6
• Tomcat Apache
• Itext
• Formula One
• OpenOffice
• Aspose
• C++
• C++
• STL
• BOOST
• SDK
• Win32
• VC++
• MFC
• COM
• DCOM
• C
• GCC
• GDB

PROFESSIONAL EXPERIENCE

Confidential

Responsibilities:

• Worked as Sr Developer Java at the Global Equity Derivatives business - Have worked with all kinds of financial instruments - Equities Trading, Derivatives, Options, Futures, FX Hedges, Swaps, Convertible bonds - closely interacting with teams in US, London, Singapore and Toronto.
• Worked on Core Java enhancements with the existing code of Murex
• Working on Integration of Murex trading platform ( Java ) and Sophis
• Worked closely with front office on Trade booking, Greeks, PNL, Market data and calculations engine
• Working on Migration to AWS stack .
• Worked on the backend processing on Calculation Engine, EOD Batch process and have excellent understanding of the concepts.
• Worked on Java script, built in scheduler and windows batch scripts
• Worked on FINRA, SEC, FCA, DTCC reporting
• Writing Object Oriented programs that will make use of different concepts including Abstraction, Inheritance, and Polymorphism, Multithreading, Synchronization.
• Worked on performance analysis, optimizations, migration tasks, Server upgrading, Disaster Recovery analysis.
• Worked with MySQL, Spring boot, Oracle 11.i, and Sybase (ASE 12.5) - Stored procedures, packages and queries
• Worked on the deployment, packaging, activities for production release, coordinating with other upstream and downstream systems.

Environment: Core Java, JDK 1.8, J2EE, Hibernate, Spring boot, JDBC, JNI, C++, STL, BOOST, Angular AWS, Docker, Kubernetes, Java Script, FIX protocol, Eclipse with CDT Pluggin, Tomcat Apache, Active MQ, Cygwin, Vi, Emacs, Microsoft Visual Studio 2017, JIRA, Git, Rapid SQL, Oracle 11i, MongoDB, Make builds, Linux, git, Bit Bucket, Maven

Confidential - VA

Sr Developer

Responsibilities:

• Worked as Lead Developer Java, for the arbitrage desk/hedge fund business - Have worked with all kinds of financial instruments - Options, Futures, Equities, Derivatives - Swaps, Convertible bonds - closely interacting with teams in US, London, Hong kong and Toronto.
• Worked on Exchange Connectivity/ECN with FIX protocol on high frequency Trading applications in a Distributed environment at global arbitrage trading desk.
• Worked with Quantitative Analysts and traders to in corporate the new models to the Trading system and the pricing model library .
• Worked on the Financial Derivative reporting with batch processes involving heavy SQL with in built scheduler .
• Worked on Greeks, PNL, Market data Reporting using, Java - excel and pdf reporting
• Worked on the backend processing on Calculation Engine, Java - with reporting side and have excellent understanding of the concepts.
• Worked on heavy Perl scripts, Cron jobs, shell scripts and windows batch scripts
• Writing Object Oriented programs that will make use of different concepts including Abstraction, Inheritance, and Polymorphism etc.
• Worked on Multithreading, Synchronization.
• Worked on performance analysis, optimizations, migration tasks, Server upgrading, Disaster Recovery analysis.
• Worked with SQL, Oracle, and Sybase - Stored procedures, packages, and queries
• Worked on the requirement analysis, coding, reviews, unit testing, QA coordination, deployment and all phases of SDLC.
• Worked on the deployment, packaging, activities for production release, coordinating with other upstream and downstream systems .
• Worked on a Test Driven Development Environment

Environment:, Core Java,J2EE, Spring, Hibernate, JS, JQuery, C++, STL, BOOST, ODBC, PERL Scripting, FIX, Eclipse with CDT Pluggin, CGwin, Vi, Emacs, Microsoft Visual Studio 2012 JIRA, Clear Case- CVS and SVN, SQL Server, Oracle 11i, Sybase, BOOST STL, GCC, Eclipse CDT, Tomcat Apache, Unix, Linux, Cronjobs, Shell scripting, Make builds

Confidential

Responsibilities:

