PROFESSIONAL SUMMARY:

• Software Engineer with 10 years of diverse experience in design, develop applications and testing in C++ and C#.
• The development experience includes Financial Derivatives including Options, Swaption, Credit Default Swaps MBS and similar Derivatives, Value at Risk Analysis, Time Series Analysis and Embedded Software Applications.
• Experience on AI models like SVM, K - Means Clustering, ARMA, GARCH modeling.
• Hands on experience in developing three tier/N-Tier architectures and implementing Object Oriented Programming (OOPS) Concepts including Inheritance, Abstraction and Polymorphism and Design Patterns.
• Experience in developing applications with Agile/XP/Scrum methodologies.
• Experience in MVVM Pattern and Test Driven Development (TDD) technique.
• Extensive experience on XAML, Data Templates and Control Templates
• Experience on development of UI using various UI Controls and Custom Controls.
• Worked on Dependency properties and attached properties
• Expertise in .Net technologies with Object Oriented Analyzed Development (OOAD) & development of WPF and Win forms applications.
• Good Experience on implementing OOPS in VC++ and C# and VB.Net.
• Experience in caching models and handling distributed sessions.
• Experience in implementing SOA architecture with web services and creating, consuming and publishing XML Web Services (SOAP, WSDL) and Windows Services using .NET.
• Good working experience with ADO.Net objects and Database Connectivity API’s (ADO.Net) in Web applications and Windows applications.
• Used Infragistics Presentation Layer Tool Set which will use the Business Layer components to present the info and allowing customization on layouts, color based on the user selection
• Experience in working with Windows Communication Foundation (WCF), Windows Card Space (WCS), Windows Presentation Foundation (WPF), Windows Workflow Foundation (WF) and Language Integrated Query (LINQ) in .Net Framework 3.0/3.5.
• Experience working with Bing Map controls
• Experience working with DevExpress, Infragistics, Telerik RadgridView and Metro Sync Fusion Glyphs
• Good Experience in configuring and managing IIS 7.0/6.0/5.0 web server.
• Hands on experience in Microsoft Visual Source Safe (VSS), Team Foundation Server (TFS), Git for version Control and IBM rational clear case.
• Hands on Experience in preparing the developed programs including Unit testing with MOQ, NUnit, NAnt Performed System testing in all phases of development.
• Experience in MFC programming, libraries and DLL creation
• Experience in developing the application using Visual Studio 2010.
• Proficient in relational database like, RDBMS, DB2, MS Access, SQL Server 2000/ 2005 and Oracle 9i/10g.
• Worked on migration form Access to .NET
• Good Experience on Entity frame work and ETL Tools
• Expertise in PL/SQL, DTS (Oracle 10g), relational data modeling and TSQL (SQL Server) skills (Stored Procedures, Cursors, Triggers, Functions, indexing, performance tuning, query optimization and SQL queries, performance tuning) and relational databases.
• Experience in Normalization, T-SQL, Stored Procedures, Rules, Triggers, Views, Indexes and Replication.
• Data Modeling and Analysis in R, Excel and C#.

PROFESSIONAL EXPERIENCE:

Confidential

.Net Developer

Responsibilities:

• Gathering requirements, requirement analysis and designing of applications
• Design and Development of Confidential application using C#, WPF and MVVM
• Worked on Cloud based data services for data extraction and saving to cloud
• Extensively worked on DevExpress Controls for data presentation
• Extensively worked on C# for counterparty model development for security financing
• Developed the Security Market Value calculations and data filtering in C#
• Developed the Buy To Cover transaction processing
• Developed the Trade Reject transaction processing
• Worked on Kata framework for controls development
• Worked on IBM clear quest and Jenkins Tools for Dev and UAT Deployments
• Worked on GIT for Dev and UAT Deployments
• Extensively worked on XAML and custom controls
• Agile Scrum methodology for Software Development and extensively used Jazz team server for Agile SDLC

Confidential

Systems Engineer

Responsibilities:

• Gathering requirements, requirement analysis and designing of applications
• Design and Development of Confidential application using C#, WPF and MVVM
• Worked on Oracle Coherence for distributed caching and POF configurations
• Extensively worked on Infragistics Controls for data presentation
• Extensively worked on C# for pricing model development
• Developed the Event Processors, Transformers and data filtering in C#
• Developed the SEF (Swap Execution Facility) in the Index Matrix screen
• Developed the Bloomberg Oddlot screens for Oddlot Trading
• Developed the Manual On The Run Override in the Pricing Engine
• Developed Entity Creation and Update screens in Pricing Engine
• Developed Portfolio Management for Book Management and filtering in Risk Engine
• Enhancements to the Portfolio P&L calculation in the Risk Engine
• Worked on custom p screens to set the numerical precision
• Worked on Price Configuration screen, External and Internal Price Monitor screens.
• Developed the repository methods and Binary serializations to save data to SQL and Caches
• Worked on Symphony Tool as Admin for user access control and Deployment of Confidential application
• Worked on UAT and SIT deployments and configuration management
• Extensively worked on XAML and custom controls
• Agile Scrum methodology for Software Development

