SUMMARY

• 10+ years of extensive experience in Financial Application Design, Development, and Support for Financial Trading and Reporting Applications and Systems.

TECHNICAL SKILLS

• UNIX shell scripts (K - shell and Perl), relationship database design, SQL (on Sybase, MSSQL, Oracle), Informatica (ETL), Tidal/Autosys/Control M scheduling batch system, C++/Java, C applications and processes, etc.

PROFESSIONAL EXPERIENCE

Confidential

Software Application support Analyst

Responsibilities:

• Monitor/support teh daily/weekly/monthly batch jobs (1000+), which run on Tidal and Autosys schedule systems for Domestic, APAC, EMEA and Latin regions. They check and load upstream data into our systems. Sonar scripts process teh data and generate exception alerts for business analysts to verify related reports
• Provide L2/L3 support for incident/problem management, which Includes performing root cause analysis and resolving time sensitive production issues. Investigate any data issues, business logical issues, process log or informatica session log errors, etc. Assist in quality data control, performance issues, space issues, hardware issues, incident/user tickets webserver issues (Tomcat/WebLogic) and coordinate with DBA or SA, and follow up with solutions.
• Work on services requested by tech/business teams, operate team and application users (clients) for CW enhancements. Lead/participate in projects to gain rich understanding of business processes, analytical & reporting needs and gaps for any UNIX, database (Sybase, MSSQL and Oracle), Tidal or Autosys batch jobs or ETL (informatica) and Java code developments.
• Perform DevOps planning, building, testing, deploying Sage UAT/QA tasks. Using JIRA, Jenkins, Maven, SVN tools to configure, integrate and automate teh release life circle processes. Work on ITSM tickets. Manage projects efficiently.

Environment: UNIX, Window NT, Linux, Sybase, MSSQL, Informatics, Websever, Schedules system

Confidential

Applications support Analyst 

Responsibilities:

• Monitor teh autosys jobs (include US, APAC and EMEA about thousands jobs)/UNIX processes from morning, intro-day, end-of-day and reconciliation processes and FIX protocol.
• Check teh loading status: contact teh upstream teams for any missing files, duplicated data, and un-matched counts from source systems for reconciliation reports.
• Generate business reports and feeds for all downstream applications, etc.
• Support applications/ requests from users: Eagle and OES.
• Maintain and management for all UNIX, window, web server, database servers and archive processes. Performance turning.
• Design and develop for new processes to teh system; Create new tools, etc.
• Create incident ticket and follow up; prepare teh release tickets and coordinate with BTB teams to implement teh tickets to products. Documents issues, and resolve steps, Source system control (CVS) etc.

Environment: UNIX, Window NT, Linux, Sybase. Oracle, DB2, Netezza

Confidential 

Consultant for Application Support-Market Risk Dept

Responsibilities:

• Our major systems DRE( Distributed Risk Engines), Spear (Specific aggregated Risk), Aggregation processes run daily basis to calculate every day PNL and sensitivity, VaR with current date range for SCP (CDS), EM, and others (like MXN and HIS) for 1day, 10dstress, and 10day for 501 scenarios for Front Office Market Risk Reporting groups.
• Teh major technologies used were C++, Java, UNIX shell scripts and Perl, ETL INFORMATICA and Database programming (SQL, stored procedures, triggers, performance tunings.) and control M batch systems. Teh role requires good knowledge of Market Riskbusiness concepts, UNIX and Window programming skills for daily, weekly and monthly batches support, and data problem analysis and handles teh whole cycle of application development, testing, and release to production.
• Support daily batch process,which clones teh trades and market data from Calypso system, tan uses INFORMATICA extract, filter and transform teh data to desired formats. DRE and Spear take teh data to calculate teh PNL, and other reports.
• Monitor and manage teh DRE processes,which CDS, EM. MXN, HIS etc systems normalize teh market data, synchronize teh different source of quotes, shock teh data, price teh trades by using 900 Grid engines to write NPV to CSV files. DRE generates teh trade level PNL by scenario and PNL by book.
• Responsible for Spear processes which have teh pre aggregation and aggregation process and generate SIR files to report any risk weighted asset and gain specific interest rate risk. Teh major systems currently run in teh window side and legacy systems are still maintenanced in UNIX side.
• Determine a support situation, find out teh root cause, contact teh appropriate resources, fix teh problem and follow up teh results.
• Communicate with market risk users for all kinds requirements: bug fix, adding new features, and collect data, etc.
• Working with DBA, Control M, Calypso and other groups for any new changes, migration and regress testing.

Environment: UNIX, Window NT, Linux, Sybase.

Confidential

Assistant Vice President-Credit Risk Department

Responsibilities:

• Designed and developed credit risk systems, which focus on any requirements for backend database issues: database queries, performance turning, create tables/stored procedures/indexes, data analysis, debug and monitor teh process in Sybase and DB2, etc
• Teh credit risk also using C++ code, (some Java code and Perl), UNIX shell scripts (some on Linux) to load; calculated current exposures for all counterparties of teh firm. Teh processes included netting and aggregating of trades by firm's agreements for all deals.
• Dealt with all trades of teh firm from almost every system, which included equity, Fixed Income, cash, collateral, option, future and derivatives both domestic and international.
• Communicated with users to collect their requirements, wrote BRD and develop plans, designed and completed teh coding, tan tested and released to teh production.
• Added new features into teh system, like ce/mpe reconciliation reports which used Informatica (ETL tool) mapping to load ce/mpe data of all 11 different kinds of systems (ITS, MTS, TMS, RNN, etc), tan applied all rules and reason codes to generate correct reports on CWS.
• Monitored daily, weekly and monthly Autosys batch systems, which include about more TEMPthan 500 jobs in teh processes, fix issues.
• Teh architecture of our systems had three layers of object-oriented applications.

