SUMMARY:

• Fifteen plus years of experience working on mission - critical, enterprise and multi-tier applications for several financial companies using Core Java, Concurrency/Multithreading, Scala, Python, Spring, Hibernate, J2EE, SYBASE, Oracle, Informatica, Unix Shell and Perl scripting.
• Fifteen plus years of experience on server side, grid computing and web applications using DataSynapse GridServer, JBoss Infinispan Data Grid, JBoss AS, WebLogic, Tomcat, WebSphere, IPlanet Web Server and Iona OrbixWeb.
• Hands on experience in full life cycle development of server side, grid computing, low-latency and high-throughput, web and business applications.
• Business and financial product knowledge in the areas of Capital Markets, Margin, Credit Risk, Market Risk, Equities, Energy Commodities, Credit Derivatives, Asset Management and Investment Banking.SKILL

TECHNICAL SKILLS:

Languages: Core Java 8, Scala 2.x, C, C++, SQL, PL/SQL, Transact-SQL

Scripting Languages: Python 2.7, Perl, Shell (K, C), JavaScript, jQuery, JSON, AJAX

Java Related: Concurrency / Multithreading, J2EE, EJB, Servlets, JSP, Swing, JDBC,RMI, Design Patterns, JAX-WS 2.x, JAX-B, JAXP

Frameworks: Spring 4(Core, AOP, Messaging, REST, MVC), MyBatis 3.x,Hibernate 3.5, Struts 2

Messaging: JMS, TIBCO, MQSeries

Web Services: SOAP 1.2, RESTful

Data Warehouse: Informatica 8.x

Databases: SYBASE ASE 15/12.5, Oracle 11g, MS SQL Server, DB2

Build Tools: Maven, Ant, Jenkins, Hudson

Version Controls: GitHub, Subversion/TortoiseSVN, StarTeam, CVS, ClearCase

IDEs: Eclipse Neon, IntelliJ 7.x, JBuilder 9.x, Toad 12.x,PL/SQL Developer 8.x, DBArtisan 9.x, SQL Server Management Studio

Job Schedulers: Autosys 11.3.6, Unix Crontab

Data Grids: Platform Symphony Grid Server 7.1.2, JBoss Infinispan Data Grid 6.x,DataSynapse GridServer 5.x

Web/App Servers: WebLogic 10.3, JBoss 4.x, WebSphere 5, Sun ONE Web Server 6,iPlanet Web Server 4.x, Tomcat 6.x

Operating Systems: Linux, UNIX, Windows 10

Tools: ERwin/ERX, UML, Rational Rose

Familiarity: Spark, Hadoop, HDFS, Sqoop, Hive, Pig, Hbase, Oozie, Storm, Kafka,Spring Boot, Spring Cloud

PROFESSIONAL EXPERIENCE:

Senior Developer

Confidential, North Brunswick, NJ

Responsibilities:

• Created Risk Publisher process to subscribe, transform and load market data, trade data, risk data and static data into Coherence cache using Core Java, multi-threading, Core Spring and Coherence cache.
• Created end of day trigger process to feed the market data to calculate XVA PnL.
• Implemented grid computing engine process to provide the risk data in equity dictionary format to XVA using quant libraries, Core java, Core Spring and IBM Platform Symphony.
• Set up and configured all Autosys JIL jobs.
• Wrote shell scripts to run all jobs and to deploy binaries through self-service portal to relevant environments.

Environment: Core Java 8, Spring 4.3, and Shell scripts, Linux, Eclipse Neon 4.6.3, Platform Symphony Grid Server 7.1.2, Coherence 12.2.1, Autosys 11.3.6, Junit 4.12, GitHub, Maven 3.5, Jenkins, Oracle PL/SQL, Oracle Developer, Commodities Capital Markets.

Senior Developer

Confidential, Jersey City, NJ

Responsibilities:

• Created margin client hierarchical data and implemented incremental loaders using electrum, tms, casc regt, risk group and gmi data that contains positions, group of group and cash value data. Implemented with waterfall business logic on external margin accounts, and on clearing house, REGT and DTC requirements using Core Java, Core Spring, PL/SQL and T-SQL.
• Enhancements and maintenance of existing regulatory and house requirement margin calculator for various strategies using Core Java and Core Spring.
• Created reconciliation report for external accounts vs source data using Core Java.
• Created risk distribution aggregation statistics, exception API and email configuration for all loaders using Core Java and Core Spring.

