Executive Summary:

Senior technical hands - on leadership (Director/Executive Director/SVP for 10+ years) at top-tier investment banks. Proven track records of solid designing, development, architecting, supporting and operating complex distributed systems. Extensive technical background in Risk Management, Financial Mathematics, dealt with large datasets, C++, Java/Javascript, Python, Cloud/Infrastructure and Digitization. Managed teams of software, architects, infrastructure engineers. Experienced with diverse technology stacks front to back, innovation and SDLC/Agile methodologies, and RFP/RFQ, Vendor Selections. Worked with senior business leaders including Heads of Trading Desks, Controllers, Compliance, Finance and reported directly to CRO.

Computer Skills:

SOFTWARE: C++, C, JAVA, .NET/C#, WPF, Scala, Python, Excel/VBA, J2EE, PHP, Perl, JavaScript, Kubernetes, Docker, Jenkins, CORBA (Orbix, VisiBroker), Tomcat, Servlets, Spring, Hibernate, JSP, JMS, RMI, Shell/K-Shell, Make/Nmake, CVS, Sdb, Gdb, DART, Dbxtool, Troff, Lex, YACC, SYBASE, ORACLE, SQL Server, MySQL, MongoDB, Android, jQuery, HTML/5, GemFire, INFORMIX, Xlib, TCP/IP Sockets, Entrust PKI, STL, INTEX, MarkIT, Bloomberg, Reuters, Summit, Murex, LoanIQ, QuoteVision, ARTS, MarketAxess, Numerix, Eclipse IDE, LightStreamer, BlazeDS, Flex, CUDA/GPU, MPI, LSF, Machine Learning, NLP, Web-Services (Restful, SOAP), Node.js, Angular.js, React.js, AWS Cloud/Infrastructure, Hadoop, Spark, Kafka, RabbitMQ, SDLC, Agile, JIRA, Active Pivot, MDX, SVN, GitHub, Sumologic, TDD, Spring boot.

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

EXPERIENCE:

Head of Engineering Operations, Confidential, CA

Leading engineering team to architect Stockpile2.0 fractional stock trading financial applications including re-engineering,, Coding, Testing, DevOps using Java, Python, AWS (EC2, S3, RDS, EMR), MongoDB, SSH, Docker containers, Kubernetes clusters/EKS, Jenkins CI/CD using Linux/Windows/MacOS environment, covering JIRA project management, QA and managing onshore/offshore development teams. Lead PCI-DSS (Payment Card Industry Data Security Standard) audit compliance. Developed Braggart API software code and data models using Spring Boots JAVA micro-service framework, Kafka messaging to allocate trading proceeds to different accounts. Wrote scripts using BOTO3 Python package to interface with AWS network elements.

Senior Consultant and Team Lead, Confidential, NJ, CA

Built E-Business supply chain integration solutions for Apple Confidential . involving OEM (Original Equipment Manufacturer), Suppliers and Vendors. Leading On-shore and Off-shore teams to build solution using Java Spring Boots Micro-Services, MongoDB, Oracle, Splunk using Agile methodology (June 19- Sept 19: Client Apple Confidential . Sunnyvale, CA)

Built engineering solutions for Secured Lending and CLO financing using Athena/Python framework. Built CLO analytics for front-office CLO desk building solutions for S&P CDO Evaluator API. Developed back end components (Credit Bonds, Prices, Deals, Sectors, Collaterals) and extend Athena Desktop GUI. Designed Class objects for back end and GUI and implemented Concentration Excess Limits analytics for portfolio deals (Oct.18-May 19, Client: JPMorgan Chase & Co., New York, Confidential )

Leading large technical initiative as team lead 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 extract and aggregate high-volume real-time data feeds from Front office systems covering Fixed Income (Rates and Credit), Securitized Products, FX, Equities and Risk Limits. Leading engineers across global geographical locations, involved in all aspects to architect, planning, design, development, prioritizing, testing the system. Technology stack is Core Java (Multi-threading, Spring/Hibernate) Tibco RV/EMS, Gemfire cache, #C/WPF, Active Pivot Cube, Multi-Dimensional Query. Acted as approver of Business Requirement Documents (BRD) and Functional Specification Documents (FSD) for Market and Credit Risk Limit monitoring programs (Sept 17-Oct.18: Client: Confidential , New York, Confidential )

