SUMMARY

• 12 Years of experience with Information Technology, with expertise in area of Finance Domain, Hedge fund Traders desk
• Equities and Derivatives, Pricing, Prime Brokerage - Risk and Margin, Fixed Income(Structured Finance)
• System Monitoring Software, Application, GUI development and Server Side Development.
• Knowledgeable with Trading - Workflows and lifecycle, Corporate Acions, Risk, Margin Equities and Derivatives
• Worked with Trade booking and backend processing of arbitrage trading desk
• Familiar with Trade Booking, Workflows - Life cycle and back-end processing
• Have worked with Equities, Variance Swaps, IR swaps, Options, Futures etc
• Expert with corporate actions - dividends processing and DTCC announcements
• Worked with FIX Protocol Worked with Risk analysis
• Familiar with Profit and Loss based Stress scenarios and related analysis
• Worked on calculation engine using the risk measuring Greeks
• Worked on margining.Familiar with margining of the client specific portfolio accounts
• Worked on margining based on strategies and risk scenarios and cross margining
• Familiar with trading strategies of hedging, naked shares, equity pairs etc
• Familiar with derivative products like options, futures, swaps, convertible bonds
• Knowledgeable with Fixed Income and Cash flows with Structured finance.
• ABS, MBS Collateral Pools and deals.
• Familiar with Deals/Bonds with underlying Collateral Pools of Loans.
• Worked with the recession ( 08/09 ) related tasks
• Incorporating the “at risk home owners” rescue plan and Foreclosure alterantive.
• Familiar with concepts of Forbearances, Recoveries, Losses etc.
• Credit Derivatives CDO (synthetic, cash flow), familiar with tranches, ratings.
• CDS default protection, hedging, nth to default baskets, CLN.
• Exotics, IR, Variance swaps, Treasury notes, municipal bonds,

TECHNICAL SKILLS

• Good knowledge in C++(Windows & Unix), .NET C#, Java J2EE
• Expert Level knowledge on C++
• C++, STL, BOOST, SDK, Win32, VC++, MFC, COM, DCOM, C, GCC, GDB.
• Worked on advanced concepts like Multithreading, Synchronization, Socket Programming, Object oriented programming Concepts, client server development.
• Visual studio 2008, Visual C++ 6.0, Vi, EMacs
• Knowledgeable with .NET C#.NET, ASP.NET, CLR, Ajax, ADO.NET, IIS, Crystal Reports
• Knowledgeable with Java, J2EE
• Core Java, Swings, J2EE, JSP, JDBC, Servlets, Tomcat Apache, Eclipse, Jbuilder, JDK1.6, Tomcat Apache, Itext, FormulaOne, OpenOffice, Aspose.
• Expert with database systems SQL, Oracle, Sybase, Batch Processes with Control M Agent
• MS SQL Server(Rapid SQL, Management Studio, Query analyzer),
• Oracle(Benthic golden, Toad) Sybase - ASE 12.5
• Knowledgeable with messaging - MSMQ, Source control - VSS, Clearcase CVS, SVN, Star Team
• Knowledgeable with reporting on PDF and Excel - Crystal reports, Itext, Formula One
• Familiar with Visio, MS Project, Version One, Agile Methodology, Test Driven Methodology
• ITSM Process management - SDLC, RFC, QC, Perfect tracker, JIRA, TDD, Agile Methodology
• Experienced in all phases of the Software Development Life Cycle, training & production support.
• Excellent communication skills and a good team player.