Environment: Core Java 8, Spring 4, Oracle PL/SQL, MS SQL Server T-SQL and Shell scripts, Linux, Eclipse 4.5, DataSynapse Grid Server 5, DBArtisan, SQL Server Management Studio, JUnit, Subversion, Maven, Jenkins, Prime Brokerage and Market Risk

Senior eveloper

Confidential, NY, NY

Responsibilities:

• Implemented distributed grid computing using MapReduce and in-memory processing for big data with low-latency and high-throughput to render and aggregate data sets and build results for subsequent analysis and reporting to use in liquidity risk management and regulatory, firm’s internal reporting, stress and what-if analysis using Core Java 7, Concurrency, JBoss Infinispan Data Grid 6, Spring 3.x, JGroup 3.x, Oracle 11g with Exadata and Shell scripts.
• Involved in delivering of Available Collateral, Sources and Uses, Management Overlays, Scenario Manager, Stress, and Liquidity Coverage Ratio within Business Services.
• Developed and enhanced the monitoring tool to view and submit requests to data grid using Core Java, Spring, Scala, Akka, Spring REST Services, jQuery, jqGrid and Json.
• Wrote a Perl script to check the status of requests submitted to data grid and viewed it from monitoring tool.
• Wrote log analysis scripts using Python.
• Participated in analyzing number of APM tools to select distributed monitoring tool.
• Participated in analyzing off-heap Cache solutions such as OpenHFT, Mortin Thomson’s solution and others.
• Implemented Loan Valuation process to produce data at a more granular level at loan type by using upstream data using with Core Java 6, Spring 3.x, XML, Sybase Stored Procedures. PnL, calculated using notional values, is provided at Stream level (drawn, undrawn, LC and others), business level, region level for each facility for specific buckets.
• Redesigned and tuned whole PnL calculations process to run reports in faster way by using Core Java, Spring 3.x, XML and Sybase Stored Procedures.
• Traders want to view the incoming billing information at trade level from various upstream systems under different business queues in various reports. Implemented warning/alert system in case traders move trades from various reports inappropriately to different business queues instead of right queue using Core Java, Sybase Stored Procedures and Unix Shell scripts.

Environment: Core Java 6, Spring 3.x, JDBC, T-SQL, SYBASE ASE 15.x, PL/SQL, Oracle 11g, Shell Scripts, UNIX (Solaris10), LINUX, Subversion, Maven, Apache Tomcat 5.5, Eclipse 3.6, DBArtisan 9, JUnit, Credit Portfolio, CVA, DVA.

Senior Developer

Confidential, Jersey City, NJ

Responsibilities:

• Designed and developed distributed rules-based DBX Equity Margin calculator application for Global Prime Finance to calculate hedge fund client equity margin requirements based on Confidential rules on their holdings for strategies FX, CDS, Bonds, Equity Options and Equity Futures using Core Java, Spring, Hibernate, Stored Procedures, Unix Shell scripts and DataSynapse GridServer.
• Implemented messaging to run equities, options, converts and bonds shocking scenario reports from margin batch process using Core Java, Spring, Spring JMS and Weblogic serverImplemented process to fetch and persist Currencies Yield Curve data using Core Java, Spring, db analytics, T-SQL and Shell scripts.
• Wrote various Stored Procedures for margin system to fetch security positions, to calculate hedged and unhedged positions, to calculate group of groups, to create regression report, to create reconcile report and to archive margin data.
• Designed and developed server-side implementation for DBRiskOffice to compute VaR and other market risk’s sensitivity measures for institutional investors using Core Java, Spring, Spring AOP, Stored Procedures and Unix shell scripts.
• Enhanced functionality of the existing CPORT report application with new margin calculator data. Implemented Security popup screen to show securities information, job queue report, to run margin calculator job on the basis of legal entity, margin summary report, house requirement report, and drilldown detail screens for various strategies. Migrated it from Java 4.x to Java 6.x, Weblogic 8.x to 10.x and moved it to DB Weblogic application portal and implemented with using Core Java, JSP, Java Script, Stored Procedures and Weblogic Server.

Environment: Core Java 6, Concurrency, Spring 3.x, Hibernate 3.5, J2EE, JMS, JSP, Servlets, JDBC, HTML, Java Script, Weblogic 10.3, DataSynapse GridServer 5, T-SQL, SYBASE ASE 15, Shell Scripts, Perl, UNIX (Solaris10), Subversion, Eclipse 3.4, Margin System, Market Risk, Global Prime Finance.

Senior Developer

Confidential, Stamford, CT

Responsibilities:

• Designed, developed and enhanced Energy commodity applications for Margin System, and Main Exposure System which contains Exposure Details, Peak Exposure and Credit Reserve using Core Java, Swing, JBook, Oracle Packages and JBoss server.
• Developed and enhanced Credit Management System using Core Java, Struts, Oracle Packages and JBoss server.
• Developed and enhanced Credit Cycle Monitor application for running night cycle jobs using Core Java, Swing, Oracle and JBoss server.
• Created data reconciliation process for various feeds using Core Java.
• Developed various user interface screens for PPE Limits and PPE adjustments using Core Java and Swing.
• Calculated peak exposure limits at parent and local levels using Core Java, Oracle Analytic functions and Packages.
• Created reports like Credit Line of Utilization, Letter of Credit face changes, Counterparty exposure and Credit Reserve run using Core Java, Swing, PL/SQL and JBoss server.
• Handled all the data related tasks for novation using Oracle PL/SQL.
• Using Core Java, Shell scripts, Perl scripts, complex Oracle Packages and Informatica to load data for Excess report, Extract report, Regulatory Capital Info, Cash Flow Operations and various data loads for metals, metal concentrations, energy solutions and affinity reports.
• Wrote packages, triggers, created tables, partition-tables and indexes. Used optimization techniques to improve queries performance.
• Interacted with commodities traders, quants, and risk managers to get specifications.