Confidential

Risk Analytics Developer

Responsibilities:

• Gathering requirements, requirement analysis and designing of applications
• Design and Development of Multi Family Business Analytics application
• Worked on Lender/Servicer Rankings Reports based on UPB
• Worked on Servicer Ranking Report based on segments
• Acquisitions and Book Data filtering for various Servicer
• Worked on Producing the Loss Allowance Report and enhancements to portfolio trending
• Report generation, Data formatting and Data analysis
• Analytical parameters computation, mapping and analysis.
• User Interface development in WPF and MVVM
• Developed Reports with various Chart types
• Worked with Bing Map controls to display MSA data
• Data extraction, manipulation and population in SQL database
• Worked on Entity framework and Ado.Net for data extraction from SQL server
• Large data display in User Interface, paging and filtering the data
• Extensively used Telerik RAD GridView controls in the GUI development
• Worked on Column schema, Listing screens and Hyper Links to display listing screen
• Worked on Excel like Application development with custom features
• Worked on development of custom controls and Dependency properties
• Worked on mapping and updating various analytical parameters using C# algorithms
• Extensively worked on XAML and custom controls
• Agile Scrum methodology for Software Development

Confidential

Software Engineer

Responsibilities:

• Design and Development of Harmony application User Interface in WPF
• Worked on development of client defined channels UI feature using DataGrid UI Control
• Extensively worked on XAML, Added the Themes to the Harmony application
• Development of View Attached Data feature and Animation using ListView and DataGrid controls
• Worked on fixing the client display issues and Oracle AddIn issues
• Worked on Quick Dial UI development and configuration using custom UI controls
• Extensively used Metro Style SyncFusion library Glyphs and Dynamic Resources
• Worked on styles, animation and code behind development for rich UI experience
• Worked on Interaction Disposition UI feature, Toggle UI controls for chat and Telephone
• Extensively worked with Oracle cloud service AddIn development and Linq Queries
• Worked on Async Multi-threading to get the Data from Integration Server
• Added the Http Exceptions for network disruption handling
• Worked on AMQ reconnection issues, extensively used TCP View
• Handling the server side exceptions for OMIS Integration Server
• Worked on MVVM pattern and Unity Container
• Memory profiling using ANTS memory profiler
• UI testing for various scenarios including lot of negative testing
• Agile Scrum methodology for Software Development

Confidential, Minneapolis, MN

Software Engineer

Responsibilities:

• Development of software applications for Nutritional Technology
• Collaborate with scientists and Business Analysts to develop the applications
• Research and Gather the requirements and use case development
• Design and Develop the software applications in C# WPF
• Migrate the applications from Winforms
• UI design and develop the views and view models
• Develop the services for the consumption of the view models
• Extensively used PRISM framework and MVVM Pattern
• Extensively used object oriented design concepts
• Designed the UI, created custom templates
• Created the services and mapping to extract the data from SQL
• Worked on ASP.Net MVC for Web Development
• Developed the controls such as the User Controls, list views, editing and validation etc
• Extensively used Entity Framework
• Experienced in software development life cycle(SDLC) using Agile methodology
• Participated in the team meetings and code review
• Extensively used Team Foundation Server (TFS) and Visual Studio 2010 and 2013
• Developed the Test Cases for Unit Testing
• Involved in Research, Technical Analysis and Documentation and SSRS reporting

Confidential, Cedar Rapids, IA

Software Engineer

Responsibilities:

• Developed the software under Aviation Regulatory Development and compliance process
• Research and Gather the requirements and use case development
• Design and develop the application for the High Level Requirements
• Developed the IO software GUI applications in C++, C# WPF
• IO Parameter processing GUI application development in C# WPF
• Extensively used XAML, Created the custom templates
• Worked on Triggers and Commands
• Worked on Dependency properties for UI Controls
• Embedded GUI application management tools development using C++ and C# WPF
• First order and second order filtering GUI application development in C# WPF
• Oil Quantity sensor limit setting and data processing GUI application development in C# WPF
• GUI application development for source selection at parameter level in C# WPF
• GUI application development for source selection at group level(S2G, S3G and S4G) in C# WPF
• Frequency data processing GUI application development in C# WPF
• IO Parameter data override algorithm development in C# WPF
• GPS data processing GUI application development in C# WPF
• IO parameter initialization algorithm development for IO On Ground in C# WPF
• Developed ASP.Net Web Forms and VB
• Used .NET validation controls for server side validations and JSP for client side validations
• Extensively used HTML, CSS and Java Script
• Extensively used ADO.NET
• Embedded component testing using Simulink design verifier
• Tool Qual plan development in Matlab Simulink
• Test Requirements development for all levels DAL (A,B and C) for both High Level and low level software in C++
• Test Procedure development for all levels DAL (A,B and C) for both High Level and low level software in C++
• Code Coverage Analysis and documentation
• Generation of Test Vectors using Simulink design verifier
• Agile Scrum methodology for software development
• Developed Web Services in WCF

