SUMMARY

Senior Software Developer in FX, Fixed income, Telecom and Internet sectors. Skills include development of object oriented design and server side applications in C, C++, Java, Perl, UNIX, Sybase and Oracle.

TECHNICAL SKILLS

Languages: C++, STL, C, Java, Perl, SQL, PL/SQL, HTML, XML and Ksh.

Databases: Oracle and Sybase.

Source Control: SCCS, Clearcase and Subversion.

Tools/Libraries: MQSeries, Tibco RV, SFC, Rogue wave, STL and Multithreading with POSIX.

Operating Systems: UNIX (Solaris/Sunos/Linux) and Windows NT.

PROFESSIONAL EXPERIENCE

Senior Software Engineer

• Data Bridge: Developed several fixes in Core Java (1.6) using Swing API for the front end and Core Java API for the server side fixes.
• Down Converter: Designed and developed a module that automatically down converts a variable message format (VMF) message from one version to another in C++, STL, Boost libraries and VMware LINUX.
• Message Conversion: Wrote several modules in C++, STL, Boost and VMware LINUX, which parses VMF messages such as position report and converts into an Entity Data Report.

 Developer

• CDS Trade Detail Server: Designed and developed a Multithreaded Server in C++, Corba, Tibco RV, Sybase and UNIX which feeds Trading Information like MTM values.
• Perl Scripts: Developed scripts in Perl and Ksh to support server side feeds in UNIX.
• Mark Feed: Developed in C++ and UNIX for generating Marks for ABS/CMBS CDS Products.

Consultant

• FX Prime Brokerage for Merrill Lynch: Designed and developed several processes for FXTS with ML as the executing prime broker. Implemented FXTS Trade Loader in C++, UNIX, MQSeries, XML and Sybase that allows FXTS to book trades from Triana.
• Rates Daemon: Developed and maintained Rates Daemon which uses C++, UNIX, Sybase, SFC and TIBCO RV to query real time rate information for Spots, Forwards and Futures. Information from Market Data is disseminated onto various Rates Applications (Front End GUI Application) through real time broadcast in a periodic fashion. In addition it handles requests for real time rate information from Rates Application.
• FXTS Sender Process to BackOffice: Developed in C++, UNIX, MQSeries and Sybase for sending FX Trade and Rate Messages to BackOffice for validation and verification. The information is sent in EBCDIC and packed decimal format.
• Standard Pacific: Implemented the FXTS side processing to send Trade Information to Argo Web services and allow allocations to be booked in FXTS via the Open Server process. Wrote several stored procedures in Sybase to send Trade Information in a format understood by Argo Web Services.
• Order Tracker STP: Maintained and Tested Order Tracker Application using JAVA, UNIX, XML, and MQSeries. It handles messages from The GUI Application and books them in via open server process.
• FXTS Stabilization: Maintained and enhanced several FXTS applications which included ticket entry, open server feeds and several GUI Applications using C++, Motif, Sybase, TIBCO RV messaging and UNIX.
• FXTS Support: Provided global production support to FXTS.
• Subversion: Managed and Maintained Source Code with Subversion and gmake.

 Consultant

• Trade Capture for ETF and Preferred Stock: Developed this C++ and UNIX based application, which is built on top of ACE framework. It passively listens for filled ETF and Preferred stock trades and the trades will be submitted into fixed income database for reporting purposes.
• Trade Capture for TradeWeb, MarketAxess, Cantor and PrimeTrade: These modules are responsible for capturing trades from external systems into our trading system. Written in C++, UNIX and Sybase.
• Perl Reports: Developed several Perl based modules for trade and position related reporting purposes.
• Product and Position Engine: Responsible for maintaining and enhancing two modules which is used to disseminate Product and Pricing Information and to service many desk specific clients.  The two modules written in C++, UNIX and Sybase are indirectly responsible for publishing into external systems such as Bloomberg, TradeWeb and MarketAxess.
• Single Dealer System: CSFB uses this system for trading secondary Corporate and Agency Products with other clients. Developed several modules in C++, UNIX and XML for publishing product and pricing information to external clients. In addition it provides analytics functionality and has a built - in module for capturing trades into the blotter database.
• Investment Grade Offerings to MarketAxess and TradeWeb: A C++ and UNIX module used for transmitting product and pricing information for Investment Grade Offerings.
• Corporate Offering Server: Its functionality is to provide Web Interface for Investment Grade Offerings and to service many desk specific requirements. Redesigned and Developed this C++ and UNIX based monolithic system into a thin server that simply redirects traffic between various clients and servers and has no business logic.

 Consultant 

• Audit Module: Developed a multi threaded Audit Module using C++, UNIX, ProC, IBM MQSeries and Oracle. It provides synchronization between CSMS and the Consolidated Consumer Database and to generate html reports to show and correct discrepancies automatically and manually.
• Low Priority Task Module: Provides a subset of Forward Recovery between CSMS and Consolidated Consumer Database using C++, IBM MQSeries, ProC and Oracle. In addition it generates HTML Reports, which can be used to do an audit if there is a discrepancy.