PROFESSIONAL EXPERIENCE

Confidential, NY

Lead Developer

Responsibilities:

• Worked as Lead Developer C++, C#.NET, for the arbitrage desk/hedge fund business - Have worked with all kinds of financial instruments - Options, Futures, Equities, Derivatives - Swaps, Convertible bonds - closely interacting with teams in US, London, Honkong and Toronto.
• c++ /C#.NETdevelopment with Corporate Actions, Trade life cycle - workflows and Reporting.
• Worked with FIX handling for algotrading
• Worked on the Financial Derivative reporting with batch processes involving heavy SQL with in built scheduler .
• Worked on the greek reports and PNL engine that runs on a daily production environment
• Worked with Trade Booking, Tickets automation, Pricing Model Library, Market data - (bloomberg, Reuters) PNL engine, PL daily, Explain.
• Worked on the backend processing with C++, STL extensively on Calculation Engine, and have excellent understanding of the concepts.
• Worked with the Service components and listening on messages from MQ and on FTP to parse files dumped from various upstreams.
• Worked on heavy perl scripts, cron jobs, shell scripts, windows batch.
• Writing Object Oriented programs that will make use of different concepts including Abstraction, Inheritance, and Polymorphism etc.
• Worked on STL, Multithreading, Synchronization.
• Worked enhancing the existing WCF, MSMQ, message processing service.
• Worked on performance analysis, optimizations, migration tasks For VC++6.0 to 8.0, SQL Server upgrading, CVS to SVN, Disaster Recovery analysis.
• Worked with SQL, Oracle, and Sybase - Stored procedures, packages, and queries.
• Worked on C# .NET with the GUI, C++ cmake builds.
• Worked on the reports based on excel and pdf.
• Worked on the requirement analysis, coding, reviews, unit testing, QA coordination, deployment and all phases of SDLC.
• Experienced with ITSM, RFC, SDLC, QC, JIRA
• Worked on the deployment, packaging, activities for production release, coordinating with other upstream and downstream systems .
• Worked on a Test Driven Development Environment

Environment: C++, STL, Eclipse with CDT Pluggin,CGwin, Vi, Emacs, Visual C++ 6.0, Microsoft Visual Studio 2012, Win32, MFC, SDK, MSMQ, C#.Net, ASP.NET, ADO.NET, AJAX, IIS, Crystal Reports, Java, J2EE, JSP, Tomcat, Apache, PERL Script, Itext, Aspose, OpenOffice ITSM, RFC, Quality Centre, JIRA, Clear Case- CVS and SVN, SQL Server 2005, Oracle 11i, Sybase, BOOST STL, GCC, Eclipse CDT, LINUX, Posix flvours, Cronjobs, shell scripting, cmake builds.

Consultant

Technology Lead

Responsibilities:

• Working as Senior C++ Developer and Technology Lead for- Structured Finance with C++, Java, C#.NET Modules.
• Worked on calculation engine in C++ doing monthly backend processing and bond factor / cashflow calculations needed for the ABS, MBS (RMBS,CMBS)deals enhancing the application for the new client demand, to include the recession related tasks of recoveries, losses, forbearances etc.
• Worked on the analysis, design and development by understanding the existing cashflow architecture adding the workflow related functionalities for the enhancement targets, like interpretive scripting language processing for bonds and loans.
• Worked on C++ parsing of the upstream data files, and the static application specific deal files producing the downstream pool/collateral/result files, which are input to the distribution reports.
• Writing C++ object oriented programs that will make use of different concepts including, inheritance, abstraction, polymorphism etc.
• Worked on converting Unix GCC code to Windows C++, worked with STL, Multithreading, Synchronization, performance analysis, optimizations.
• Worked with the Java J2EE front application which generates the distribution reports in Excel and PDF formats.
• Worked on the Migration of the Front End from Java to C#.NET, ASP.NET and related conversion of the C++ Engine modules to COM components for other client demmands.
• Worked with performance monitoring and analysis and fixing of critical technical issues of Memory Leaks and communication related issues in the application.
• Worked with SQL server on SQL queries, stored procedures, packages etc.
• Worked on the UNIX shell scripts, web server startups, cron jobs.
• Worked on the Agile Development Process with the agile scrums, coordinating Sprint Demo showcases, familiar with Version One, the agile management tool.

Environment: C++, VC++, GCC, STL, SDK, Eclipse, Java, J2EE, Tomcat Apache, COM, Visual Studio.NET 2008, SDK, STL, Win32, Crystal Reports, IIS, SQL Server, CVS, UNIX, GCC, GDB, Putty, WinGCP, Cygwin, Linux - Sun OS 5.9, Perl, Quality centre, Visio, Version One, C#.NET, ASP.NET, ADO.NET, IIS .

