SUMMARY:

• Senior software Developer/Analyst with over 10 years of extensive Experienced in Win forms, Web forms, Internet, Data Processing, Database programming.
• 10 years of experience in Object Oriented Programming & Data Modeling Front Office development and .NET Technologies.
• Over 8 years of extensive experience in Financial Domain
• Financial Domain
• Quantitative analysis.
• Stochastic Calculus.
• Financial Modeling.
• Fixed Income.
• Equity Derivatives.
• Credit Derivatives.
• Risk Management.
• Pricing Instruments (BlackScholes equation.
• Binomial Model.
• Value at Risk and Greeks.

SOFTWARE TOOLS:

Linq.

Entity Frame work.

Linq to XML.

Linq to SQL.

Multi - Threading.

MVC

WPF.

Silver light.

WCF.

Web API

Rest

TECHNICAL SKILLS:

Software Systems: Net Frame work 4.5, Net Core, C#/VB Win forms, MVC, 4.0, Java Script, JQuery, and ASP. Net, Com/Dcom, Com+, Visual Basic, VBA, Crystal Reports, MS Access

Database: SQL Server 2008, 2000, Sybase, Oracle, MS Access, DevExpress, Prism.

Internet: ASP.NET, Silver light, DirectX, jQuery, JavaScript, ActiveX, Angular JS, Active Server Page, VB script, Com/ DCom, Java

Operating System: Windows 7, Vista, Windows 2010, Windows NT, Dos, and UNIX.

Tools: @Risk, SAS, Matlab and Fincad.

PROFESSIONAL EXPERIENCE:

Confidential, Overland Park, Kansas

Responsibilities:

• Contractor Admin will be able to login using his/her valid credentials.
• BV Super admin will be able to create the user profile with valid roles assigned
• User will be having access to different modules of application as per permissions
• BV Super admin and BV safety and other Manager will have below authorities:
• Creation of responsive login screen for BVSafetag users
• Creation of responsive person profile page provide with Competency and Certification information details
• Creation of responsive company profile page
• Creation of Scope for the project
• Ability to search a Person based on search criteria and generation and export of report
• Ability to search a Company based on search criteria, generation and export of report
• Creation of Dashboard page with options to Generate QR code, Generate Badge, also to Approve/Reject on person profile
• Ability to generate QR code, Badge
• Ability to send notification when certificate or training is about to expire
• Ability to create and assign user role
• Ability to Sort, Filter reports grid
• Activate/De-Activate
• Generate/download the QR code
• Generate/download Badge
• BV Super admin will be able to view the reports and export it to excel
• Employee will be notified by email for any certification or training expiry
• BV User will be able to add/upload certificate and training information
• Once super admin approves/rejects any profile corresponding user will be notified
• Responsible for creating the dashboard and leading the offshore team, obtain requirements from the users.
• Responsible for creating the tech design documents and system architecture.

Environment: (C# 4.0, SQL Server, MVC, Bootstrap, jQuery, Visual Studio, Azure)

Confidential, Parsippany, NJ

Quantitative Developer

Responsibilities:

• Confidential is a report which calculates standard deviation for different energy products
• The prices included in the report are taken for the last ten days for daily, 3 weeks for weekly and 4 weeks for monthly calculations respectively.
• The end results will have standard deviation greater than 5 % for different products, price types (High, Low, Close, Spot and Average), different pricing agencies (Nymex, Opis, Platts etc.) and for different delivery periods (spot, monthly etc.). Any holidays are excluded from the pricing calculations for different pricing agencies.
• GUI Contracts maintenance is a windows based application allowing the user to update any changes in the scheduler contact information and scheduler-Trader mappings.
• Each trader is assigned a scheduler based on product group, location and mode of transportation.
• The contact information for a scheduler is retrieved based on the maximum number of matches which is to be printed n the final contracts document

Environment: (C # 4.0 SQL servers 2008, Right Angle, ASP.Net/MVC, Visual Studio 12.0)

Confidential, Conshohocken, PA

Senior programmer

Responsibilities:

• Each claim is set for hearing and the required papers (packages) are to be submitted to the court on behalf Confidential which is auditing the claims for Medicare.
• Each package contains a set of document.
• Connolly is represented by physicians.
• The faxing clerk will be able to fax the documents all at a time or a single documents base d on the status of documents.
• Once a document is faxed an eml file id is created and the status for that document is updated as “in progress”.
• A Windows scheduled job (runs every 30 minutes that will go through all the eml files created in a specially designated directory for all the faxing needs.
• The scheduled job looks for the eml file id in those files and retrieves the status of the fax and the same is update on the server for that eml file Id.
• The documents that are being are converted to tiff image (a single tiff file).
• Apart from faxing capabilities the interface provides the participants of Connolly to view data at a package level and change the participant for a particular hearing.
• All the information like hearing date, judge name, and telephone with the pass code, Appellant name and Connolly’s participant’s name is displayed in the header section and notes, claims info and document info is displayed under the respective tabs.

Environment: (C#, Net 4.0, SQL Server, ASP.Net/MVC)

Confidential

Senior Programmer

Responsibilities:

• Converting the application from Dot net framework version 2.0 to Dot net 4.5.
• Additional responsibilities include digging through the code and make changes needed in the latest Version of dot net framework. Documented the functionality of all the class libraries in Helga Solution.

Environment: (C#, .Net 4.0, SQL Server 2008. ASP.NET/MVC, LINQ, Entity Frame work, Visual Studio 12.0, WPF)

Confidential, Purchase, NY

Senior Developer

Responsibilities:

• Developed a front end WPF application to capture the role conflicts among users spanning different systems.
• The system checks the roles assigned to users spanning across 14 systems.
• The system is used by internal auditors assign roles to new users and to validate that no user will have multiple roles assigned.

Environment: (C # 3.0 Visual Studios 2010, SQL Server 2005,XML, ASP.Net/MVC, WFC, LINQ)

Confidential

Senior Programmer

Responsibilities:

• The application allows the users to view resources and set specific goals and plans.
• The application allows each employee of Philadelphia to enter 5 goals and each goal can have a maximum of 5 plans.
• The users can set the target date and upon completion they can update the status of individual plans
• Enhancements and fixing the bugs, Responsible for adding the foster parent screening
• Capabilities allowing the authorized users to set the foster parent flag and enter the narrative text.

Environment: (C# 3.0,WPF, Visual Studio, Oracle 10, Linq, Entity Framework, MVC)

Confidential, Jersey City, NJ

Senior Risk Programmer

Responsibilities:

• The input for the applications is loaded from different files for different types of derivatives. The Greeks comes from the broil files.
• The system gets information from Bloomberg for different types of securities. VaRMargin creates reports for VaR and stress analysis every day.
• Templates and data binding in WPF were used to create user interface.
• Agile was used as strategy tool for project updates, Scheduling, Coordination and status reports of team members.
• One click was used create the configuration and deployment of host application.
• Excel add-ins were created in .NET for calculating Greeks and pricing formulas calculating different derivatives.
• The new strategic solution was developed in .NET and Oracle as backend on a UNIX platform. Unlike the tactical solution the new VaR margin is capable of storing historical data.
• The VaR Comparison (Prior day and Prior week) and sensitivity (Yield and Volatility) reports are created in Crystal Reports by client and product.

Environment: (WPF, C# 3.5, Java, VBA/VB, Agile, Fixed Income Derivatives(Bonds, Swaps, Repo’s Caps and Floors) Ajax, WFC, WPF, Silver Light, One Click, Crystal Reports, Oracle9, Excel 2005, Visual Studio 2005,Bloomberg, Ms Access, Java,WCF,SOAP,.NET 3.0,Visual Studio, SOAP Excel Add-ins,)

Confidential, NY, NY

Senior Developer//Risk Analyst

Responsibilities:

• Developed a trading system in C#, VB .NET using in house DLL (TSCOM).
• The system enables the users to connect different brokers FIX systems using win forms as GUI interface.
• The Users can place different type of orders which includes Basket orders, Hidden orders, Partial orders, Strategies (Iceberg) and algorithm trading supported by Credit Swiss First Boston, Morgan Stanley, and Lehman Brothers.
• The system has the functionality to connect different exchanges through different brokers.
• The users are allowed to trade products including equities, Futures, Options, and Bonds. Real time prices were served by Reuters for Equities, Options, Futures, FX and for Bonds the pricing source was Bond vision. Agile was used as strategy tool.
• One click was used to create the deployment of host application WCF for web services for the post trade reports
• Trade Excel is an in house product developed for traders to trade equities, futures, options, FX and Bonds.
• Developed customized spread sheets for various traders enabling them to do gamma trading algorithm trading, Pairs trading and other strategies. Developed spread sheets for option pricing using Binomial and Black Scholes Models. Day to day job involves assisting outside developers using the in house product (TSCOM)
• Quantitative Analysis and Research
• Worked with traders to customize their applications using Trade Excel and Trade smart(Trading in house DLL’s)
• Worked extensively with VAR using Monte-Carlo simulations and bootstrapping
• Worked extensively with Option Pricing Model (Black Scholes and Binomial) in Excel-VBA for all derivatives
• Extensive Analysis and Quantitative Research on Stocks and Volatility Data from US and European market
• Developed a C #Application to generate reports for P/L, Commissions on daily basis (BOD)
• The application has the functionality to save reports on the history folders for all the traders.
• The application generates reports for each trader, calculates total commissions, P/L For trade day, Month-To-Date, Year-To-Date and calculates totals by institutional clients. In all three different types of reports are Created every day for each trader
• The source for the reports is text files created by Portia a centralized system on the Trading floor, the system parses the text files for trades pertaining to Options.
• The application has the Capability to generate back dated reports.
• Designed and developed an equity trading floor application using C#.
• The Application is used as Data entry Tool to enter data every day trades and has the functionality to create Reports for the last trading day.
• The applications generates reports for the number of shares crossed for Trades, calculates commissions for individual traders on daily basis. Crystal reports is used to create Generate reports (C#/VB wins forms, .NET Framework, C++, VBA/VB, Sybase 12, Bloomberg, and Reuters)
• Participated in the development web based us options /Delta work book database which is used to perform End of the day, Beginning of Day routines which includes calculating net option positions, notifying options to be expired, Reconciliation of net positions and option prices on SQL server database with Back office Portia system.
• The system calculates risk parameters Delta, Gamma and other Greeks.
• The input for the application is from Reuter’s real time data.
• The delta work book is a excel work book which receives real time prices from Reuters and transactions are entered into the workbook by trader manually.
• The delta work books imports three files for prices transactions and positions to Portia through FTP and Portia in return exports two files into delta work book through us options database for profit loss and positions for reconciliation.
• Worked on the trading floor interacting directly with equity option traders

Environment: (C#/VB Win forms, .NET Frame work VBA/VB, C++ Sybase12, SYBASE SQL Server, MS Access 2000, ADO, Crystal Reports, Bloomberg, Reuters)

Confidential, New York

Asset Management

Responsibilities:

• Participated in the development of data transformation using SQL server data transform package utility
• The package gets data from portfolio and analytics departments and puts into yield book table for various products which include high portfolios, CML (Commercial mortgages), Lehman Indices and Swaps and other indices.
• The source for the above mentioned products is Bloomberg, text files (CML’S) Solomon brothers and Lehman Index.
• The data transformation tasks included stored procedures, active scriptsand windows executable.
• Developed a C# front end application which retrieves data from sqlserver database and updates null ISIN numbers into another database using ADO.
• Data was retrieved from two different servers using the open query method.
• Developed a C# application which retrieves data into Excel sheets from different tables in the database. The application has the functionality to delete existing sheets and creating new sheet one for each table.
• The user has the facility to select the tables from the database. Graphs were created for yield to maturity curves.
• Designed, Developed and Implemented web based Risk Management System for Equity and Equity Options and Fixed Income Derivatives
• The Risk application developed in MS-Access, VBA is linked to trader’s workbook for live positions/values
• The system keeps track of daily position, PnL, margins, commissions and Risk Variable (the Greeks)
• Calculations for Correlation and coefficients and regression analysis

Environment: (Visual Basic 6.0, C#, C++ MSSQL Server 6.5, ASP2.0 VBScript, RDO, ADO)