SUMMARY:

• With over 18 years of hands - on experience as Software Engineer, using C++, on both Windows and LINUX platform, me have accumulated substantial skills and noledge in Application Development, problem research, problem solving, solution modeling and implementation, using a large range of technologies, tools and scientific methods.
• me is currently working as developer in teh VaR Calculation System and Wholesale Credit Risk Analytics & Reporting Team at Confidential , implementing ECL Loss calculator and PDTM (Probability of Default Transition) model for IFRS9 reporting.
• me previously worked at Confidential in teh Credit Risk Team, developing Risk, PNL and Scenario measures calculators for Fixed Income Products mainly CDS, Cash flows and IR, IR Swap products. me have also worked on teh Risk Processing and Reporting Infrastructure, batch jobs configuration in term of pricing configuration, deals/Instruments type selection from Books, regions support, teh feeding of Grid calculated batch results to downstream consumers through RDB and proprietary Objects Database Sandra.
• In previous position, me worked two years as quant developer at Lybrosis Capital Group, working with analysts and traders to implement and improve analytics and quant trading strategies.
• me also worked in teh position of Senior Scientific Software Engineer, Team Lead of a group of 4. dis was in teh scientific biotech sector, for Confidential, where me designed and developed teh control and data analysis software for a CIRCULAR DICHROISM Spectrometer Instrument, with robot automation, to achieve a high throughput system, used by big names in teh pharmaceutical and drug research companies such as Pfizer, Merck, Glaxosmith, Genentech, Biogen...
• me have also designed and implemented a large scale, multi-clients, distributed client-server CRM Platform Software, competitor to teh Microsoft Dynamic CRM Server, while at Confidential, using C++ and embedded Mozilla Spider Monkey JavaScript Engine yielding a platform for application customization through scripting.
• Additionally, me have been contracted in teh Aeronautical sector, working on modeling application for Studies on teh failure and durability analysis of composite materials for Aircraft for Airbus.

TECHNICAL SKILLS:

Boost Library: C++ Quantlib & ORE projects C++ FIX Protocol Engine

Subversion source control: Python 3 Metaprogramming, Metaclasses, Decorators, Descriptors, Generators

Windows Programming with Visual C++ (Server Side & Client GUI, Desktop)

GUI, Scalable Application Front End: Windows, Unix, Android

COM Interoperability C# AND C++

SQL: and RDBMS Tables Design and Normalization, 3NF Boyce - Codd Normalization me have supported all teh main Relational Databases mainly MSSQL (Expert level) and ORACLE (9,11,12c), design, normalization, storing, querying and managing transactional data, handling automatic backup, handling restoration and deleted data recovery, saving and loading of large blog or image data type: MSSQL (Expert level), MYSQL, ORACLE and Sybase.QT and Wt library MVC Framework with Layout and Signals & Slots for UI Raw ODBC API

Android multi Channels TV Network App: Development on Eclipse with JAVA Application Automation with Mozilla Spider Monkey JavaScript Engine for easy customization and tailored solutions implementation. PHP on Apache Web Server; Script for server side pages and writing Apache PHP Module dll in C to expose C++ objects and application functionalities to PHP. Elgg & Wordpress platform for Social Networking and Content Management Web application Exchange Server Integration to a CRM application platform PBX, VOIP integration to a CRM application platform SMS Connector to an SMS Server.

PROFESSIONAL EXPERIENCE:

Confidential

Credit Risk Application Developer

Responsibilities:

• Implementing Risk measures calculators for CDS, CashFlow Series and IR Swap Instruments.
• Conducting break regression testing and investigating measures breaks comparing Quartz results with Legacy system results.
• Also worked on Infra Structure project: RDB Batch feeding to MSSQL Database, support for rolling previous batch date result for failed valuation

Confidential

Quantitative developer

Responsibilities:

• Worked on application to derive and present Risk metrics and factors, supporting Risk modeling (Regression Modeling, Monte Carlo prediction, Value at Risk Metering Tool VaR per strategy, on group of strategies, on defined time period)
• Maintained a system to calculate teh daily values of teh portfolios and track teh relevant portfolio performances, (Equity, Fixed Income, and Derivative mixed portfolio).
• Redesigned automated trading component to use multiple threads.
• Integrated Boost Library Unit testing.
• Designed and developed database objects (tables, views, functions, procedures, triggers, defaults, and constraints, complex SQL statements), for hosting modeling results.
• Developed scripts for stock ranking model, data and model integration, research report generation and format conversion;
• Architected and implemented a dynamic quality assurance system to capture issues in data feeds and monitor abnormality in modeling components.
• Monitored trading systems and daily data processing.

Confidential

Senior Scientific Software Engineer

Responsibilities:

• Chirascan CD Spectrometer Instrument Automation with teh TECAN OMNI ROBOT for an automated and customizable High throughput system with teh Spider Monkey JavaScript
• CFR and ISO Compliance
• Polarimeter: Control Software for instrument used to record Optical Rotation and Absorbance signals for separating Left hand and Right hand Chiral Molecules, important in making efficient drugs. me used picks detection and ratio to determine presence of different molecule compounds and whether they are left hand or right hand, then me separate them by diverting liquid flow in teh HPLC system by switching valves
• Graph plotting Software used to view, manipulate and analyze data acquired by our Spectrometer instrument.

Confidential, UK

Senior Software Engineer

Responsibilities:

• Hornbill main product is a Dynamic Live Customers Investment Portfolio Management System Platform upon which various applications are implemented for teh financial industry. (Portfolio Management, TOMS, OMS, multi-asset class - Equity, FX, Debt and Derivatives)
• My team TEMPhas designed and implemented Hornbill’s Distributed ITL based dynamic CRM Applications Platform Software, using TCP/IP&UDP Messaging and a live Non Polling Architecture. dis is teh main platform upon which teh Electronic Trading Order Management System (TOMS) and Execution Management System (EMS) is architected, using teh FIX Communication Protocol for multi-Exchanges data, with multi- broker/dealer capability and multi-clients access.

Confidential Ltd

Software Engineer

Responsibilities:

• Drs Hadland develops specialist high technology photographic equipment used in ballistic test routines and aerodynamic research.
• We adopted a Components based approach to software Development. In dat perspective me was in charge for writing Software Components using teh COM and ActiveX Control technology in Visual C++ (MFC and ATL).
• My Components encapsulate Image Processing, Measurement and Analysis functionalities, such as convolution filters used by colleague developers working in CBuilder and Delphi.
• me wrote test programs for my COM Components and ActiveX controls in CBuilder Delphi: edge detection, contrast enhancement, noise removal.