Confidential, NY

Senior Developer

Responsibilities:

• Worked as Lead Developer C++, C#.NET, ASP.NET for the Prime Margin - Options, Futures, Equities, Derivatives, CDO, CDS, Convertible bonds - closely interacting with teams in US, London, Singapore and India.
• Worked on the Options Clearing Corp project for the global change in the option identifier-OSI
• Worked on the P/L scenario based risk analysis for options.
• Worked on the development with calculation of Margin in C+, COM dlls in a distributed DCOM server environment.
• Worked on the backed processing with C++ Calculation Engine, and have excellent understanding of the concepts.
• Worked with FIX messages .
• Worked with the COM Service components and listening on messages from a queue and on FTP to parse files dumped from various upstreams.
• Writing Object Oriented programs that will make use of different concepts including Abstraction, Inheritance, and Polymorphism etc.
• Worked on STL, Multithreading, Synchronization.
• Worked with MSMQ, message processing and related communication issues.
• Worked with the Control M agent batch processing.
• Worked on performance analysis, optimizations, migration tasks For VC++6.0 to 8.0, SQL Server upgrading, CVS to SVN, Production Server migrations from London to NY, Disaster Recovery analysis.
• Daily production environment with jobs running with shell scripts, cron jobs and windows batch .
• Worked with SQL, Oracle, and Sybase - Stored procedures, packages, and queries.
• Worked on process assurance with ITSM, RFC, SDLC, and Quality Centre.
• Worked on the migration of the Java J2EE front end to C# and ASP.NET
• Worked on ASP.NET, C# .NET with the GUI.
• Worked on the reports based on excel and pdf.
• Worked on the requirement analysis, coding, reviews, unit testing, QA coordination, deployment and all phases of SDLC.
• Experienced with ITSM, RFC, SDLC and QC
• Worked on the deployment, packaging, activities for production release, coordinating with other upstream and downstream systems like NTPA, Risk, PSDW, Prime View, and Managed Lending.

Environment: C++, Visual C++ 6.0, Microsoft Visual Studio 2008, Eclipse, STL,Win32, COM, DCOM, MFC, SDK, MSMQ, C#.Net, ASP.NET, ADO.NET, AJAX, IIS, Crystal Reports, Control M Agent(For Batch Processs), Java, J2EE, JSP, Tomcat, Apache, Itext, Aspose, OpenOffice ITSM, RFC, Quality Centre, Clear Case- CVS and SVN, SQL Server 2005, Oracle 11i, Sybase.

Confidential

C++ Lead Developer

Responsibilities:

• Developed the VC++ GUI modules for the mortgage cashflow calculations and portfolio management.
• Creation of Functional Specification and Design documents for the related quantitative development.
• Involved in writing complex SQL Queries in order to create Stored Procedures.
• Used Rational Purify to detect and fix memory leaks in C++ programs.
• Writing Object Oriented programs that will make use of different concepts including Abstraction, Inheritance, Polymorphism etc.
• Python Scripts for the job startups.
• Worked on STL, Multithreading, Synchronization, sockets.
• Doing the Unit testing of the development and enhancement tasks
• Creating Technical and Unit Testing documents for the new code or changes in the existing one
• Supporting QA and Production activities for maintenance of the products.
• Supported with Front End on Java J2EE Web application

Environment: C++, Visual C++ 6.0, Microsoft Visual Studio 2008, Quality Centre, Clear Case- CVS and SVN, SQL Server 2005, Eclipse, Java, J2EE, Tomcat Apache,Python.

