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