Senior Consultant And Database Architect Resume
NY
SUMMARY
- Over Twenty Years of experience in architecting and developing applications in all aspects of Project Life Cycle using Design Patterns.
- Business Experience includes products such as MBS, CMOs, ARMs, Bonds, CDS, Equities, US Treasuries and Derivatives.
- Strong Database Administration skills in Sql server and Sybase
- Strong skills in Object Oriented Technologies (OOA/OOD/OOP) using C++ on both Windows and Unix Platforms in both Client Services Architecture and distributed technologies
TECHNICAL SKILLS
Languages/Scripts: C#, C++, VBA Scripting, Java, C, .NET, Perl, Unix Shell Scripting, X - Motif, Tuxedo and SQL.
Libraries/Servers: Bloomberg, Intex, MarkIT, STL, JDK, DB-Libraries, MFC, MQ Series, Tibco Rendezvous, BEA Web Logic Server, Netscape Server, and Tomcat Apache Web Server, SunONE/IPlanet Directory server 5.1, IBM WSAD.
Databases: Oracle (9i, 10i), Sybase (11, 12, 15), SQL Server 2005/2008/2012/2014 , MS Access, MySQL and DB2.
Tools: /Editors: SQL Server Management Studio, DB-Artisan, UML, SSIS, XMLSPY, TOAD, Benthic, Edit Plus, SQR, AutoCAD, MS-Office, Rational Rose, RogueWave7, TBS-Metasolv, Mainframes, Arbor OM&BP, Pro*C, Perforce, Embedded SQL, Clear Case, Exceed, Visio, Eclipse, .NET Framework, AutoSys, Control-M
PROFESSIONAL EXPERIENCE
Confidential, NY
Senior Consultant and Database Architect
Responsibilities:
- Involved in migrating complicated Legacy reference data loading applications into manageable applications.
- Worked closely with Traders, Research and Modeling groups on daily basis to provide ad-hoc mortgage analysis from mission critical Databases.
- Maintained SQL Server Database of over Terabytes in size
- Involved in Unix/Linux Shell scripting, windows batch scripting & Perl programming.
- Proficient in working on Database Objects, Query & Performance Optimizations.
- Enhanced and Supported VBA-Excel applications to report and refresh latest data for MEGAs, Giants, Platinum’s.
- Downsized over 800 Autosys & ControlM batch Jobs to 325 while removing redundancies and enhancing reusability.
- Created a CMO Intex library model using Intex libraries to calculate CMO and Float Amounts.
- Involved in agile development methodologies while implementing design patterns efficiently using coding standards.
- Calculating prepayment speeds, generating cash-flows, providing loan performance and stratifications
- Managed Agency Daily, D4, D6 & D8 Agency Loads from eMBS, Intex and Bloomberg vendor data.
- Automated MEGAs, Giants and Platinum deal data loads from Intex and exploded to leaf level.
Confidential, NY
Lead Programmer Data Analyst
Responsibilities:
- Involved in developing a Trade Blotter in VBA Excel, P&L and Risk summary viewer using external APIs of Bloomberg, MarkIT, Analytical Libraries to evaluate market value, daily P&L using Market Price changes.
- Analyzed designed and developed a DTD, MTD and YTD PNL and Risk Reports incorporating explain categories with heavy VBA Scripting for all assets of the desk.
- Actively interacted with Traders on daily basis to support Adhoc queries and report generation on trading desk using RAD development methodologies.
- Involved in generating CDS Analytic Pricing Library in C++ using numerical methods mainly Regression & Monte Carlo Simulation models to calculate Net Present Values of trade positions
- Enhanced and Supported Analytical Libraries that are mainly used by VBA-Excel scenario models to estimate and forecast the assets performance.
- Involved in generating PNL feeds from Wall Street Office to Bed Rock on SQL Server 2005 using C# and .NET Integration Services (SSIS).
- Created a CMO intex wrapper model using intex libraries to analyze and predict the market impact of asset price direction while displaying on Excel charts.
- Involved in agile development methodologies while implementing design patterns efficiently using coding standards.
Confidential, NY
Lead Programmer
Responsibilities:
- Involved in creating and designing services that supports feeds to and from MBS Expert and ICI as XML Messages, through socket communication.
- Created a C# .NET Win Forms Application to load various client inventory positions, which are provided in different file formats, used actively for REPO trading.
- Designed and created a C# .NET Win forms blotter position Application for risk management while actively interacting with Traders and Allocators using ADO.NET for database mapping.
- Worked on designing and implementing a windows multi-threaded application for synchronization of MBS Securities with Bond Securities, which plays key role in supporting MBS trading application.
- Maintained designed and developed C++ automated jobs like retrieving static data from reference data providers and reconciling blotter positions with our back office systems.
- Involved in conversion analysis and implementation of restructuring the static data model of reference data design using Oracle 10i.
- Generated a prepayment model using VBA Excel programming mainly using Time Series Analysis.