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 at RiskMetrics@ MSCI RiskManager platform using Python/Java/SQL in QUARTZ platform. RML API covered extensive product range including Equity, Futures, Options, ETFs, Bonds, CDS, CDX, Rates products and Swaptions. Enhance RML API to handle negative rates, extended to cover additional products like Convertible Bond Options, OIS, and Volatility products. Develop solutions for Variation Margin and Pending Cash calculation for Equity Swap products and daily reporting with data feeds from various sources (Aug 16-Sept.17 Client: Bank of America, New York, Confidential )

Head of Treasury Market Risk Technology, Confidential, New York,

• Responsible for delivery of Confidential ’s Treasury Market Risk Technology programs covering Total Balance Sheet P&L forecasting for CCAR, IRE (Interest Risk Exposure), EVE/EVS (Economic Value of Equity/Sensitivity), Asset Liability management (ALM), Global Systemic Stress Testing (GSST). Responsibilities also include Cashflow production, KRD/DV01/Convexity calculation. Massive Balance sheet included diverse products including Fixed, Floaters, Swaps, Loans. Deposits and Credit Cards.
• Performed hands-on model implementation 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, provided explanations to queries from FED/OCC regulators.
• Built partnership with Head of Treasury 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, 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 covering multiple simulation methodologies (Dynamic, Plan Static, Spot Static, and Runoff).

Head of Risk Technology, Confidential

• 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, 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. Rolled out of HPS and retirement of Milliman system saved Confidential $5million annually.

Executive Director, Fixed Income Credit IT, Confidential, New York,

• Senior hands-on development 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 LPC and Markit for daily Loan prices.
• Managed roll out of CVA (Counterparty Valuation Adjustment) platform to US CVA desk under BASEL framework of Funding, Capital Requirement, LD, LGD, EAD and system interfaced with Credit, Rates and FX systems.
• 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.
• Developed CDO NAV (Net Asset Value) calculator for all US CLO deals using INTEX VCMOWrapper DLL in Excel/VBA with CLO deal indicative data from INTEX. Rolled out Corporate bond e-Trading on MarketAxess, Bloomberg and TradeWeb platforms.

Director, Global Head of Confidential Credit Trading IT, New York,

• Senior development manager leading a global team of 25 people for Confidential 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, built a global team.
• Developed 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. Located on trading floor to work closely with Traders, Desk Quants, Global Risk Management (GFRM), Product Control Group (PCG), Model Validation, Operations and other technology groups
• Products handled were CDS, CLN, NPI (Non-Payment Insurance), CMDS, Range Accrual Notes, Credit/IR Hybrids (Callable CLN/CRAN), Extinguishing Cross Currency Swaps with Quantos, Indices, Baskets, Repos, Tax-Arbitrage, Bonds, CDS and Index Options, Interest Rate Swaps etc. Built various applications for Relative value, Basis analysis, Live pricing and distribution for Market Making, Event and Risk Management batch.
• Developed Excel/VBA/RAD (Rapid Application Development) and .NET/C# server, Reuter SSL. Improved straight through processing (STP) capacity, and managed delivery of portfolio of projects simultaneously including delivery of EM Hybrid (Credit, Rates, FX) products down-steam feeds, live price sourcing and distribution applications for Cash and Derivatives products.

Senior Consultant, BNP Paribas, New York, Confidential

• 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 .

• 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 (Lombard, LPC, Yield Book etc).

Vice-President, Confidential, New York.

• Lead developer for Portfolio Aggregated Risk Information System (PARIS) using Value at 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 volatility. 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.

Lead Programmer Analyst, Confidential, NewYork.

• Worked with the Mortgage Backed Securities (MBS) Allocation system, specifically for Electronic Poll Notification (EPN) “Disaster Recovery” development project, to meet requirements specified by MBSCC. 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