SUMMARY

• Solution - driven Software Engineer with 5+ years of experience in Object-Oriented Analysis & Design (OOAD), Development, Testing and Production Support.
• Proficiency in Software Development Life Cycle (SDLC) and various Software Development Methodologies e.g., Agile Scrum, Rapid Prototyping and Rapid Application Development.
• Experience working on Front-End as well as Back-End application layers.
• Solid experience in MVC architecture using Hibernate ORM, Spring Framework and JSP with various Design Patterns e.g., Data Access Object (DAO), Factory Session, Façade and Singleton.
• Hands-on experience with Hibernate Query Language (HQL), Batch Processing, Transactions, Exceptions, JTA and JMS.
• Strong experience with Relational Databases such as MySQL 5.x and Oracle 10g/11g.
• Proficient in reading and writing DDL, DML and Complex Queries based on SQL and PL/SQL.
• Experience in SOA implementation using WSDL with SOAP, XML Web Services Standards and Java API for XML Processing (JAXP) e.g., JAXB, JAXP, JDOM and SAX.
• Strong front-end UI development skills using HTML, CSS, JavaScript, jQuery, AJAX, XML and XSLT.
• Hands-on experience in Apache Tomcat 6.0, WebLogic 11g, JBoss and WebSphere.
• Understanding of Fixed Income and Structured Products, Interest Rate Derivatives (Swaps, Caps, Floors and Swaptions) and Credit Derivatives (CDS, Spread Curves and Risky Bonds).
• Exceptional knowledge of Black-Scholes Model for Option Pricing, and knowledge of Risk Management and Sensitivity Calculations e.g., Analytic VaR, Delta-Gamma VaR and Greeks.
• Strong knowledge of Stochastic Processes and Stochastic Calculus.
• Well-versed in Numerical Analysis e.g., Finite Difference Methods, Monte Carlo Methods and Quadrature Methods.
• Highly motivated team-player with excellent oral and written communication skills.
• Ability to work in a business-critical and high-pressure environment.

TECHNICAL SKILLS

Programming Language\Java EE Technology\: Java SE 7, Bash, C/C++, Perl, Python, \EJB 3.x, JDBC 3.x/4.x, Servlets 3.x, JSP 2.x, \VBA, PL/SQL\JMS 1.x/2.x \

Framework\Web & Application Server\: Hibernate 4.x, Struts 2.x, Spring 3.x, \Tomcat 6.x/7.x, JBoss 7.x, WebLogic 11g, \Spring MVC\WebSphere 8.x\

Relational Database\Web Technology\: Oracle 10/11g, MySQL 5.x, \HTML, CSS 3.0, JavaScript 1.x, jQuery 2.x, \Microsoft SQL Server 2012\AJAX, JSON\

XML Technology\Debugging & Logging\: DTD, XSD, XSLT, JAXP (SAX, DOM, \JUnit 4.x, log4j 1.2, SLF4J\Transformation), JAXB, XMLBeans\

IDE\Operating System\: Eclipse 3.x, MyEclipse, NetBeans 7.x, \*NIX, Cygwin, DOS, Mac, Solaris, \Microsoft Visual Studio 12.0\Microsoft Windows NT/2K/XP/7\

Numerical Programming\Other\: Maple, Mathematica, MATLAB, R/S-PLUS, \SVN, Ant, Maven, Microsoft SharePoint, \SAS\Microsoft Office, TeX/LaTeX\

Defect Tracking\: Bugzilla, Rational ClearQuest, JIRA\

PROFESSIONAL EXPERIENCE

Confidential, Newark, Delaware

Java/J2EE Developer

Responsibilities:

• Translated business requirements into a high level technical design and implementation.
• Used Spring Framework to handle dependency injections at runtime.
• Implemented Spring MVC for the three-tier architecture.
• Used Spring services and Hibernate DAO to retrieve objects from level-zero cache of the database.
• Constructed trade details into XML using Velocity template engine and validated XML against Schema.
• Developed XSLT templates for XML message parsing using XPATH and XSLT.
• Handled method invocation on core services with Spring RMI, and event propagation from core to strategies with JMS and ActiveMQ.
• Used log4j framework with Spring AoP for logging.
• Used Maven artifacts and Velocity templates for code generation.
• Created SQL and PL/SQL statements for retrieving trade details.
• Developed UNIX scripts for deploying and running the Java applications.
• Involved in extensive unit testing and integration testing.
• Involved in bug fixing and handling production support using Bugzilla.
• Used Rational ClearCase and SVN for source code control and version management.

