Senior Consultant Resume

TECHNICAL SKILLS:

Programming Languages and Technologies: Java, C++, SPRING, Perl, XML/XSL, EMS, J2EE, Web Services, SOAP, antJavaScript, SQL, Oracle PL/SQL, Sybase, EMS and MQ Series, JAXB

OS and Platform: Linux, AIX

Industry Applications: ION, Reuters, Tibco RV/EMS, Ion, Bloomberg and Intex Low latency, multi - threaded computing system

PROFESSIONAL EXPERIENCE:

Confidential

Senior Consultant

Designed and developed low latency ECN prices aggregating/Streaming service, using ION publishing quote stacks and bond indicative data
Designed and developed critical trading real-time bond pricing applications in Java. Worked on the fixed income trading desk to translate desk requirements into reliable application solutions. Implemented Algorithm based auto trading of Corporate, US Treasury and Agencies flow bonds using rule-based Trader spreads on price/yields. Integrated applications with Bloomberg derived bond pricing. Responsible for fixing, resolving desk pricing issues through the day.
Enhanced JNI based Analytic Library.
Auto execution (routing engine) based on smart pricing rules.
Designed and implemented Soap and RESTful Services, providing trade and indicative data persistence and retrieve functionality within SOA framework.
Feeding desk price quotes to 3rd party ECNs via direct lines

Environment: Core Java, ION/TibRv for subscript/publication data, Heavy multi-threading low latency service components, Sybase/Oracle, TibEms based inter-process communication mechanism, Unix pipe based PTP high throughput IPC between Java services, RV/RvCache based broadcasting bus, Linux servers.

Confidential

Senior Consultant

Member of Real-time Index System Team
Enhanced C++ based low latency aggregating and streaming framework
Designed and implemented Job Scheduling and Event Dispatching Framework
Corporate action work flow using event dispatching
Designed/implemented Framework classes and created meta-data for the Framework
Improved output dissemination work flow by utilizing Job Dispatcher
Involved in TCP/IP and Database tuning/optimization for low latency services
Trouble shooting various software problems such as cache synchronization, memory leaks, concurrency issues and latency issues.

Confidential

Senior Developer

Maintained and supported Confidential Mortgage Trading System’s settlement/booking functionalities. Documented existing legacy system and created designing document for component based settlement/clearance services.
All maintenance and support used C++, C, Java, J2EE, Hibernate, Stored Procedures, MQ Series, JMS, SWIFT and INTEX API.

Confidential

Lead Application Developer

Curve Servers which provide calibrated LIBOR curve, treasury curve and swap curves for swap pricing engines.
Migrate to new component services which provide real-time market price, historic market data, inflation data (sector based and CPI based), calibration marks, derived market data and deal info
Grid computing migration
Above projects used C++, Java, XML parser (both Java and C++ version), Reuters Real-time feed subscription, TIBCO RV, JMS, load balancing software (Symphony etc.), Perl, JSP and Weblogic Web Servers.

Confidential

Lead Application Developer

Creating US index families such as MBS index, Liquid Index, ABS index, Inflation Linked Index and High-Yield Index.
Creating data loading, sanity checking, bond analytics, index levels and risk analysis and index/portfolio stress testing daily batch runs.
Designed and implemented Index webpage which provide Confidential ’s indices families' performance reports and analytics as well customized user portfolio performance/analysis reports. Migrated website to use SSO.
Custom Index related data feeds to Bloomberg.
Performance tuning of Oracle queries in daily Index run batches.
Migration from Sun Solaris to Linux.
Performance improvement for Monte Carlo calculation batches

Technology includes: C++, Java, Oracle PL/SQL, XML parser (both Java and C++ version), .Net/C#, CORBA, JMS, Perl, JavaScript, SOAP, J2EE and Apache/Tomcat Web Servers.

Confidential

Senior IT Consultant

Fixed Income Research at Confidential, converted to full-time employee later
Prime Brokerage at Morgan Stanley, worked on C++ to J2EE migration and Perl modules enhancement
Global Lending at Confidential, worked on counter party credit exposure calculation
American Stock Exchange Trading System support for both order entry and order processing.
Pool allocation and clearance at Bear Stearns Mortgage Trading
Derivative trading at Confidential
OTC trading and program trading at Deutsch Bank AG

Confidential

Senior Analyst

Developed middle office automated trade flow for Swap deals

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