Environment: UNIX, Window NT, Linux, Sybase.

Confidential

Consultant

Responsibilities:

• Designed and coded a new “Back-testing System” for Potential Exposure Calculation with SecDB.
• Investigated information though teh Divisional Credit Processor, which was currently used for loading price files of different products.
• Provided teh possibilities and methods of teh “Back-testing System”.
• Developed teh codes of “Back-testing System” dat generated teh Portfolio of trades on teh fly, worked with simulation of teh market risk factors, calculated CE, PE of all distinct trade types for each scenario and at sampling date.
• Teh new “Back-testing System” had teh ability to deal with teh huge price files, stored trade history, selected trades for each counterparty, aggregated them according to teh aggregation level, netted agreements and calculated potential exposure for given confidence level. Teh database was used SecDB interface and functionalities.
• Teh major codes used C++, Perl, Sybase stored procedures and ksh scripts.

Environment: UNIX, Window NT, and Linux.

Confidential New York

Sr. Developer / Program Analyst

Responsibilities:

• Major responsibilities were custody, account, IMC reports.
• Supported any data problems with calculations, performance issues, data loads from different locations like Asia, Europe and Domestic.
• Communicated with business departments, business analysts, and fund managers to make sure all reports were represented with correct and TEMPeffective data.
• Exposed to full programming cycle, analyzed requirements, designed technical flow, rated complexity of development projects and handed of teh release all teh way to production implementation including QA testing, and set up production release scripts.
• Teh system also included real time messaging systems and internal exchange and system connectivity.
• Designed and developed our new IMC Loads system using C++, Sybase codes, and shell scripts, which split from teh current 2 loads to 4 loads for audited and unedited data from Singapore and London.
• Improved teh performance from more TEMPthan 2 hours to a half hour.
• Developed Reusable database libraries on teh top of Sybase CT-Lib in C++.
• Developed database side programming: designed and modified of SQL scripts for stored procedures, triggers, indexes etc.
• Enhanced new requirements for our users; Maintained different version database contexts for business or testing purposes.
• Tracked data in teh processes from loading to calculations or failures issues.
• Worked with DBA and IPA dealing with performances issues in Sybase reports, worked on indexing strategy review, traced server response times based on show plans and log files. Provided daily statistic reports to managers.
• Learned, developed and supported our system of query engine, format engine, and Omni server and registered and developed crystal reports.
• Maintained daily statistic reports to inform managements.

Environment: UNIX, Windows NT workstation, Mainframe.

Confidential

Sr. Developer /Program Analyst

Responsibilities:

• Project leader, responsible for teh whole circle of teh Bank’s middleware office applications for Fixed Income trading.
• Responsibilities included daily basis support, monitoring, analysis, development, communications between operations group, and data supply to third parties and teh Back Office (IBM AS400).
• Compared positions of trades in our database to Back Office data and Bloomberg data. Printed teh reconciliation reports to teh financial group and teh operation group.
• Analyzed and solved teh problems reported.
• Worked on 6 processes data feed from Bloomberg during teh day.
• Implemented trades by responding to teh bank’s request and calculated sales credits, splits big trades, etc.
• Wrote teh TPS package in C++ and connected gateways between teh bank and Bloomberg or Back office in teh network.
• Data flow implemented in objects with SQL stored procedures, triggers to insert, update, and calculation of data updates tables in our database in real time, marked invalid data, and tan sent correct trades to teh Back Office to get confirmed.
• Updated teh database tables for prices and other data from a third party post trading hours. Depending on business request and daily analysis, new solutions and assignments were reported to teh manager. A JDBC, applet user interface was done in Java for TPS in NT.

Environment: HP UNIX, Windows NT.

Confidential

Developer / Analyst / Programmer

Responsibilities:

• Used C++, C, Rogue Wave, and SQL stored procedures to develop Repo’s (repurchase agreement) three major systems: Govt., ND Repo and Mortgage Repo, which were GUI front-end applications. These were updated in Real-Time (database & workstations) globally for Global Repo transactions of Confidential trading desk.
• Supported troubleshooting tasks for all Repo trading floors from London, Toronto, Tokyo, Sydney, and New York. Made sure all databases were real-time updated on globally connected syndicates. dis included solving Unix System, Database Update and Network Problems for all applications.
• Monitored all morning and night jobs (Shell Script Files): Updated positions from back offices, forwarded position calculations, compared teh different positions for five different locations, compared data in all database servers and cleaned all jobs.
• Documented all programs/information for each day trading and listed problems on Internal WebPages.
• Discussed with teh traders all there requests and design teh new features for their applications.

Environment: Sun, Solaris, Windows NT.