Python/c++ Developer, Front Office Developer Resume
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New York, NY
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.