SUMMARY

Senior technical/engineering leadership with hands on experience with software application development, architecture, testing, QA, PMO and operational function. Extensive technical background in Trading Systems, FinTech, Risk Management, Financial Mathematics. Solid experience with large datasets, analytics, diverse technology stacks in C++, Java/Javascript, Python, .NET/C#. SQL with front to back, innovation and SDLC/Agile methodologies. Technology management experience (10+ years of experience as Director/Executive Director/ Confidential ), and regularly interfaces with senior business and stake holders including Confidential C - Level.

TECHNICAL SKILLS

SOFTWARE: C++, C, JAVA, .NET/C#, WPF, Scala, Python, Excel/VBA, J2EE, PHP, Perl, JavaScript, CORBA (Orbix, VisiBroker), Tomcat, Servlets, Spring, Hibernate, JSP, JMS, RMI, Shell/K-Shell, Make/Nmake, CVS, Sdb, Gdb, Dbxtool, Lex, YACC, SYBASE, ORACLE, SQL Server, MySQL, MongoDB, NoSQL, Android, jQuery, HTML/5, GemFire, INFORMIX, TCP/IP Sockets, Entrust PKI, STL, Eclipse IDE, CUDA/GPU, MPI, LSF, Machine Learning, NLP, Restful, SOAP, Micro-services, Node.js, Angular.js, React.js, AWS Cloud, Web Services (SOAP, Restful), Hadoop, Spark, Kafka, RabbitMQ, SDLC, Agile, JIRA, Active Pivot, MDX, SVN, GitHub.

HARDWARE/OPERATING SYSTEMS: WINDOWS NT/XP, Linux, IBM RS/6000, UNIX (System V, RTR, PSOS), AIX.

PROFESSIONAL EXPERIENCE

Senior Consultant

Confidential, New York, NY

Responsibilities:

• Coded and developed engineering solutions for Secured Lending and CLO financing using Athena/Python framework. Working with CLO analytics for front-office CLO desk building solutions for S&P CDO Evaluator API and Athena framework. Worked to develop/architect back end server components. extend Athena Desktop GUI to design class objects hierarchy for back end and.

Team Lead

Confidential, New York, NY

Responsibilities:

• Lead large technical initiative to architect, develop and deliver firm-wide Intra-Day Live Risk Limit monitoring system covering Market and Credit Risk. Responsible for development of MDX, ETL and data enrichment process to process high-volume real-time data.
• Lead engineer teams across global locations, involved in all aspects to architect, planning, design, development, prioritizing, testing the system. Technology stack is Core Java (Multi-threading, Spring Boot/Hibernate/Microservices) Tibco RV/EMS, Gemfire cache, #C/WPF, Active Pivot Cube, Multi-Dimensional Query.
• Worked on Business Requirement Documents (BRD) and Functional Specification Documents (FSD).

Quantitative Software Developer

Confidential, NYC

Responsibilities:

• Senior architect and quantitative developer in Core Margin Risk Technology team to develop connectivity and messaging (FixML, CSV) API with Chicago Mercantile Exchange (CME) for computation of Span Margin for Futures and Options portfolios.
• Develop API for creation of RML4.0 files, and calculation of risk metrics platform using Python/Java/SQL in QUARTZ platform.

Founder

Confidential, New York, NY

Responsibilities:

• Built the Minimum Viable Platform (MVP) to trade stocks and ETFs based on investors risk profile. Involved in Microservices architecture, full stack development, and technology stack used was Python, React.js, Node.js, D3.js, MySQL and AWS/Heroku cloud, and implemented algorithms to suggest trades to realize investment goals.
• Responsible for program delivery of Confidential ’s Treasury Confidential programs covering Total Balance Sheet P&L forecasting for CCAR, Interest Risk Exposure, Economic Value of Equity/Sensitivity, Asset Liability management, Stress Testing. Coded Java analytics for Cashflow, KRD/DV01/Convexity calculation.
• Performed hands-on model implementation, architecture and validation of 2-Dimensional Deposit (TTS, MMDA, and DDA) models in Java/C++ along with Quant modelers. Set up CCAR/GSST stress scenarios. Responsible for production of monthly and quarterly IRE/EVE/EVS risk metrics for ALCO review, and resolve all technical/computational issues raised by Risk managers, explanations to queries from FED/OCC regulators.
• Built partnership with Confidential Market Risk Manager and other managers from Risk, Finance globally, and Technology departments to align strategy and deliverables. RUBY system is used for forecasting, risk calculation and built using Java/J2EE, Webservices, ORACLE technology stack integrated with various analytics libraries (DP, YieldBook, INTEX) for producing monthly Interest Rate Risk metrics from IRE/EVS/EVS runs with various Risk scenarios.

Confidential, Philadelphia, PA

• Lead development and manager (hands-on) for delivery of HPS (Hedge Projection System) for hedging $100B Variable Annuity (VA) Portfolios and ALM (Asset Liability Management), and responsibilities include all aspects of requirement analysis, coding, front-end, middleware and quantitative development, planning, architecture, testing, deployment along with budgeting, infrastructure, vendors, market data and audit. HPS uses Monte Carlo simulation framework on CUDA/GPU (NVIDIA) clusters, C/C++ Computation engine, MySQL database that included data schema design, mapping, linking, enrichment and scrubbing. .NET/C#/WPF Front End and Perl/Python scripting.
• Reported to Chief Risk Officer (CRO) directly, worked with strategists and production actuarial specialists within Equity Risk Management (EQRM) department in integration of pricing models, analytics, operational aspects and SOX Audit and to expand strategic scope of HPS. Roll out of HPS and retirement of Milliman system saved company $5million annually.

