Summary

• IT professional with extensive experience in developing, deploying, and supporting applications.
• Familiar with equities, fixed income, risk management and P L reporting.
• Strong programming skills in VB.Net, VBA, and SQL.
• Excellent analytical, problem solving and prioritizing skills.
• Quick learner who thrives in a fast paced environment.
• Technical Skills
• Languages: VB.Net, C .Net, Excel VBA, Access VBA, VSTO, VB script, Transact-SQL, PL/SQL, HTML, XML.
• Databases: SQL, Sybase, Oracle.
• O/S: Windows, UNIX/Solaris/Linux, DOS, Apache/Tomcat, WebSphere.
• Software: Business Objects, Crystal Reports, Autosys, Micromuse, Clearcase, MS Office 2007, Visio,
• MG-Hedge, Wall Street Office WSO , CDO Sentry, Investran, Bloomberg, Reuters, Lotus Notes, SVN, Hyperion Essbase.
• Tools: Toad, SQL Management Studio, SQL Integration Services, SQL BI, Oracle SQL Developer.

Professional Experiences

Confidential

Senior Application Developer, Contract

• Develop and implement global risk and P L systems for proprietary trading floor which trades fixed income and equities products with exposure in derivatives across the interest rate, FX, equities, credit, and securitized mortgage markets.
• Support global management system which consists of a consolidated cross market risk exposure and P L view, in addition to a performance dashboard which provides insight to strategy returns at the trader, prop desk, and market level for hedging strategy and risk management.
• Utilize C , VBA, T-SQL, Tibco Messaging, and Sybase to develop and enhance the systems.
• Build reporting tools for middle office to automate the process of generating and sending daily risk and P L.
• Create new database and tables for storing trades and daily risk and P L data.
• Create stored procedures for executing queries from server and client sides.
• Work closely with traders, risk management, and middle office to provide solutions.
• Interact with other IT teams to collect position data and downstream feeds

Confidential

Senior Application Developer, Contract

• Built and designed banking project finance model for the Asset Backed Lending Business using Excel VBA.
• Developed functionalities for forecasting, monitoring, and automating financial reports generation.
• Collected and analyzed business requirements from underwriters and portfolio managers.
• Identified issues in current system and provided tactical and technical solutions.
• Implemented the model testing, documentation, and deployment.

Confidential

Application Developer

• Supported Wall Street Office MarkIT WSO all modules Accounting, Cash Management, Trading, and etc.
• Built and enhanced ad-hoc reports using data extract objects, T-SQL and stored procedures to call from MS SQL
• Supported and developed third party software including enhancements, fixing bugs and documenting processes.
• Built ledger accounts data extract flow and supported the SS C reconciliation application.
• Developed applications including Excel Add-Ins to support credit funds and hedge funds utilizing VBA, VSTO, VB.Net, C .Net, and SSIS package.
• Participated in the lifecycle of larger solutions, i.e. prototyping, testing, addressing change requests, implementing regular system upgrades, server/client configuration.
• Troubleshot data and analyze application issues including second level production support.

Confidential

Software Programming Specialist

• Collected and analyzed business requirements from traders, actuaries, and risk analysts.
• Identified issues in current system, and provided tactical and technical solutions.
• Designed and developed VB.Net applications on SQL database and grid computing, allowing users to seamlessly run weekly and monthly assets and liabilities valuation for variable annuities hedge and risk management.
• Built .Net console applications to execute batch processes from importing annuity data, trade position, and capital market data to calculating present value of assets and liabilities for daily valuation.
• Worked with actuaries to create add-ins and COM using VBA and VSTO for estimating probability distribution of investment return that applied stochastic volatility model, Hull-White model, HJM model, Heston model, calibration, and Greeks.
• Queried complex data using T-SQL and stored procedures on MS SQL server.
• Planned software development schedule, formulated testing plan, and led developers to implement and deliver software.

Confidential

Application Developer, AVP

• Worked with modelers and analysts to develop applications for credit derivatives P L valuation and cash flow reconciliation.
• Supported and maintained the existing structured finance portfolio management and credit derivates CDO, loans, ABS, and etc. transaction management systems that built in C and SQL database.
• Designed and built relational databases, including normalizing and de-normalizing data and applying referential integrity.
• Performed SQL queries for data analysis, validation, cash flow reconciliation, and generated ad-hoc analytical reports using MS-Access VBA, Excel VBA, pivot tables, and Crystal Reports.
• Executed data feed of daily CDO/CLO trades, loans, credit ratings, and interest spreads LIBOR, EURIBOR to SQL database.
• Analyzed business requirements, created project specifications, system flow charts, report layouts, and documented end-to-end business process workflow.
• Managed user acceptance testing, formulated testing plan, and Implemented applications or systems rollout.

Confidential

Application Developer / Support Analyst

• Designed and developed applications built with Visual Basic, Crystal Reports, Sybase, and MS-Access.
• Built Excel VBA, Access VBA, and Word VBA including add-in tools for pricing, financial, accounting valuation models, supporting equities, fixed income, quantitative team, trading floor, and securities sales.
• Performed SQL and PL/SQL queries for quantitative analysis, data validation, data reconciliation and generated ad-hoc reports using Business Objects and Excel.
• Performed application requirement analysis, system design, coding, documentation, testing, and implementation.
• Evaluated and updated existing applications as a result of changes in system or business requirements.
• Updated and resolved database issues occurred in Oracle stored procedures, functions, views, packages, and etc.
• Troubleshot data issues including transferring data through XML to make sure data integrity.
• Monitored and resolved application issues that required applying shell scripts on Unix/Solaris/Linux operating systems.
• Diagnosed and troubleshot C and Java application production issues on .Net framework, J2EE, Web Portal, and Web Sphere.
• Prepared system specifications, flow charts, report layouts, support documentation, and etc.
• Planned, managed, and implemented global business applications deployment, including formulated regression test plan.
• Reviewed infrastructure changes and assessed risks.
• Participated in all aspects of the client and server release cycle, and infrastructure upgrades.
• Wrote scripts to schedule jobs, workload automation, and batch processes on Autosys and MicroMuse.
• Resolved day-to-day support queries from equity and fixed income, derivatives, and risk management users, ensuring effective and timely resolution.
• Trained and guided junior team members as well as instructed them in solving production issues and software releases.