SUMMARY:

• DISTINGUISHED ENGINEER / SR. ENGINEER / ARCHITECT
• Financial systems/ Market data systems/ Mutual Funds/ Loan Monitoring/ Mortgage Backed Securities/ Fixed Income/ Low latency Systems/ Equities/ Regulatory Reporting/ Data Validation and Reconcialiation / Performance Measurement/ Object Oriented Analysis & Design / Multi - threaded Programming / Socket Programming / Inter Process Communication / Design of Finite State Machines/ Real time Systems / Embedded systems/ Real Time Operating Systems (RTOS) / UML / Rational Rose/ Protocols Implementation / Open Source/ Telecommunications/ Web Development
• Highly skilled, result oriented, distinguished software engineer with 23 years of experience in complete software development life cycle. Experience in designing and developing Financial Systems, Loan Monitoring, Automated trade engines to unwind trades, Regulaotry Reporting, Data Reconcialiation, Market data systems, building books, latency management, performance measurement, and measure and improve latency to support high frequency trading. Solid hands-on experience in developing software using objected oriented technology, C++, Python language, SQL for financial systems, embedded systems, telecommunication, protocols, Socket Programming (TCP/IP), IPC. Self-motivated, individual, willing to work in innovative environment, having proven track record to handle problematic and innovative environments.

EXPERTISE AREA:

• Market data systems, Confidential BPIPE system, Confidential SEFT, Confidential Global wind down, BBH STAR Products, EXEGY, Credit Suisse PI market data system, Celoxica accelerated market data system, CORVIL latency management system, SQL, low latency systems, Mutual Funds, financial applications, FIX 4.4, FIX 5.0 SP2

TECHNICAL SKILLS:Hardware:  Intel Core, Embedded Systems

OS:   Linux, Solaris, Real time Operating Systems, Windows

Linux Distributions:  Red hat, Ubuntu, Fedora distributions

Languages:  C++, C, Python, C#, STL , Boost , Shell Programming, Perl, XML , Java

SQL:  T-SQL, PL/SQL, Oracle

Tools:  Purify , Quantify , Coverity, SQL SERVER 2014 , DB Artisan, Rational rose, StartUML , Enterprise architect for UML , Subversion , SVN , Clear case, CVS, GNU debugger, VISIO, Defect Management tools, Eventum, Bugzilla, Source Insight, strace, dtrace, gdbclient, gdbserver, gcore, tcpdump, Valgrind, Araxis, Meld, Sdiff, Beyond compare diff merge tool, Wireshark, libxml, collect, analyze, SQL server management studio 2014, Confidential quartz environment, Sandra database, Micro soft visual studio 2014, Team Foundation server.

Technology:  UML, OOD & OOP, ACE, open source, Design Patterns, Multi-Threading, Sockets, VOIP, Design of Finite State Machines, Java script, HTML, CSS, ASP, Extreme programming, Kernel modules, Net filter, XML, WSDL.

Protocols:  FIX protocol 4.4, FIX protocol 5.0 SP2, SOAP, RS485, 1-Wire, TCP/IP, UDP, HTTP, SCTP, TFTP, SNMP, PPP, RIP, ARP, DHCP, MGCP, MEGACO, RTP, RTCP, SIP, IUA, X.25, V5.2/V5.1, Q.931, Q.921, LAP-D, LAP-B

Specifications:  ARCA, NYSE, ITCH, OUCH, BATS, UQDF, CQS, IPMI, RFB, RFCs for dual IP detection

PROFESSIONAL EXPERIENCE:

Confidential, NY/NJ

DISTINGUISHED ENGINEER / SR. ENGINEER / ARCHITECT

Responsibilities:

• Bulk export to export millions of trade data to outlook and browser for data analysis, data validation, and data migration.
• Calculate additional discount based on ledger balance per bucket, unwind date calculations, based on various unwind profiles, compute maturity bucket for different product types, BAU BO, Write stored procedures in SQL and code in Python, C++ to compute additional discount.
• Calculate CLM rank for counter party, legal entity, master rank to rank trade data in Python and SQL. Compute legal entity ranking based for various products like Intercompany CD in Python, SQL, C++.
• Implement paged grid in Python with caching technique to display trade data.
• Add User interface with paged grids, pivot grids, combo boxes, buttons for balance sheet data to add accounts details, legal entities, trading partner, etc. Save the data to database

Confidential

DISTINGUISHED ENGINEER / SR. ENGINEER / ARCHITECT

Responsibilities:

• Trade state machine in C++ multi threaded to trade mortgage backed securities in manual and FIX API mode.
• Enhance ETF to support trading for preferred stocks and route to separate books.
• Enhance FIX Interface engine to support FIX interface for 4.4 and FIX 5.0 SP2.
• Enhance ETF to support trading for Market on close and Close on NAV.
• Enhance FIX Interface engine to support FIX interface for 4.4 and integrate with VERFIX tools.
• Create FIX templates in VERIFX to test FIX sequence.

