Python/C++ Developer, Front Office Developer Resume New York, NY - Hire IT People

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:

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.