Confidential, NY

Associate Developer

Responsibilities:

• Worked as a Senior Developer and Offshore coodinator for this project.
• Worked with business team extensively to gather requirements.
• Worked with Fixed Income, Credit Derivatives - CDO(cash flow, synthetic), CDS, Bonds - Corporate and Government, Loans, ABS, MBS(RMBS,CMBS) etc and Equity Derivatives – ETFs, Equity Swaps, options etc.
• Designed and developed the GUI modules for the project with Java Swings supporting the quantitative analysts
• Worked on the RDBMS in Oracle with packages, stored procedures, triggers and queries.
• Worked on implementing Design patterns
• Worked on development with the website related to GUI application.
• Experience with bug tracking coordinating the testing team and resolving.
• Managing the production support.
• Worked on the maintenance of the website markit.com

Environment: Java Swings, JSP, Struts, J2EE, Eclipse, Tomcat/Apache, Oracle, SVN, Ant, Jbuilder, JIRA.

Sr Programmer Analyst

Confidential, NY

Responsibilities:

• Worked as a Senior C++ Developer and Offshore Technology lead for this project.
• Worked with the R&D Team handling Solutions for the trading and analysis of - Fixed Income, Derivatives(Credit& Equity) Equity derivatives- ETFs(Index, bond, Currency)– Credit Derivatives-Bonds, Loans, CDO, CDS, FX- forex( spot, forward, futures, options).
• Utilized C / C++ GUI to customize total solution software furthering clients’goals and resolving business and technical challenges.
• Managed the re-design and development of the firm powerful Equity search function that helped portfolio managers locate stocks that possess specific characteristics.
• Was part of a team of three that reengineered the Financial Security Display Screen, a function that allows investors to quickly identify all the important terms of a security such as refunding and call dates, day count, amount outstanding, call and put schedules, etc.
• Lowered the firm data entry operating cost by reducing the Fixed Income and Equity data entry staff through the automation of many daily and weekly data updates. This is also provided a more efficient and timely updates as well as eliminating the risk of human errors.
• Developed various application level libraries using C, C++.
• Worked with Front end related tasks with ASP.NET, C#.NET

Environment: C++, Visual C++, Microsoft Visual Studio 2005, C#.NET, ASP.NET, ADO.NET, IIS, C, Sockets (TCP/IP), PL/SQL, Oracle, UNIX, Windows

Confidential

Responsibilities:

• Senior C++ developer and Technichal Lead involving in the system study and analysis of the existing system and make modifications as per requirement specifications.
• Worked with Equities, Derivatives, ForeX- FX.
• Requirement gathering, analysis and developed technical design specifications using OO Methodology.
• Design & Development of various components for product enhancements for server side C, C++, and Sockets.
• Developed various application level libraries using C, C++ on LINUX .
• Design and Development of new features, tools using C++ & C.
• Debugging, Testing, Bug tracking & Regression Testing after change-request is encountered, Fixing Bugs
• Assumed the role of Technical lead assisting the Project Manager in project planning, estimation and mentoring the team.
• Worked on Performance Monitoring application module – SNMP router monitoring on POSIX
• Coordinating client communications.

Environment & Tools: C++, C, Visual C++ 6.0,Visual Basic 6.0,ASP.NET, TCP/IP, UDP, SNMP, PL/SQL, Oracle, UNIX, LINUX, Perl, Shell scripts,Sybase - ASE 12.5, Windows.

Confidential

DICOM Toolkit

Responsibilities:

• Developed the DICOM Library in C++.
• Worked on PACS, STL, SDK, MFC, Win32
• Developed the COM interfaces which use the library for various applications including DICOM header information and Imaging
• Developed VC++ UI’s, Toolbars, Menus for the Library and the applications
• Did the testing and documentation for the entire library
• Worked on the multithreading and the respective synchronization and Socket Programming
• Worked with tools OT Dice, Osiris, Clinical Express
• Developed the DICOM Library in C++.
• Developed the COM interfaces which use the library for various applications including DICOM header information and Imaging
• Developed VC++ UI’s for the Library and the applications with STL,SDK, MFC,Win32
• Worked supporting the testing team resolving the issues and documentation for the entire library
• Worked on the multithreading and synchronization.

Environment C++ (UNIX, LINUX& Windows), COM, OT Dice, Osiris, Clinical Express, File System (NTFS),