SUMMARY:

• Looking for a challenging position where I can make a big contribution using my mature understanding of theoretical concepts, skills, experience and specialized knowledge in software development, enterprise infrastructure, data analysis, and financial services gained from working in various industries.
• Always eager to learn new software concepts, languages, tools and frameworks and find practical and cost - saving uses for them.
• Usually works under minimal or infrequent supervision.
• Innovative, pro-active and detail-oriented with proven technical, organizational, presentational, verbal and written communications skills.
• 15+ years of experience in leading teams involved in systems integration and software development projects.

TECHNICAL EXPERIENCE:

Programming Languages: Java (Eclipse, YourKit), C/C++ (STL, g++, gmake), Python (PyCharm, Wx, Numpy, Jinja2, Pyodbc, cx Oracle, Sqlite3, threading, subprocess, matplotlib), R, MATLAB

Web Development: Django, REST/JSON, HTML5/CSS3, WSDL, Bootstrap.js

Artificial Intelligence: Scikit-learn

Other Software: Amazon Web Services, Heroku, TIBCO (Messaging, Datasynapse GridServer), EMC Atmos, Red Hat Gluster, NetApp FlexCache, Hadoop (HDFS, HBASE, Hive, Pig, ZooKeeper) Git, SVN, CVS, TeamCity, JIRA

Servers/Databases: NGINX, Tomcat/Jetty, Apache HTTPD, Oracle 12c, IBM DB2/UDB, Sybase IQ, MySQL, PostgreSQL, Apache HBase, MongoDB

Operating Systems: Linux (Red Hat Enterprise, Ubuntu), Windows 7 Enterprise

Problem Domains: Applications (Python, Java), Data/Numerical Analysis (Python, R), Systems Programming (Linux, C++), Libraries, Modules, Frameworks, User Interface, APIs.

Methodology: Lean, Agile (Scrum, Kanban), Continuous Integration, TDD.

PROFESSIONAL EXPERIENCE:

Confidential

VP Quantitative Equity Analyst/Big Data Engineer

Responsibilities:

• Set-up and administer the data infrastructure consisting of an Oracle 12c Database containing 5 PDBs (Portable DBs) to hold financial market data streaming from 3rd party vendors and data validation/verification tools written in Python.
• Use Python, numpy and scikit-learn to run back testing and to see if patterns can be found from the market data that can be useful predictors of future trends in stocks and sectors.
• Use the financial data to feed into our weekly internal alpha calculation to screen stocks and feed these selected stocks into the Northfield/MARS optimizer to come up with the buy/sell lists for our client portfolios.
• Developed and continue to enhance a GUI-based, thin client tool used by the Portfolio Managers/Sector Analysts for drill-down analysis of the weekly internal alpha calculation. This tool used wxPython, cx Oracle, pyodbc, matplotlib, subprocess, threading, numpy as well as R-based scripts, Oracle stored procedures, views, and triggers.
• Also wrote and compiled Python modules in C++ for enhanced performance.

Confidential

Senior Software Developer/Big Data Engineer

Responsibilities:

• Created a Hadoop-like cluster to store pricing calculations timing data for analysis with the goal of reducing runtime performance in half. This cluster can store 2 trillion rows of data covering 3 months’ worth of daily pricing runs. Including designing, and implementing ETL jobs to load data into a Sybase IQ Datawarehouse coming from various internal/external sources.
• Designed and implemented enhancements to existing processes to meet the Basel 3, CCAR reporting requirements using Java, Tibco Enterprise Messaging, Datasynapse Gridserver, UDB and Sybase.
• Designed and implemented enhancements to existing Credit Risk processes to satisfy Margin, Federal Reserve and SEC requirements. This includes analysis, programming, testing, integration, documentation and performance tuning of the various systems used on a daily basis.
• Implemented a real-time dashboard in Python/Django/MongoDB to monitor, collect, summarize performance data generated by the 40,000+ node cluster.
• Maintained legacy C++ applications and did enhancements when there's available time.

Confidential

Senior C++/Java Developer

Responsibilities:

• Worked on the tactical enhancement of the Prime Brokerage Global Swap trading and hedging platform written in C++ and running on Windows XP/Solaris, Oracle and Sybase. This 24x7 global system is used to book Interest Rate Swaps, Equity and Bond Swaps, FX swaps, stock and bond hedges.
• In parallel, also involved with the strategic development of the next version, which is a web-based thin-client using Google Web Toolkit, Hibernate, Spring, web services, Tomcat and Java.
• Also responsible for supporting the NY swap trading desk and dealing with the front and middle offices in resolving issues covering equity swap trade entry, equity position and P&L reports, rate resets, equity/float leg schedules and payments.
• Also responsible for the annual business continuity planning exercises to assess the effectiveness of the disaster recovery process put in place.

Confidential

ERP Project Manager/E-Commerce Implementor

Responsibilities:

• Planned, designed, managed and implemented a new e-Commerce platform integrated to an ERP and CRM systems based Opentaps, a Java-based open source platform.
• Managed a team of 8 Java offshore developers and web graphics designers in order to complete the project.
• Added e-commerce analytics dashboard based on Python, Django, Bootstrap.js and MongoDB.

Confidential

Senior Java Developer

Responsibilities:

• Worked on an in-memory “Risk Cache” that allowed users to aggregate results of stress pricing and report on Potential Exposures.
• The JVM for this application ran on a 128GB RAM Linux server.
• Finally, migrated a legacy system from C++/Sybase/Tibco RV/Solaris to Java/DB2 UDB/Tibco EMS/Linux.

Confidential

Senior C++ Developer

Responsibilities:

• Implemented in C++ a library of several Credit Derivatives Swap pricing models based on requirements and algorithms from Quants and Traders.
• These shared libraries were then integrated with the Bloomberg platform to allow traders to run the proprietary pricing models on Bloomberg terminals co-branded with Confidential .

Confidential

Project Leader/Developer

Responsibilities:

• Led and managed 5 developers in a B2B project involving Confidential 's Pharmacy Benefit System.
• The project involved linking the legacy application running in mainframe/CICS via MQSeries/CORBA to HP-UX machines running BroadVision One-to-One Enterprise/Oracle.