• Working as Senior C++ /Java Developer and Technology Lead for- Structured Finance with C++, Java Modules.
• Worked on Quantitative development on calculation engine in C++ doing monthly backend processing and bond factor / cashflow calculations needed for the ABS, MBS (RMBS,CMBS)deals enhancing the application for the new client demand, to include the recession related tasks of recoveries, losses, forbearances etc.
• Worked on the analysis, design and development by understanding the existing cashflow architecture adding the workflow related functionalities for the enhancement targets, like interpretive scripting language processing for bonds and loans.
• Worked on C++ parsing of the upstream data files, and the static application specific deal files producing the downstream pool/collateral/result files, which are input to the distribution reports.
• Writing C++ object-oriented programs that will make use of different concepts including, inheritance, abstraction, polymorphism etc.
• Worked on converting Unix GCC code to Windows C++, worked with STL, Multithreading, Synchronization, performance analysis, optimizations.
• Worked with the Java J2EE front application which generates the distribution reports in Excel and PDF formats.
• Worked on the Migration of the Front End from Java to C#.NET, ASP.NET and related conversion of the C++ Engine modules to COM components for other client demands.
• Worked with performance monitoring and analysis and fixing of critical technical issues of Memory Leaks and communication related issues in the application.
• Worked with SQL server on SQL queries, stored procedures, packages etc with ODBC connectivity.
• Worked on the UNIX shell scripts, web server startups, cron jobs.
• Worked on the Agile Development Process with the agile scrums, coordinating Sprint Demo showcases, familiar with Version One, the agile management tool.

Environment: Core Java, J2EE, HTML, Tomcat Apache C++, GCC, STL, SDK, Eclipse, Spring, COM, Visual Studio.NET 2008, SDK, STL, Win32, Crystal Reports, IIS, SQL Server, CVS, UNIX, GCC, GDB, Putty, WinGCP, Cygwin, Unix - AIX, WebLogic, Quality center, Visio.

Confidential NY

Responsibilities:

• Worked as Lead Developer C++ /Java Developer or the Margin Trading applications - Options, Futures, Equities, Derivatives, CDO, CDS, Convertible bonds, FX - closely interacting with teams in US, London, Singapore and India.
• Worked on the Exchange connectivity, FIX Engine Implementation in a distributed environment
• Worked with the Quant Analysts to establish the margin strategies on the development with calculation of Margin .
• Worked on the backed processing with Calculation Engine, Enhancement with existing Java system and have excellent understanding of the concepts.
• Worked with the COM Service components and listening on messages from a queue and on FTP to parse files dumped from various upstreams.
• Worked on the Reporting side- Excel and PDF reports.
• Writing Object Oriented programs that will make use of different concepts including Abstraction, Inheritance, and Polymorphism etc.
• Worked on STL, Multithreading, Synchronization.
• Worked with MS MQ, message processing and related communication issues.
• Worked with the Control M agent batch processing.
• Worked on performance analysis, optimizations, SQL Server upgrading, CVS to SVN, Production Server migrations from London to NY, Disaster Recovery analysis.
• Daily production environment with jobs running with shell scripts, cron jobs and windows batch
• Worked with SQL, Oracle, and Sybase - Stored procedures, packages, and queries
• Worked on process assurance with ITSM, RFC, SDLC, and Quality Centre.
• Worked on the requirement analysis, coding, reviews, unit testing, QA coordination, deployment and all phases of SDLC.
• Experienced with ITSM, RFC, SDLC and QC
• Worked on the deployment, packaging, activities for production release, coordinating with other upstream and downstream systems like NTPA, Risk, PSDW, Prime View, and Managed Lending.

Environment: Core Java, J2EE, HTML, C++, STL, BOOST, FIX,Eclipse with CDT Pluggin, CGwin, Vi, Emacs, Microsoft Visual Studio 2008,C#.NET, QuickFix,ADO.NET, ASP.NET, Java Script, Jquery,HTML,Clear Case- CVS and SVN, SQL Server 2005, Oracle 11i, Sybase, BOOST STL, GCC, Eclipse CDT, Unix, Cronjobs, shell scripting, cmake builds,version one

Confidential

Associate Developer

Responsibilities:

• Worked as a Senior Developer and Offshore coodinator for this project.
• Worked with business team extensively to gather requirements.
• Worked with Fixed Income, Credit Derivatives - CDO(cash flow, synthetic), CDS, Bonds - Corporate and Government, Loans, ABS, MBS(RMBS,CMBS) etc and Equity Derivatives – ETFs, Equity Swaps, options etc.
• Designed and developed the GUI modules for the project with Java Swings supporting the quantitative analysts
• Worked on the RDBMS in Oracle with packages, stored procedures, triggers and queries.
• Worked on implementing Design patterns
• Worked on development with the website related to GUI application.
• Experience with bug tracking coordinating the testing team and resolving.
• Managing the production support.
• Worked on the maintenance of the website markit.com

Environment: Java Swings, JSP, Struts, J2EE, Eclipse, Tomcat/Apache, Oracle, SVN, Ant, Jbuilder, JIRA.