SUMMARY:

• 10 years of experience in information technology divided between requirements analysis, design, development, testing, maintenance, and trouble - shooting in C#, C++, ASP.NET, Peoplesoft, VBA and VB
• Good hands-on Exposure to financial, insurance, oil and gas and education domains.
• General proficiency in the “C family” of programming languages (C#,C++,C),VB.NET,VBA with strong algorithmic thinking, good knowledge of data structures and object oriented programming, and good problem-solving skills
• Good experience in database programming using ADO.NET objects such as SQL / OLEDB connection, entity framework (LINQ)
• Experience in working in a “sprint” environment with daily targets
• Exposure to Windows Presentation Foundation (WPF) and Windows Communication Foundation (WCF)
• Expertise in maintaining, supporting and troubleshooting applications and fixing bugs.
• Expertise in relational database technologies with usage of SQL on a daily basis for writing complex queries and triggers
• Ability to multi-task, highly result oriented, and possess strong soft skills to be effective in a team.
• Cut down time spent in routine actuarial activities to the tune of 75%-80% by automating routine processes using VBA.
• Well-versed inequity, credit and interest rate derivatives and their pricing and hedging, Greeks, fixed income analytics, risk modeling, predictive modeling, fixed and variable annuities, automation of routine processes in financial services using VBA, good working knowledge of excel and its object model.

TECHNICAL SKILLS:

.Net Technologies: .NET 3.x/4.x, ASP.NET, Winforms applications, ADO.NET (LINQ to SQL, OLEDB), XAML, WCF, WPF

Databases: MS SQL Server, Oracle 9i/10gi, Access, Db2

Languages: C#, C++, C, VB.NET, PL/SQL, VBA, Java, Peoplecode, Visual Basic, JAVA.

Scripting Languages: UNIX shell scripts, TCL, Python, Javascript with JQuery

Statistical packages: Minitab, SAS

Web Technologies: HTML, DHTML, CSS, AJAX, Silverlight 3.0, XAML, JQUERY, XML, and Winforms.

Version Control System: CVS, TFS, Tortoise, Team Foundation Server (TFS)

Operating system: Windows, Solaris, HP-UX

WORK EXPERIENCE:

Confidential, Houston, TX

Application Developer

Responsibilities:

• Worked on automating a process using approval workflow engine that will save the university half a full time equivalent worth of money every year.
• Analyze, develop, modify and provide technical expertise for enterprise Oracle Peoplesoft application systems and programs utilizing core and non-core technologies
• Design, code, test, troubleshoot enterprise applications and ad-hoc systems in accordance with standards, and using core and non-core technologies
• Analyze complex enterprise application processes and integrated computer systems and their underlying data structures; identify and resolve problems
• Define, document and analyze business processes, practices and requirements for enterprise applications systems
• Regularly interact with end users and functional analysts to understand and to review business requirements.
• Assist users in testing business processes; define, conduct and monitor systems test procedures
• Document tables, data structures, run streams and programs according to generally accepted practices
• Develop technical documents pertaining to enterprise application system design and programming requirements
• Adding and modifying several features to the student portal.
• Used Integration broker APIs in peoplecode.

Environment: PeopleSoft application designer, student administration portal, Oracle SQL,

Software developer

Responsibilities:

• Responsible for secure code reviews, static code reviews and testing the vulnerability of code, and suggesting code level changes to the team.
• Working with COM (Component object modeling) and C++ to develop the aforementioned hydraulics engine.
• Migrated the pressure model for uniform wellbore from C# to C++ carefully addressing the transferability of the implementation of peculiar features (delegates as embedded functions) in C# to C++.
• Implemented a numerical solution of the advection partial differential equation.
• Improved algorithmic efficiency of some procedures by making simple tweaks to code such as reversing the direction of iteration in a “for” loop, and removing redundant processing.
• Migrated the pressure model for non-uniform wellbore using advanced template programming.
• Migrated numerical optimization routines that implement the Gauss-Newton root finding algorithm from C++ to C#
• Wrote a sophisticated VBA program to compare two curves by merging their abscissae, calculating the ordinate values of the newly inserted abscissa in each curve by interpolation, and then comparing these interpolated values using an informal error measure

Environment: VC++ 6.0, VS2010, C#,.Net Framework 4.0 C#.NET

Software developer

Responsibilities:

• Led the effort in maintaining and enhancing the new account creation and edition module in VB.NET and ASP.NET using SQLServer as the database.
• Automated an ftp process obviating end user intervention in transferring files.
• Have been involved in writing complex queries to extract information on a day-to-day basis.
• Led the effort in writing a GUI in VB.NET embedded in a master form using ASP.NET for front end for assisting operations personnel in entry of data into specific tables in a SQLServer database. In effect, designed a user-friendly wrapper over direct insertion into the database for lay users, used web.config written in XML for setting values of configuration variables.
• Fully involved in the database as well as UI design of the application.
• Was involved in code review and code optimization.

