SUMMARY

• Over 8+ yrs of extensive experience in software development using C/C++.
• Specialization in designing and developing Object Oriented applications using oops.
• Experience in Automotive Technology with Software (C++) Development for Infotainment System in Car.
• Experience in Database Designing and handling database using Sqlite3.
• Experience using VC++ (7.1, 8.0), STL, Multi Threaded Programming.
• Extensive experience in Object - Oriented programming with low latency C++,
• C#, Java, Python in building Risk Analytics, Model Review, Simulation and Test Systems.
• Solid experience in Monte Carlo Simulations for Asset Pricing, VAR calculations, Market & Credit Risk Models and Stress Test for large financial institutions
• Solid experience in Financial Products, their valuation and risk management models and their implementations in C++
• Experience in deriving, solving and implementing Black-Scholes, Heath-Jarrow-Morton and other stochastic Interest Rate Options models
• Solid experience in integrating /exposing analytic and test systems to enterprise infrastructures
• Solid experience in building market risk monitoring systems by integrating with heterogeneous proprietary trading and risk analytics platforms
• Experienced in building massive exchange feed processing simulation systems in low latency C++ and python.
• Extensive experience in stochastic mathematics and martingale theory for financial derivative models derivation and numerical analysis and algorithms for pricing and risk model implementations
• Experience in regulatory risk model implementation for CCAR and Stress Test in large financial institution
• Proficient in Data-Structures, Design Patterns in C++
• Solid experience in building multi-threaded applications in C++, Python
• Hand-on experience on Configuration Management Tools like Tortoise SVN.
• Designing classes and interfaces to meet teh requirements.
• Strong LINUX, STL, Shell Scripting experience.
• Strong Multi-Threading experience using POSIX threads.
• Strong Socket Programming experience using TCP/IP sockets.
• Experience in JAVA, SQL Server, MS Access.
• Coding teh classes and testing teh functionality with proper unit test plan.
• Project initiative dat includes translating BRD/FRD into LLD/HLD.
• Translating LLD/HLD into machine language using C++, VC++,Oracle, Perl, Python, Shell script,XML,DB2,Sybase,Informix
• Extensive knowledge of scripting such as Shell, Perl, Python
• Vast experience with DB technologies such as DB2,Informix,Oracle,Sybase,SQL Server
• Supporting UT,IT,UAT, manual and automated testing

TECHNICAL SKILLS

Language: C, C++, OOPS, Python, JAVA, C#, UNIX Shell Scripting, Perl, SQL, VBA, XML.

API: WIN32, JUCE, STL.

Development Tools: Microsoft Visual Studio .Net 2003 & 2005, Eclipse.

Configuration management: Tortoise SVN, CVS, GIT, Team Foundation Server, MAVEN, Rational Clear Case, SCCS.

Defects Tracking: BugZilla, Elvis Tracer.

OS: Windows, RTOS-QNX, Solaris, HP-UX, IBM-AIX, Linux

Database: SQL, SQLite3, XML, ORACLE, MS-SQL SERVER, MySQL, Cassandra

PROFESSIONAL EXPERIENCE

Confidential, NY

Lead C++ Developer

Responsibilities:

• Built a C++ request-response capture and playback system for Fixed Income Infrastructure team. Provided a set of C++ for Fixed Income Application Developers to instrument their code by writing their request and response to and from downstream systems to teh simulation system APIs.
• Built a generic message-driven exchange data processing simulation system, in C++, Python and MySql, for a very large Feed Processing and Ticker Planting system called Feed-Handler.
• Develop teh functional and design specifications.
• Designed and developed teh information screen.
• Prepared Technical specifications and SDK documents for teh Modular maintenance tool.
• UI screens using WFC.
• Implemented teh application in AIX and Linux OS. Implemented embedded SQL query statements in C language.
• Implemented SQL queries to retrieve UPC data.
• TCP/IP communication using socket
• Written a Python object-oriented white-box test system to automate testing of a Data Filter Work-Flow Management application running on Sandra Object Database in Quartz System. dis tool facilitates testing of complex multi-user, multi-roles scenarios by creating a master-slave model to spawn, run and correlate sessions on remote machines.
• Written Python adapter classes to fit teh source for end-to-end testing needs.
• Reverse-engineered application GUI-classes to hook into them and calling their methods directly keeping side effects limited.
• Resource & Project Management VBA tool to track funding and resource allocation weekly. Used by a group of 10 project managers to forecast. It shows variance of spending and pinpoints over and under allocation showing detailed project and funding source level breakdown. Shows variance of projects, resources and funding sources for agile project management and reporting.
• Written Test-Framework guidelines for developers and testers. Introduced generic techniques to improve maintainability and reusability of tests.
• Overseen some Python end-to-end test implementations done by developers locally and overseas
• Trained QA testers to use teh test tools
• In teh process of implementing GUI Learning and code generation tool.

