Software Development Engineer II Resume

SUMMARY

6 years of professional experience in IT industry, which includes all phases of SDLC: Analysis, design, development, testing, implementation and maintenance of client/server applications?
Hands on experience in banking and financial services domain, which includes:
Development and enhancement of equity trading systems.
Credit risk calculations and optimization.
Design and development of UI web applications in banking and financial domain.
High level domain knowledge on equities, trading, credit risk, market risk, VAR, risk reporting
Experience with Bloomberg API and other data vendors.
Exposure to FIX protocol and network concepts like TCP, IP, Multicasting.
Expertise in handling APIs/batch processes using C++, STL library, shell scripts, multithreading & signals.
Experience in using .NET technologies, C#, ASP .NET, ADO .NET, WCF, WPF in Visual Studio environment.
Experience in writing stored procedures, views and T - SQL programming on SQL Server and Sybase.
Good knowledge in debugging tools like GDB, Valgrind.
Quick learner in understanding the architecture and requirements of the existing systems.
Strong analytical and problem-solving ability, self-starter, excellent communication and presentation skills.
Good in coordinating with business users and other members of the team.

TECHNICAL SKILLS

Languages: C, C++, C#, SQL, Silverlight

Web technologies: WCF, ASP.NET, C#, ADO.NET and WPF

Scripting Languages: Java Script, Unix shell scripting

Relational Database Tools: MS SQL SERVER 2005/2008, Sybase

Operating System: Windows 98/XP/7/2000, UNIX

Version Control Systems: Team Foundation Server (TFS), ClearCase

PROFESSIONAL EXPERIENCE

Confidential

Software Development Engineer II

Environment: C++, UNIX, Windows, Sybase

Responsibilities:

Developed C++ analytical solution to calculate CVAR for different instruments using the loss distributions generated from Risk Frontier.
Integrating multiple inbound data sources to Risk Frontier (substantive data cleansing and transformation). Wrote numerous SQL queries using stored procedures to capture information from the database and make it available to C++ modules and vice versa.
Built a prototype optimization model in C++ which was used to unit test the vendor optimization model output.
Developed programs in C++ for generating daily risk numbers grouped by different sectors and regions for reporting purposes.
Providing ad-hoc reports to business and senior management.
Responsible for unit testing, performance tuning of the application while conforming to high software standards.
Hands on software development and unit testing (C++, SQL, and Excel), system production support and system performance optimization.

Confidential

Environment: C++, UNIX, Windows, Sybase, FIX

Responsibilities:

Enhancements to the existing equity trading blotter as per the request from the business users.
Involved in front end GUI enhancement of the trading multithreaded high performance software using VC++ and MFC so that the traders can place their orders.
Building post trade benchmark calculations based on VWAP, TWAP and other internal benchmarks.
Developing post trade reports.
Member of working group to develop a standard companywide messaging protocol to cover all message flows in equities.
Support Financial Information Exchange (FIX) based client and server engines using C++.
Centralizing trades from all regions and integrating the same to existing systems.
Maintenance and continuous testing of existing trading systems.
Dealing with High Frequency Trading data.
Worked closely with project managers & analysts to assist them in module testing, integration & documentation.

Confidential

Environment: C#, WCF, ASP.Net 3.5, ADO.Net, SQL Server 2008, Visual Studio

Responsibilities:

Requirement gathering, analysis and developing the prototype accordingly.
Submitting the FSD (Functional System Design) and getting approval from client.
Developed sample POCs on the basis of requirements.
Involved in analyzing, designing, developing and testing of the entire application.
Developed WCF services which communicate between Web application and External Web Services and internal Services

Confidential

Environment: C#, Silverlight, ASP.Net 3.5, ADO.Net, SQL Server 2008, Visual Studio

Responsibilities:

Involved in all phases of Software Development Life Cycle including requirements gathering, designing, development, testing, implementation and post production support.
Submitting the SDS (System Design Specification), TDS (Test Design Specification), User Guide and getting approval from client.
Development of application on the basis of requirements and Maintenance of the existing modules.
Implemented code behind and business logic in C#.