- low latency development
Confidential, New York, NY
Python/ C++ Developer
- Build full revaluation component of Consolidated Profit Risk Technology (CPRT) supporting Mortgage/Bond/FX.
- Wrote Metrics Calculators to compute CPRT Metrics.
- Adapt Big Data component on current system: MapR saving, using 15% less grid time.
- Autolyze the monitoring system of entire full revaluation process on daily basis.
- Implement feeder - system to create UI Screens for Traders & feeds for Middle Office.
- Worked closely with Project Manager, Traders & Middle Office to support CPRT Metrics on-demand.
Confidential, White Plains, NY
Linux/ C++ Developer, Ticker Plant
- Build Parsers to validate / process Market data received from Exchange on Multicast Channels via UDP.
- Built On-demand handlers to process Market data received from Exchange on Retransmission Channels via TCP.
- Updated OMS Configuration rules to produce the normalized tokens for downstream systems.
- Performed the connectivity certification testing with Confidential & Confidential exchanges.
- Implemented Parsers for Exchange’s Trades and Quotes data transmission using FIX and CTF protocols.
- Implemented RTSD Handler for transmission of Static Symbol & VAP Data sent by exchange.
- Worked closely with project managers, business analysts & QA resources to adapt the parsers as per updates to Exchange supplements.
Confidential, Exchange Place, NJ
- Build Market Data Publisher to publish to Reuters ADH using Reuter’s proprietary UPA API.
- Migrated the Tux module to replace legacy Reuters infrastructure RTIC/STIC with Reuters ADH/ADS.
- Wrote the nightly batch scripts to update Market Data fields for Equity and Options in ADH.
Confidential, Skillman, NJ
- Build Web-crawlers to crawl & extract the Court Data available in pdf/zip/html formats from Confidential Courts’ Websites.
- Build Multi-threaded Feed-handlers to process incoming file feeds from Confidential Courts.
- Implemented Crawlers/Feeders to Support the State-wide Courts for States of Texas & Virginia to double the available court dockets in BLAW system.
- Production Support to resolve high-priority feed disruption issues within the agreed-upon SLAs.
Confidential, Andover, MA
Oracle/ Perl Developer
- Build a SEC Compliance Reporting System
- Build YAML Parser using Perl Moose to customize reporting requirements as per specific Mutual Fund’s requirements.
- Designed a DB Schema & Implemented the PL/SQL Modules to store and process the Confidential Client Data received from the Mutual fund companies.
- Performed the DB Optimization techniques to minimize the execution time of SQL Queries.
Confidential, San Jose, CA
- Build a Targeted Marketing Engine using Bloom-Filters to serve Ads to targeted Users with low false-positive rate.
- Build a Contextual Rule Engine to serve Ads to users dynamically selected based on their account preferences.
Windows C++ Developer
- Build a BDD Engine to perform FPGA Synthesis using the binary decision diagram.
- Build Logic Synthesizer to optimize the Verilog/VHDL Code to a canonical form for efficient hardware utilization.
- Implemented BDD Optimization techniques such as Variable Ordering & BDD Decomposition.