Environment: VB.Net, ASP.NET 3.0, SQL Server 2005, Windows XP

Software developer

Responsibilities:

• Have been involved in coding these rules, reading from and writing to a SQLServer database through C# code using LINQ, and then writing to another database; used the app.config file written in XML for setting values of configuration related variables.
• Wrote a stored procedure to perform the same task which executes much faster than the C# program. I have used OLEDB to extract data from an excel file to be transferred to a SQLServer database
• Wrote plug-ins in C# (dynamic link libraries) to modify certain types of messages that are transmitted from the trading platform to the accounting system according to specific rules.
• Wrote a parser in C# using a recursive algorithm to parse and store messages in a certain form.
• Wrote a test suite in Winforms, with C# for backend, for testing message transformation using a plugin selected by the user; used System.Reflection for dynamically loading and using assemblies.

Environment: Windows XP, Visual Studio 2005, Visual Source Safe, C# .Net,VB.Net, ASP.Net, ADO.Net, HTML, XML, XSLT, CSS, SQL Server 2005, Crystal Reports.

Software developer

Responsibilities:

• Wrote advanced VBA tools using VSTO, visual studio tools for office, (specifically excel) for error detection, for detailed comparison of in-force files, for automated access to Access and SQLServer databases, and for cleaning corrupted files using the Excel object model
• Used excel extensively for routine maintenance activities with heavy usage of vlookup, charts and pivot tables
• Worked on option pricing models in C# involving equity options, caps and floors with a view to optimizing for speed, worked on pricing models for fixed income securities including zero coupon and regular couponed bonds, and implemented efficient numerical algorithms in C for stronger optimization.
• Designed and developed a simulation for stock price evolution using Monte Carlo techniques in C++ using lognormal assumption for stock price movement
• Developed unit test cases in C# for testing all features of Black, Derman, Toy interest rate models and suggested improvements to the code for speeding it up
• Worked on equity and interest rate derivatives, Greeks, VAR and equity options
• Have experience in designing and coding Winforms applications, web applications using ASP.NET, Silverlight 3.0 in the MVC framework, Can demonstrate a hand-held calculator that I wrote which makes use of the MVC framework; the user enters numbers and the operation to be performed on them in the usual way. The controller converts the event into a user action and notifies the model which in turn generates the new user interface, and renders the view. The cycle continues. I initially used Winforms for this purpose, and then later ported this application to ASP.NET and Silverlight 3.0 because I wanted it to run as a web application.
• Gathered requirements, designed, and wrote advanced VBA data audit tools to reconcile the overall fixed income equity allocation with the proportion of fixed income and equity in each of the policyholder’s investment funds.

Environment: Visual Studio 2008, C#, C, C++, Excel VBA, ASP.NET, Win forms applications

Software Engineer

Responsibilities:

• Reported and analyzed through VBA the 13-month persistency rates of dynamically changing blocks of exposures of unit-linked and traditional products
• Used constructs for file handling, created a database of premium-related data including the total premium, and the number of policies for different combinations of parameters such as product name, payment mode, channel of distribution, whether new business or in-force business etc. and then extracted information in a suitable format for reporting
• Enabled extendibility to other blocks of business
• Through automation, reduced execution time from one day to twenty minutes, and streamlined the process

Environment: VBA, Excel

Software Developer and statistical modeler

Responsibilities:

• Worked on an experience studies project (for Genworth Financial, USA) in which I created a mathematical model using curve fitting to explain and predict the lapse rates of single premium deferred annuity policies
• Used a multiple regression (generalized linear regression) approach along with the logistic function to come up with a model that showed improvement over the earlier arc tan model. New model was to be used for cash-flow projections
• Designed and coded a reporting system in VBA for reporting on the distribution of premiums, credited rate and earned rate information for new single premium deferred annuity business
• Led a team of two analysts as they took over the VBA work
• Worked on securitization of insurance reserves to meet statutory requirements

Environment: Minitab statistical software, VBA

Designer of teaching aids and instructor

Responsibilities:

• Involved in content creation, modifications and approval
• Delivered lectures on algebra, calculus and probability

Software developer

Responsibilities:

• Porting a CRM server’s C/C++ code from AIX to Solaris
• Wrote UNIX shell scripts for performing routine tasks efficiently
• Databases SQLServer and IBM’s DB2 in a porting project that involved writing stored procedures, triggers etc. after understanding the logic of the software
• Tested a database (Data Authority Server database) deployed in the SprintPCS network for issues pertaining to garbage collection, virtual clustering and out-of-memory conditions
• Maintained a stress testing tool written in Java
• Wrote test scripts in TCL to test a proprietary location/presence server used in mobile communication

Environment: Java, C++, TCL, SQLServer, DB2

Confidential

Research associate

Responsibilities:

• Developed wireframe model using OpenGLto create a triangulation of a sphere in C. Used various light effects for rendering.
• Wrote UNIX shell scripts for some software installations and other routine activities
• Passed machine graded programming tests in C that comprise problems that are to be solved programmatically using C. The solutions often involve the creation of clever algorithms.

Environment: C, OpenGL C++