Environment: Java SE 6, Java EE 6/7, JMS 1.1, ActiveMQ 5.5, XPath, XSLT, WebLogic, Shell, Rational ClearCase 8.0, JSP, Putty, Hibernate 3.0, EJB, log4j, JavaScript, Velocity 1.5, Bugzilla 4.0, Eclipse, SVN

Confidential, Boston, MA

Software Engineer

Responsibilities:

• Worked closely with business system analysts to review functional specifications for credit products, OTC products, hedging and guarantees.
• Captured software data models and component models using UML.
• Designed and developed configurable process flows and control.
• Implemented JBoss caching for Basel III system on WebLogic server.
• Integrated the notification components as MBeans in the WebLogic service container.
• Developed Object Relational Mapping (ORM) and DAO persistence layer using Hibernate.
• Involved in creating SQL and PL/SQL statements.
• Developed notification framework handling run status and system health monitoring capabilities.
• Worked on coding standards, exception chaining, EJB design patterns, application build processes and other practices.
• Routinely performed change request development as well as supporting defect fixes for System Integration Testing (SIT), User Acceptance Testing (UAT) and production.
• Coordinated code refactoring on a controlled basis.

Environment: Java SE 6, Java EE 6, JBoss, Spring 3.0, Hibernate 3.6, JMS, JMX, EJB, JUnit 4.x, Oracle 11g, WebLogic 10.3, Oracle 11g, TOAD, Microsoft Visio, Microsoft Windows, Sun Solaris, Eclipse, SVN

Confidential, Frederick, MD

Applications/Systems Engineer

Responsibilities:

• Worked in an agile environment and actively attended daily Scrum and Scrum of Scrums meetings.
• Analyzed and translated business requirements into Detailed Technical Designs (DTD) documents.
• Developed Object Relational Mapping (ORM) as well as DAO persistence layer using Hibernate.
• Implemented the Spring MVC architecture as well as log4j for the logging mechanism.
• Managed beans via Spring configuration and injected dependencies.
• Involved in developing UI components using JSP, Servlets, JavaScript, HTML and JSON.
• Used CSS and jQuery extensively for the presentation layer to enhance user friendliness.
• Built the application with Maven and deployed it on WebLogic server.
• Worked with the offshore team to facilitate resolutions of defects found in SIT and UAT.
• Used Bugzilla and Rational ClearQuest to track and report defects in DEV and IST/UAT respectively.
• Attended frequent code review workshops with tech leads and the product owner to address issues encountered with coding and requirements.
• Used SVN for source code control and version management.

Environment: Java SE 6, Java EE 6, Spring 3.0, Hibernate 3.5, WebLogic 10.3, Oracle 11g, JSON, XML, JUnit 4.x, Maven 2.1, Ant 1.8, Bugzilla 3.4, Rational ClearQuest, UNIX, Microsoft Windows, Eclipse, SVN

Confidential, Richardson, TX

Java Developer

Responsibilities:

• Implemented the MVC architecture using Struts Framework.
• Developed front-end components using JSP, Servlets, JavaScript and HTML.
• Worked on the presentation layer using CSS to improve user experience.
• Created custom tags, developed action classes, form beans and configured Struts components.
• Used Struts Validator framework for performing client-side validation.
• Implemented EJBs representing models in Struts framework.
• Created DAO for the EJBs to interact with the relational database.
• Used value object and session façade design pattern for improving the performance of the system.
• Prepared high level design document, low level design document, unit test specification and system test specification.
• Developed use cases, class diagrams, and activity diagrams with Rational Rose.
• Used SVN for source code control and version management.

Environment: Java SE 6, Java EE 5, JSP, JDBC, Servlets, Struts 2.0, EJB 3.0, JavaScript, jQuery, HTML, XML, XSLT, SOAP, CSS, PL/SQL, Oracle 10g, JUnit 4.x, log4j, WebLogic 10.3, Eclipse, SVN

Confidential, Chicago, IL

Software Engineering Intern

Responsibilities:

• Involved in analyzing and translating business requirements and quantitative models into a Functional System Designs (FSD) document including the use case traceability.
• Reviewed literature and developed model prototypes in MATLAB and Excel/VBA.
• Identified risk factors from the historical time series data using Principal Component Analysis.
• Calibrated the volatility structure from market data and estimated the risk-neutral drift.
• Constructed the parametrized HJM stochastic model with up to ten factors.
• Simulated the forward rate yield curve, and calculated the spot rate curve as well as the LIBOR rate.
• Priced zero coupon bonds, interest rate caps, floors and swaptions.
• Provided visualizations of calibration and simulation results as well as the convergence in pricing.
• Contributed to the development of a dedicated Java library of mathematical and statistical algorithms.
• Wrote shell and Perl scripts for running and testing the application.
• Used Ant to build and deploy the application.

Environment: Java SE 6, MATLAB, Bash, Perl, Excel, VBA, Swing, JCommon, JFreeChart, UNIX, Ant 1.7, NetBeans, SVN