Executive Director

Confidential, New York, NY

• Senior hands-on engineering manager of US Fixed Income Credit Technology for front-office covering Flow, Structured, Loans, Debt Syndicate business. Worked to deliver strategic UNITY platform for Trade Processing (Traders and Sales to cover trade capture, matching and Sales Credit calculation. Technology stack was Java (server), C#/WPF front-end, TIBCO RV/EMS messaging, GemFire cache.
• Managed deployment of LoanIQ (MiSys) system for US Loan trading business for multiple legal entities. Built QuoteVision infrastructure for providing live CDS and Bond quotes to trading desk, and built market data feed from Confidential and Markit for daily Loan prices.
• Managed roll out of Debt Syndication System (IssueBook from IPREO) to Debt Syndicate desks globally. Cover requests from traders from IG/HY, Loans, CLO, CVA and Syndicate desks, risk managers, Middle Office and Product Controllers. Responsible for IT strategy and vision, and delivery of US book of works.

Founder

Confidential, New York, NY

• Built the online bond trading platform to trade Treasuries and Corporate bonds, and was able to raise $850k funding. Developed using LightStreamer for price streaming, Java/Servlets/JChart, MySQL and hosted AWS cloud.

Director

Confidential, New York, NY

• Senior development manager leading a global team of 25 people for Emerging Markets Credit Trading IT team to run (plan, develop, support) trading desks in New York and London. Put in place vision, strategy roadmap and architecture for diverse EM product stacks from front-to-back perspective, and built a global team with additional recruitments. Responsible for all daily IT activities for the desks development/support of front-office applications for daily Risk/P&L reports. Built Rates Pricing and Yield curves, and Credit Curves using hazard rate models.
• Developed/architected Credit Derivatives pricing models using .NET/C#/C++ with QuantLib/Boost and Sybase/SQL Server. Developed Off-system applications for Structured and Exotics trades using models developed by Credit Derivatives Analytics (CDA) library group

Senior Consultant

Confidential, New York, NY

• Desk developer to support Structured Credit Derivatives Trading Desks (Flow, Debt-Equity and Exotics) for daily activities and Analytics development. Produced daily Risk Reports, P&L Reports for traders. Developed many Excel Spreadsheets to compute Bond Basis, Pricing, CDS (Credit Default Swaps) Index Run, Morning Error Monitors, Stale CDS curves checks, and Treasury Bond Price checks, IR Risk/Default Risk computation.

Consultant

Confidential, New York, NY

• Desk developer to support Structured Credit Derivative desks trading Credit Default Swaps (CDS) and Cash and Synthetic Collateralized Debt Obligations (CDO). Wrote applications in Visual C++/Perl/Excel/VBA for data extraction from Intex System for various CDO Deals, and Perl and Excel scripts to generate daily Position, Credit Risk Sensitivity and Attribution Reports to the traders. Provided production support for all batch processes, daily reports and various data feeds.

Vice-President

Confidential, New York, NY

• Lead developer for Portfolio Aggregated Risk Information System (PARIS) using Value Confidential Risk (VaR) analytic methodology to assess Market Risk on different asset classes (Equities, Fixed Income, Convertible Bonds, Mutual Funds, Non-Linear Derivatives. Built Collateral Management System (CMS) to calculate daily portfolio exposure, and Multi-Manager Performance Reporting for PCG clients. Wrote the Lending Value (LV) and VaR engine, many backend servers using C++/Java/Corba/Servlets
• Lead developer for Fixed Income System (FIS2) that performs all core analytics for various fixed income and derivative products within credit portfolios. Worked with Monte-Carlo Simulation for portfolio Credit Risk measurement due to issuers rating change. Programmed in C++ to perform OAS, volatility, sensitivity analysis, compute average life, and use Swaption volatality. Developed analytical models to compute duration, convexity etc. for U.S. Treasury Bond Futures. Worked with Fixed Income Portfolio Risk Model that produces Tracking Errors (TE) based on Sectors, Duration and Security selection against benchmarks, and computes diversification benefits.
• Project lead developer to build the JPMIM web-sites for institutional clients, and managed 10 software engineers. I also developed many functions and support tools for the website. Development environment includes VisiBroker ORB from Visigenic, C++, JavaScript, Dynamic HTML, JDK, Servlets, iPlanet WebServer, JDBC, EnCommerce authentication and Sybase, PKI.

Lead Programmer Analyst

Confidential, NewYork, NY

• Worked with the Mortgage Backed Securities (MBS) Allocation system, specifically for Electronic Poll Notification ( Confidential ) “Disaster Recovery” development project, to meet requirements specified by Confidential .
• The system had a pool allocation engine, monitors for incoming and outgoing trades, Pair-Off and Give-Up processes. Created a C++ class library based on TCP/IP Sockets to develop client applications for message data distribution system
• Extensive development experience in real-time telecommunications software development in the area of switching, signaling, operations systems and microelectronics using embedded object-oriented client server technology including Graphical User Interface (GUI) design.
• Accomplishments include: Project leader for the development of the HFC (Hybrid Fiber Coax) system. Developed code for a simulator, which is used to unit test and debug code in the absence of real hardware.
• Developed the User Interface Panel (UIP) in C++ using OpenLook, Xlib and Message Queue and Inter Process Communication (IPC) mechanism for the simulator.
• Designed and developed a translator in C that translates from EDIF to POSTSCRIPT language for printing out circuit schematics for VLSI. Used many CAD tools for design capture, synthesis and simulation of MOS VLSI circuits