PROFESSIONAL EXPERIENCE

Confidential Sr .Net Developer

Market Data Tools

Market Data Tools is a licensed application for integration of market data index prices bid mid and offer rates and volatilities etc from multiple data vendors to OpenLink Market Manager Curves and volatilities. The core components of MDT are MDT SQL database Windows Service activated DPS Data Point Service MDT executable MDSA Market Data Service Administration MDCM Market Data Client Mapper Data Loader Data Adapters like Bloomberg Telvent DTN and CSV file adapter.

Responsibilities

• Responsible for gathering requirements analysis and development of the application.
• Designed and developed user interface controls using C .Net Winforms and Infragistics controls.
• Developed data access components to retrieve data from various data feeders using C .
• Communicated with business users to gather requirements.
• Enhanced the application for better performance.
• Developed business logic components using C .
• Technologies C .NET Framework Visual Studio 2010/2012 LINQ Winforms WPF Infragistics Windows service WCF SQL SQL server management studio Log4Net JIRA Open Components BloombergDL Telvent DTN CSV adapter.

Front Office Pre-Trading Analytics

The Option Pricing Matrix is a new pre trade analytics module targeted at the Front Office options trader that will display a matrix of option pricing data based on an underlying option template trade at different strikes and expirations.

Responsibilities

• Responsible for gathering requirements analysis and development of the application.
• Designed and developed user interface controls using C .Net and WPF.
• Responsible for enhancement and maintenance of the application.
• Technologies C .NET Framework Visual Studio .Net 2012 WPF MVVM Open Components.

Portfolio Surveillance

Every month Asset management team runs surveillance on Orkney portfolio. This process involves lot of manual work and is time consuming as the data has to be collected manually from Bloomberg AMDB and INTEXdesktop. This process Surveillance is automated for Asset Management team. Data gathered from various sources Charles River AMDB INTEXapi etc along with some necessary calculations is displayed in the UI. User is provided with the option to filter results based on Asset Type Subprime Prime etc and download into results in an Excel Spread Sheet.

Responsibilities

• Responsible for gathering requirements analysis and development of the application.
• Designed and developed portfolio surveillance web applications using ASP.NET MVC4.0 Razor engine HTML5 CSS Bootstrap C Entity Framework6.0 and SQL server 2008R2.
• Calculate the Default Rates Loss Severity from Loan Performance Data.
• Calculate the Loss Potential and Coverage Ratio.
• Technologies C .NET Framework ASP.Net MVC 4.0 Visual Studio .Net 2012 MVC Razor ASP.NET AJAX 3.5 AngularJS Telerik controls JavaScript JQuery Infragistics Grid SQL server 2008R2 Bloomberg Charles River AMDB.

Confidential Intex Analytics and Ad-hoc Reports

Analytics includes integrating Intex wrapper with ADCO third-party prepay / default model and portfolio surveillance. Prepayment model generates necessary cash-flow assumptions like CPR CDR and loss-severity vectors for Intex cash-flow engine. Ad-hoc reports are created to graphically illustrate portfolio of RMBS ABS deals Intex historical and forecasted cash-flow data so that the business users can compare the deals in a portfolio easily for their surveillance.

Responsibilities

• Responsible for gathering requirements analysis and Development of the application.
• Designed and Developed Winforms using C .Net and storing/retrieving data using ADO.NET
• Generating Cash flow assumptions using ADCO with Loan Performance Data as data source.
• Developed data access components and business logic components using C .
• Developed Multithread modules to run the deals concurrently.
• Technologies C .NET Framework 2.0/3.5 Visual Studio .Net 2005/2008 ADO.Net Winforms SSRS/SSIS Intex API Loan Performance ADCO Loan Dynamics Intex Wrapper SQLServer RMBS ABS CMBS.

Roll Rate Portfolio Maintenance

Roll Rate Portfolio Maintenance is a web application used for creating new portfolios Swapping Deals in a portfolio Managing Editing and deleting portfolios. Roll Rate reports are customized true standing OTS reports. Core Logic Loan Performance updates LP ftp site with loan level data daily in the form of flat files Zipped Text files which is in Sync with HCL ftp site. Updated files are loaded into LPERF Oracle DB every night using Auto Sys jobs with the help of External Tables.

Responsibilities

• Responsible for gathering requirements analysis and Development of the application.
• Designed and developed rich UI to create new portfolio s using ASP.NET C .NET ASP.NET AJAX controls such as Breadcrumb tabs Navigational tabs UpdatePanel UpdateProgress and MaskedEditExtender.
• Create a New Portfolio web form in ASP.Net using c .
• Developed Swap Deals in Portfolio s web form in ASP.Net using c .
• Validating the data inputs using ASP.NET validations JavaScript and JQuery before submitting the page to the server based on the user requirements.
• Developed Edit/Manage a Portfolio web form in ASP.Net using c .
• Developed Delete a Portfolio web form in ASP.Net using c .
• Synchronized HCL ftp site with CoreLogic Loan Performance ftp site using IP Switch file transfer tool.
• Developed data access components and business logic components using C .
• Developed Auto Sys jobs to load data from flat file from LP into LPERF Oracle DB using External Tables.
• Technologies C .NET Framework ASP.NET AJAX 3.5 JavaScript JQuery C ADO.NET IIS 7.0 Visual Studio .Net 2005/2008 ADO.Net IP Switch Flat files from Core Logic LP Oracle DB.

Intex Wrapper Is a C Class Library project to extract historical collateral/loan tranche deal information and to generate Cash-flows for Structured securities Deal Tranche etc. by calling the subroutines function calls in Intex Wrapper API VCMOWRAP . This is referenced in various Fixed Income applications Portfolio surveillance Cashflow Analytics etc. This is integrated with third-party prepay/default models ADCO AFT etc.

Responsibilities

• Developed Intex Wrapper using C for calling subroutines in INTEXapi
• Developed Structured Deal Module for extracting deal information on monthly and historical basis using C .
• Developed Tranche Module for extracting all the tranche related information in a given deal using C .
• Developed Asset Module for extracting all the loan level information in a given deal using C /.Net.
• Developed Cash-flow Module for generating Cash-flows for various scenarios on any Structured Security.
• Technologies C .NET Framework 2.0/3.5 Visual Studio .Net 2005/2008 Windows XP INTEXapi VCMOWRAP XML Serialization CDU and CDI files.

Confidential GUI for Playwin Playwin is a Real time online Gaming Lottery. This provides the graphical interface for the online gaming lottery PLAYWIN by using PEG. CMX- 255 terminal is used to play the game. This contains LCD display. This terminal is connected to the server also called as central system. The software for the CMX 255 terminals was written in C /C and real time OS SMX .

Responsibilities

• Involved in Development maintenance and testing of the Real time gaming application.
• Design and Development Front end/ UI screens for PLAYWIN game
• Worked on C /C for development of online gaming lottery using RTOS API s in Windows Environment.
• Used Visual Source Safe for version management.
• Technologies C /C SMX RTOS PEG GUI Source Insight Soft scope Debugger TCP/IP.