SUMMARY:

• Extensive experience in low latency developing involving multi - thread, multi-process and large-scale data set.
• Mastering advanced algorithms, binary search, BFS/DFS, list, hash, heap, tree, graph, Dynamic Programming .
• Comprehensive understanding of Capital Markets, Valuation Functions & Risk Models.

TECHNICAL SKILLS:

• C++11/14
• TCP/IP
• Multithreading
• Python
• Java
• Shell
• SQL
• Hadoop
• NumPy
• Pandas low latency development

PROFESSIONAL EXPERIENCE:

Confidential, New York, NY

Python/C++ Developer, Front Office Developer

Responsibilities:

• Build full revaluation component of Consolidated Profit Risk Technology (CPRT) supporting Mortgage/Bond/FX.
• Wrote Metrics Calculators to compute CPRT Metrics using Quartz Platform.
• Adapt Big Data component on current system: MapR saving, using 15% less grid time.
• Autolyze the monitoring system of entire full revaluation process on daily basis.
• Implement feeder-system to create UI Screens for Traders & feeds for Middle Office.
• Worked closely with Project Manager, Traders & Middle Office to support CPRT Metrics on-demand.

Confidential, White Plains, NY

Consultant / Linux/C++ Developer

Responsibilities:

• Reported directly to Confidential Director for transmission of Market Data Feeds from Exchanges.
• Performed Exchange Connectivity & Implemented modules for transmission of Market Data downstream.
• Implemented RTSD Handler using C++ for transmission of Static Symbol & VAP Data sent by exchange.
• Implemented C++ Plugin for Multicast Market Data transmission from Confidential.
• Implemented C++ Plugin for Multicast Market Data transmission from Confidential .
• Implemented C++ Plugin for Multicast Market Data transmission from Confidential.
• Implemented Sequence Gap Handler to receive missing messages from Confidential on TCP Based retransmission channel.
• Implemented Order-Id Based Lookup on exchanges supports Order-based Level 1 & Level 2 Orderbook.
• Updated Rebus Configuration rules to produce the normalized tokens for downstream systems.
• Performed root-cause analysis using gdb & strace to debug the segmentation fault/core issues.
• Enhanced existing exchange configurations to support Best-of-Both handling to transmit faster of two transmission lines from exchange.
• Performed Playback/Capture of Multicast Market Data from Exchange as Client or Server as per configuration.
• Utilized Network utilities (such as automux, s2o, f2c, pbflow, f2s etc) to playback TCP/UDP data for dev testing.

Confidential, NYC, NY

Python Core Batch Developer

Responsibilities:

• Developed Daily and Monthly Batches to calculate risk exposure to counter parties using Monte Carlo Simulation using various risk models.
• Implemented Daily Batch payloads to calculate High-Alpha( difference between FOMTM and TOMTM) for all deals coming from Front Office.
• Implemented TaskSubmitter Module to distribute task execution between different hosts on hugs grid, linux hosts and local hosts as needed.
• Developed Performance Test Harness to analyze the performance of process controller and utilize results feedback to enhance performance.
• Developed distributed Hugs module to map-reduce large incoming data to a single report using the hugs jobs.
• Implemented Graph APIs to store and execute the batch input payload dependencies in order of their parent-child dependencies.

Confidential, Exchange Place, NJ

Consultant / Linux/C++ Developer, Market Data Developer

Responsibilities:

• Build Market Data Publisher to publish to Reuters ADH using Reuter’s proprietary UPA API.
• Migrated the Tux module to replace legacy Reuters infrastructure RTIC/STIC with Reuters ADH/ADS.
• Wrote the nightly batch scripts to update Market Data fields for Equity and Options in ADH.

Confidential, Skillman, NJ

Consultant / Linux/ C++ Developer

Responsibilities:

• Build Web-crawlers to crawl & extract the Court Data available in pdf/zip/html formats from Confidential Websites.
• Build Multi-threaded Feed-handlers to process incoming file feeds from Confidential Courts.
• Implemented Crawlers/Feeders to Support the State-wide Confidential to double the available court dockets in BLAW system.
• Production Support to resolve high-priority feed disruption issues within the agreed-upon SLAs.

Confidential, Andover, MA

Consultant / Oracle/ Perl Developer

Responsibilities:

• Build a SEC Compliance Reporting System for Mutual Fund companies.
• Build YAML Parser using Perl Moose to customize reporting requirements as per specific Mutual Fund’s requirements.
• Designed a DB Schema & Implemented the PL/SQL Modules to store and process the Confidential Client Data received from the Mutual fund companies.
• Performed the DB Optimization techniques to minimize the execution time of SQL Queries.

Confidential, San Jose, CA

Consultant / Linux/ C++ Developer

Responsibilities:

• Build a Targeted Marketing Engine using Bloom-Filters to serve Ads to targeted Users with low false-positive rate.
• Build a Contextual Rule Engine to serve Ads to users dynamically selected based on their account preferences.

Confidential

Windows C++ Developer

Responsibilities:

• Build a BDD Engine to perform FPGA Synthesis using the binary decision diagram.
• Build Logic Synthesizer to optimize the Verilog/VHDL Code to a canonical form for efficient hardware utilization.
• Implemented BDD Optimization techniques such as Variable Ordering & BDD Decomposition.