Confidential, New York, NY

Quantitative Developer

Responsibilities:

• Mortgage security(MBS) coupon pricing analysis, yield calculation GUI application development in WPF
• Yield data analysis GUI development in C# using the coupon price data from Eikon and TradeWeb
• Modeling the illiquid mortgage Coupon prices in Winforms and WPF
• MBS Mortgage Yield calculation by analytic method and software development in WPF
• Collaborate with Business Analysts, Research and Gather requirements and use case development
• Added the styles and animations for Rich UI experience, developed and custom controls
• Worked on Extensively worked on XAML and Templates, dependency properties
• Worked on MVVM pattern and Unity container
• Developed the applications for Tablet using Xamarin and MVVM Light
• Programmed custom mortgage index calculation in VC++, publishing the Daily MIACCCY index and most liquid coupon yields on the webpage, sourcing the daily yield data to Reuters
• Swaption pricing in ALM for Bank of Oklahoma: Rate model calibration, Swaption pricing, price analysis for ATM, OTM swaptions. Price comparison in ALM compared to Bloomberg & Dealer’s pricing.
• Ever Bank portfolio swaptions horizon analysis, theta decay analysis
• Ever Bank portfolio treasury options pricing, Greeks calculation, decay analysis in ALM.
• GUI application development for Greeks calculation in VC++, C# WPF Bug fixing in Treasury Futures Pricing tool. .
• Value at Risk Analysis for FHLB Chicago mortgage pool, implemented the VAR in C++, C# GUI. Worked on methodology for stress VAR. Working on development for stress VAR tool using the linear, non linear evolution model of macroeconomic factors.
• Macro Economic factor modeling in R and developed the view in C# WPF
• C# WPF GUI program for primary, secondary spread calculation using daily CMS swap values from Bloomberg.
• C# WPF GUI Program for writing daily spread values to access data base for hedging calculations. Calculated historical spread values.
• Programmed historical spread calculation in C # GUI.
• Worked on Excel VBA Macros and V-lookups
• Implemented Rate vector selection, dumping and tooltip programming in C# WPF
• Implemented GUI enhancements in ALM for hedge pricing tool.
• Data base connectivity with ADO.net and Linq queries
• Developed ASP.Net Web Forms
• Worked on Hedge Calculation GUI programming in C# WPF
• CMM index calculation, historical index generation, automation and index data analysis, writing to SQL and Access databases.
• Programmed single factor and multi factor interest rate models in C# WPF
• Worked on stored procedures, data grid view GUI in C# WPF.
• Worked on Data Products for indexing data products and SSRS reports.
• Data mapping and extraction for Freddie credit performance data using custom scripting
• Worked on ASP.Net MVC Framework and VB
• Developed Web Services in WCF

Confidential, Chicago, IL

Software Engineer

Responsibilities:

• Worked on Legacy C++ and creating new C# applications
• Commodity hedging programming in C# for various commodities
• Programmed option pricing models in C++ and C#
• Programmed option volatility trading strategies in C# and VB
• Time Series Data Analysis and forecasting for silver metal index returns in C# and VB
• Developed cross hedging methods for commodities with no direct market trading
• Optimal Hedge calculation program development in C#
• Time series model development in C#
• Worked on ARMA, GARCH and Self Exciting Threshold Auto Regression modeling.
• Forecasted silver index returns with GARCH model using past 20 years data in C#
• Pairs Trading Strategies using co integration method and back testing in C#
• Programmed pair analysis program in C #, heat map generation.
• Cluster Analysis and MLE estimation in R and Excel VBA
• Credit risk modeling in C#

Confidential

.NET Developer

Responsibilities:

• Involved in collecting and analyzing the business requirements from the customers.
• Responsible for developing all the front end screens and the back end database queries for retrieving data and NET Framework.
• Developed the system front end using C#, ASP.NET MVC and HTML and backend using SQL server 2000 as the backend database, Win forms.
• Designed the migration pattern from existing ASP/VB application to ASP.NET/C# Win Forms and .Net Framework1.0 to NET Framework 1.1.
• Used ADO.NET for retrieving data from backend database SQL Server 2000.
• Implemented and deployed XML Web Services (SOAP) using C#.NET.
• Created dynamic GUIs with .Net web controls and data bound web forms.
• Implemented extreme programming by using fast paced Object Oriented Methodologies, involving in task completion, user stories, and iterations.
• Worked on UI using AJAX for making smaller, faster and user friendly web-page application.
• Developed Server side programming using C#.NET, VB.NET, ASP.NET on .NET architecture.
• Implemented AJAX in order to provide pleasant client side experience.
• Designed XML Schemas and developed XSL and XML gateway.
• Extensively used XSLT language to transform from XML document into HTML web page.
• Investigated bugs and interacted with developers to resolve technical issues.
• Developed testing report, Stored Procedures using SQL Server 2000 and SQL scripts, and DTS packages and Data Modeling.
• Used Microsoft Visual Source Safe (VSS) for all the source code maintenance needs