Environment: Core Java 5, Concurrency, J2EE, EJB 2.x, Swing, Struts, JMS, JSP, Servlets, JDBC, HTML, Java Script, JBoss AS 4.x, Informatica 8.x, PL/SQL, Oracle 9.x/10g, IntelliJ 7.x, Shell Scripts, Perl, UNIX (Solaris10), StarTeam, Hudson, Credit Risk, Margin System, Energy Commodities.

Senior Developer

Confidential, New York, NY

Responsibilities:

• Analyzed, designed, and implemented Agency Lending Disclosure project that allocates Agent level data with Principal lenders. This data is used by the Broker-Dealer’s Credit Risk and Regulatory Capital Groups with sufficient disclosure to allow them to monitor Credit Risk and to perform capital charge calculations.
• Uploaded and validated the Agent’s Contract, Non-Cash Collateral and Tri-party Collateral data provided by Sungard, reconciled and allocated this data against Lehman’s data using Perl scripts, Shell scripts, Informatica and Stored Procedures. The reconciled data has presented on the web for Credit Analysts using Core Java, Struts and Stored Procedures.
• Designed and implemented a daily comprehensive counter part / trade reconciliation process between the Current Exposure and Maximum Potential Exposure systems. Reconciled Fixed Income Derivatives, Equity Derivatives, Foreign Exchange options, Exotic options, Forwards, Credit Derivative and Collateralized Debt Obligations and displayed on the web using Core Java, Struts, Informatica, Stored Procedures and Unix Shell scripts.
• Created MPE Utilization report for Equity Derivative products using VaR-based MPE Proxy for Master level, BPM0 level and BPM1 level to calculate Expected Exposure (EPPE), Maximum Potential Exposure (MPE), Total EPPE and Total MPE for various time buckets for Pledged and Non-Pledged portfolios using margin period, threshold, collateral, MTM, netting rules and etc using Core Java, Stored Procedures and Unix Shell scripts.
• Created Fixed Income Equity Financial Report using Market Risk data. Processed the data for different product types and provided back to Market Risk with calculated Expected Exposure using Core Java, Stored Procedures and Perl scripts.
• Extensively interacted with quants and risk managers; managed Off-shore team.

Environment: Core Java 5, J2EE, Struts, JSP, JDBC, HTML, Java Script, Weblogic 8.x, Informatica 7.1.3, Transact-SQL, SYBASE ASE 12.5.3, Eclipse 3.2, Perl 5.8.x, Shell Scripts, UNIX (Solaris 9), Autosys 4.5, CVS, Credit Risk, Market Risk, Equities, Credit Derivatives.

Senior Developer

Confidential, Stamford, CT

Responsibilities:

• Created Interest Rate (IR) cash and derivative flow report for Market Risk for all instrument types traded on a daily basis for Gas and Power trades using Oracle procedures, views, shell scripts and spreadsheets. The report contains undiscounted data for all payables and receivables for the entire term structure of all Gas and Power trades.
• Enhanced Settlements system to handle Heat Rate Swaps and Options using Java, JSP, EJB, Weblogic and SYBASE Stored Procedures.
• Developed ICETool to download the ICE UBS trade deals from InterContinentalExchange web server using Java, Weblogic server, Oracle procedures and shell scripts.
• Involved in analysis, design, and development of Potential Exposure (PE) application for Credit Risk to load deals that are valued using simulated curves for the counterparty using Java, EJB, WebSphere and Oracle.
• Involved in development of secure and unsecure Maximum Life of Deal Exposure (MLE) application that calculates the exposure for deals using Java, EJB, WebSphere and Oracle. Used sort and search algorithms in computations.
• Created reports for PE and MLE to display counterparties information using JSP, HTML and Oracle.
• Wrote PL/SQL packages and shell scripts to load data and to generate Gas, Power and Basis option’s shock values feed format using Value at Risk (VaR) models based on historical simulation for Market Risk.
• Extensively interacted with Traders, Quants and Analysts to get specifications.

Environment: Core Java 4, J2EE, JSP, EJB, JDBC, Multithreading, JavaScript, HTML, Weblogic 7.x, WebSphere 5.0, PL/SQL, Oracle 9i, Transact-SQL, SYBASE ASE 12.5, JBuilder 9, WSAD 5.0, Ant, UNIX (Solaris 9), VBA, EXCEL, ClearCase, Credit Risk, Market Risk, Credit Derivatives, Energy Commodities.