SUMMARY

• Senior software developer with 15 years of C++ and Unix/Linux experience, 4 years of Java, 3 years of Python and 16+ years of experience in Object Oriented Analysis and Design.
• Very strong professional experience in designing, implementing and supporting/maintaining large scale, highly complex Fixed Income Derivative systems involving Trade flows, Pricing, Risk Management, Payment and Settlement; using C++, Unix/Linux/Grid, Java, Sybase, Perl, Python, Shell, Multi - threaded systems and XML-based messaging.
• MarkitWire expert. Strong business knowledge of Fixed Income Derivatives business.
• Advanced problem solving skills. Strong mathematics and analysis skills.

PROFESSIONAL EXPERIENCE

Confidential, Jersey City, NJ

Application Architect and Specialist

Environment: Python, Quartz, DB2, Sandra database, HUGS, Agile, Messaging, XML

Responsibilities:

• Designed, developed and implementing Plexus Listed projects of MLI OSA and MLPFS OSA products for the Futures and Options work.
• Involved software SDLC phases using Agile methodology.

Confidential, New York, NY

Senior Programmer/Analyst

Environment: C++, Java, Unix/Linux/Grid, Perl, Python, shell, MarkitWire API, Sybase, Clearcase, Motif, dplib, #c, Autosys, AIX, XML-based messaging and Multi-threaded systems

Responsibilities:

• Designed, developed and implementing CDS ASIA Instance to implement new products: CRA, Accrual swaps, Quanto swaps and enhanced new instruments/curves for Asia countries, enhanced risk jobs -- Stress, Scenfs for Asia countries. Developed and set up systems for Singapore, HK, Korea, Taiwan, China, Thailand, Indonesia and Malaysia trading desks using C++/Unix/Linux/Grid, Sybase, Perl.
• Designed, developed and implemented new CDS Instance, CDS INDIA, involving transfer of 20,000 deals from CDS LONDON to CDS INDIA. Enhanced codes to flow INR deals and calculate PV/Risks using C++/Unix/Linux/Grid, Sybase, Perl.
• Designed, coded and implemented BRL CDI SwapsWire trade flow from Markitwire to CDS, and flow payment to downstream DPS/OASYS. Developed and set up production environment for BRL SW deals flow to CDS, set up BRL curves and PV/Risk calculations using Java/C++/ Unix/Linux/Grid, Sybase, Perl.
• Enhanced performance for rate setting processes, PV calculations, Risk calculations -- on line and batch using C++/ Unix/Linux/Grid, Sybase, Perl and Monte Carlo.
• Enhanced GMR (Global Market Risk) calculations for CDS Emerging Markets.
• Implemented SwapsWire adaptor upgrades using Java/C++/ Unix/Linux/Grid, Sybase, Perl.
• Designed, developed and implemented CDS multi sites project which involved system changes to all instruments, curves, deals, PV/Risk calculations according to the sites and countries. Allowed desks in different time zones to close days and maintain their own instruments, curves, deals and PV/Risk calculations using /C++/ Unix/Linux/Grid, Sybase, Perl and Monte Carlo.
• Designed, developed and implemented CDS Brazil, Mexico and Chile which involved enhanced PV/Risk calculations for BRL/CHL/MXN deals. Created new risk jobs, new feeds MSO/MIS/LCF, and GUI implementation for Emerging Markets using C++/ Unix/Linux/Grid, Sybase, Perl.
• Designed, developed and implemented new features in Swaps, Exotic Swaps modules to provide new interfaces between database and applications, and provide final results in the Swap Pricing Windows and Swap Schedule dialogs using C++/ Unix/Linux/Grid, Sybase, Perl and Monte Carlo.
• Designed, developed and implemented MLD (Market Linked Deposit) modules -- created new graphic user interface, extended new application classes, libraries and processing structure, and added corresponding changes to database using C++/ Unix/Linux/Grid, Sybase, Perl.
• Designed, developed and implemented new pricing screen for Fra modules which introduced a new calculation method for PV and FS. Support portfolio, Swaption, Capas, OtcInfo modules which involved new implementation in GUI, application and database using C++/ Unix/Linux/Grid, Sybase, Perl and Monte Carlo.
• Participated in performance tuning for P2.8 version which involved tuning the auto-flex products so that day end can finish before SLA using C++/ Unix/Linux/Grid, Sybase.
• Maintained CDS system for both P2NY and P28 products which involved fixing bugs and providing hand-shake testing and verification for different modules such as Swaps, Caps/Floors, Fra, Swaptions, Portfolio and Otc Info using C++/ Unix/Linux/Grid, Sybase, Perl
• Migrated CDS ASIA production server to AIX environment successfully without any issues. Checked all front office functionality, checked all trade flow activities, checked PV/FS for all products and set up new production environment. CDS ASIA batch jobs were reduced from 10 hours to 5 hours after AIX migration.
• Supported SwapsWire trade flow from SwapsWire to CDS LATAM daily. Make sure all trades flow from SwapsWire to CDS to DPS, to OASYS, without issue. Merged/upgraded/tested SwapsWire adaptor packages from Solaris 8 to Solaris 10 and released to production. Upgraded SwapsWire adaptor packages from MSW 7.0 to 8.0 using Java/C++/ Unix/Linux/Grid, Sybase, Perl and Monte Carlo.
• Supported CDS ASIA and CDS INDIA daily production which includes checking risk/P&L numbers, trade flow checking, curve/instruments setup, day end closing, making sure batch went successfully and roll date before SLA. Fixed all issues for users, on schedule using Java/C++/ Unix/Linux/Grid, Sybase, Perl.
• Participate in all cycles for SDLC to release major CDS packages to CDS LATAM, CDS ASIA and CDS INDIA. Responsible for CDS/SW development and production issues fix using Java /C++/ Unix/Linux/Grid, Sybase, Perl.
• Worked on Solaris 10 migration from Solaris 8 and CDS ASIA database AIX migration. Coordinated and lead teams including DBAs, UNIX SAs, Grid SAs, Autosys team, support team, development team to migrate to new CDS production environment.
• Worked on Oasys system which includes the trade capture systems for Citi to maintain payment and settlement.
• Served as DR coordinator to coordinate DBAs, Unix SAs/Grid SAs, front/middle/back office users of CDS LATAM, CDS ASIA and CDS INDIA to participate annual DR testing.

Confidential

Software Developer

Environment: C++, UNIX, Motif, XT, Xlib, Tools.h++, ORACLE, UNIX, X Window, Window NT

Responsibilities:

• Developed and implemented new features for main screen which displays the schedules in Gantt chart format and inventory levels in line graph format.
• Designed and implemented Schedulex and SCI interfaces for production, calendars and table/list information.

Confidential

Environment: C++, UNIX, Motif, XT, Xlib, Tools.h++, TeleuserUimx, View h++, Sybase, X Window

Responsibilities:

• Designed and implemented graphical user interface for Supply Chain Visibility part in 3D. The primary purpose of SCV is to provide visibility into various inventory components across the supply chain regardless of location.
• Applied Object Oriented design in GUI design and using Object Oriented Programming concepts in coding construction.

Confidential

Responsibilities:

• Designed and implemented packages of graphical presentation and manipulation of numeral results for SPICE-PAC and FIT type applications which are developed as computer aided design software tools for circuit simulators.
• Participated in the entire process of software development.

Environment: C, UNIX, Athenae, XT, X, X Window