Environment: C, C++, VC++ (MFC/win32 sdk), Python, SQLEE, Sqlserver2000, Perl, XML, Shell, TCP/IP

Confidential, Atlanta, GA

Senior Software Engineer

Responsibilities:

• Involved in designing and developing media renderer features.
• Developed a C++ module which receives URL and metadata of teh media played by teh user, and sends URL to control point process to play teh media and sends metadata to set top box control process to display on teh screen.
• Involved in requirement gathering, break down into technical details, design and development of teh application.
• Involved in doing integration testing of teh application.
• Created SQL queries and ran reports every day on Production servers to see if all aspects of teh application are working fine.
• Developed a client simulator using C++ to perform load testing on teh development and prepared servers.
• Involved in requirement gathering, discussing design with manager, and development of DLNA Media Player.
• Developed a C++ module to calculate teh bit rate per second of teh media played by player.
• Involved in bug fixes and support of teh application.
• Developed a client simulator using C++ and libwebsocket library, and developed server side application using Erlang and mochiweb.
• Writing Services in C++ for Obelus service.
• Code coverage execution using GCOV for Obelus service
• Coding, Unit Testing, SPR verification
• Data Modeling using Rhapsody
• Used teh client simulator to read a stored image and send it to server, which in turns send teh incoming image to browser, which then displays it.
• Involved in doing integration testing to make sure application works fine before teh release.
• Involved in supporting dis application.

Environment: C, C++, Linux, Clear Case, libupnp, TCP/IP, Shared Memory, Multi-Threading, GDB, Coverity

Confidential, Hopkinton MA

C++ Developer

Responsibilities:

• Analyzed server side infrastructure including function calls for memory management, kernel bypass messaging (point-to-point and multicast), trading and market data protocol design/implementation, implementation of search/sorting algorithms, system redundancy design.
• Resolved infrastructure functioning, troubleshooting and performance issues encountered by teh trading technology largely through teh development and implementation of enhanced sorting and searching algorithms and redesign of teh rollout/deployment mechanism.See nonproprietary samples Insert GitHub link
• Developed automated test harnesses for volume and latency stress testing.
• Provided coding, data propagation and validation procedures for technology platforms.
• Designed, developed, and tested software applications meeting deadlines and budgets.
• Specified, prototyped, developed and tested an object-oriented, multiplatform C++ framework containing support to: data structures, common algorithms sockets, threading.
• Fixed bugs in teh order management system.
• Developed highly efficient algorithms in C++ through both pair-programming and independent work. Teh algorithms improved inventory management benchmarks 18 percent.
• Analyzed code to identify and improve performance bottlenecks and contingencies with shared resources. Streamlining teh code was instrumental in reducing support costs.
• Significantly contributed to teh calculation engine, which was based on evaluation of rules and rule groups.
• Re-factor existing C++ code into services using RAPID development environment.
• Develop wrappers inCto use C++ libraries.
• Build automation using python and shell scripting.

Environment: C++, Unix, STL, Python, JavaScript, Shell Scripting

Confidential

C++ Developer

Responsibilities:

• Has developed various features such as Browser UI, Database and worked on Juicer 3 Re Architecture.
• Redesigned and implemented versatile database conversion and synchronization library (C++, DAO, ADO, libMySQL, libPGSQL).
• Reverse-engineered OLE packaging functionality (C++) to compensate lack of documentation and to implement picture objects conversion from MS Access to other databases.
• Application Profiling using C++.
• Design and Develop teh application.
• Interact with teh client and bug fixing.
• Implementing quotes of C++ classes.
• Implementing Polymorphism and Inheritance.
• Design
• SRS Review & Coding
• Unit testing & Code Review.
• Fixing Bugs & Memory Leaks.

Environment: C, C++, Win32 API, STL, OpenGL, Quick Time, Windows and Mac

Confidential

Developer

Responsibilities:

• Development of new modules for UNIX C++ applications.
• Optimization and tuning of previous applications.
• Optimization of applications and algorithms performance.
• Bringing Level 3 Support to many Banking and Financial applications (around 40 apps), principally related to 3D Tool (Morgan Stanley Tool).
• Bringing Level 3 Support to Financial Advisors and Portfolio Management users.Design.
• SRS Review & Coding.
• Unit testing & Code Review.
• Fixing Bugs & Memory Leaks.

Environment: Microsoft Visual Studio 7.1, Tortoise SVN, BugZilla, JUCE 1.39 API, SQLite3, QuickTime Framework.