Confidential

DISTINGUISHED ENGINEER / SR. ENGINEER / ARCHITECT

Responsibilities:

• Load client files from CSV/XML format using openpyxl, map the input raw data from client file to normalized data, Implement input data validation.
• Use business logic to map client data to normalized data for Fund of fund, to get Fund name, Manager Name, Share class, Invested NAV, Lock Up Expiry Date, Tranche id, Liquidity, Redemption fee etc.
• Implement tranching the input data, user override for client input. Implement state machine for approval logic for front office and middle office.
• Implement calculation logic for Eligible NAV, Optimized NAV, Liquidity, and Lock up Expiry Date. Generate audit log for user configuration changes. Write batch utilities to generate intraday report and End of the day report, object oriented in Python.
• Implement unit test plan for coverage
• Implement loader and calculation logic in Python language, C++ with STL and Boost library in UNIX platform
• Develop UI in python for Confidential with html. Use html and send alert email messages.
• Production support for Fund of fund project.

Confidential

DISTINGUISHED ENGINEER / SR. ENGINEER / ARCHITECT

Responsibilities:

• Develop interface to Confidential to collect real time data and historical data. Implement cache logic to cache the market data. Design develop object oriented in C++.
• Design and develop calculation logic for average trading volume, Weighted average trading volume, Average price, Turnover for tickers, Loan to value ratio, Collateral value, FX rate, Last closing price, Notional, Volume weighted average price.
• Design and implement breach functionality. Breach functionality monitors breach calculations periodically and triggers alerts, if the calculation limits are exceeded.
• Interact with Confidential for Foreign Exchange currency tickers, to compute margin currency and collateral price value in real-time.
• Develop services to publish market data and loan data, write batch utilities for report generation for Intraday and End of day. Develop dash board to monitor SEFT data.
• Design and develop in Python language, C++, STL and Boost library in UNIX platform.
• Production support for market data services, breach alerts, loan monitoring.

Confidential, Jersey City, NJ

Responsibilities:

• Create a new class in C++ for Traded Interest Local. The class will has methods to execute the messages for traded interest local, methods to invoke stored procedures and calculation methods. The messages for traded interest local will be handled in the six stages of the pipeline.
• Initialize stored procedures, rules and functions in pipeline processing to compute traded interest local.
• Work on Oracle advanced message queues for message transfer.
• Compute traded interest local for ETF using Q CALC YIELD. The computed Q CALC will be used as a loop back in the pipeline model to compute the traded interest. A new algorithm is written object oriented to compute the traded interest factor. Development in C++ with STL, Boost libraries and multi-threading pipeline design model in LINUX platform.

Confidential

Responsibilities:

• Work on XLSX project to generate report in XLSX format. The socket interface to server was removed and the XLSX report is generated using open source tool “Simple XLSX”, to improve performance. Incorporate new methods in C++ with STL, Boost libraries in request thread, to invoke APIS of simple XLSX to generate XLSX report in UNIX platform. Handle schedule messages on socket in request thread to send messages to engine get response and form XLSX reports. Add methods for calculation based on the schedule details.
• Report data contains the trade data from engine response and the calculated data, as per the schedule configuration, Work on Confidential production support.

Confidential, New York, NY

Responsibilities:

• Enhance the cache module in producer to dump the object id and exchange byte. Cache is a component model part of pipeline architecture written in C++.
• Implement Perl script to identify the securities for which the start day tick is missed. Send recap request for the securities for which the current trading date is not updated and missed the start day tick. The recap request will trigger the ticker plants to resend the start day tick. Develop in C++ and Perl in Linux platform in multi-threaded environment.
• Build regression framework to play ticks on compare cache.

Confidential, New York, NY

Responsibilities:

• Team lead and architect in designing books, evaluating and verifying the order books and super books for various equities. Development in object oriented, multithreaded in C++, in Linux platform with STL, Boost libraries.
• Modify the PI Market data system server and client to include sequence numbers in normalized data. Port decoders for ARCA, NYSE, ITCH, BATS, OUCH, modify to include sequence number from the packet data to the normalized output, modify interface for symbol mapping, modify interface to client.
• Modify PI market data client to build books. Build order books and super books for various feeds like ITCH, BATS, ARCA, NYSE, and Direct edge A, Direct edge X, CQS, UQDF. Work with PI application to get Foreign Exchange currencies and build order books.
• Implement celoxica client application to build order books, super books and quotes from celoxica GMAC layer. Analyze book differences between Celoxia and PI.
• Design and develop multicast streaming application. The multicast stream application will read packet data for various feeds and stream the data on multicast, to PI and celoxica ticker plant.