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Programmer Analyst Resume Profile

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Technology Profile

  • Languages : C .Net Winforms, Wpf, VSTO.Net, VBA, IMacro
  • Data : MySql, ADO.Net
  • Tools : Git, Clear Case, CC.Net, DevExpress, Tortoise Git SVN, SqlYog
  • IDE : VS 2005, VS 2010, Eclipse, Xterm, Xemacs
  • Xml Technologies : Xsl, Xslt, Xpath, CSS, Xsd
  • Tracking Tools : JIRA, Bugzilla, ClickTime
  • API : Intex, Bloomberg API
  • Working knowledge of Silverlight, VB .Net, ASP .Net, JAVA , VB, C, C , Perl, and Python.

Roles and Responsibilities

Current Designation :

Programmer Analyst.

Roles : Project lead, Module lead, Build and Release manger

Responsibilities : R D, design, development, gathering requirements from clients, releasing the application on to the development and production servers, Cruise control maintenance, fixing the support issues.

Project Experience at

Working as a Programmer Analyst

  • As a part of the RiskSpan team, I have been involved in the design, development, maintenance and support of the RiskSpan application RS Velocity, MarketColor, RS Edge Tool and other initiatives for both internal and external clients.
  • Below is a list of some of the projects/development initiatives that I been involved since Oct 2004:
  • Modeling VaR Value-at-Risk remains the single most popular risk metric among regulators of and investors in large portfolios of asset-backed securities. RiskSpan offers a full suite of VaR analytics depending upon the complexity of the portfolio and the requirements of the client.
  • Responsible for implementation and Integration with RS velocity.
  • Technologies and Environment: C , Excel, Visual Studio 2010.
  • Bloomberg API Integration Bloomberg users can use their BMB login details and invoke Bloomberg data while working in RiskSpan application. In addition, they can run analysis and upload their trading details to RiskSpan without any difficulty.
  • Responsible for Design, implementation and Integration with RS velocity.
  • Technologies and Environment: C , XML, Bloomberg API, CruiseControl.Net, Visual Studio 2010.
  • Asset management Web based Data Tool The purpose of this online web based database tool is to assist the client in underwriting, site inspection and ongoing asset management of CMBS and subordinated debt investments.
  • Responsible for web and database design, implementation and project management
  • Technologies and Environment: JSF, XML, MySql and Eclipse
  • RS Edge The purpose of this tool is to provide clients a flexibility slice and dice agency data across aggregate portfolios within seconds to understand future agency prepayment drivers.
  • Responsible for design, implementation and deploying the RS Edge Tool Software using click once technology

Technologies and Environment: C Wpf, XML, DevExpress, Visual Studio 2010

Project migration

  • Part of .Net Migration process, migrating existent Velocity projects from .Net 2.0 to .Net 4.0.
  • Converted existent .Net customized controls utility projects to use.Net 4.0
  • Optimizing the code using latest method calls LINQ etc
  • Configuring with Continuous build and integration using Cruise control.net tool

Technologies and Environment: C Wpf, XML, DevExpress, Visual Studio 2010

MarketColor VS 2005 2008-2010 : The purpose of the MarketColor Tool is to provide an interface to internal/external clients to color most recent price talks. Clients can customize this tool integrate with their daily MarketColor emails. This allows user to search by any indicative, pricing batch or market color fields. This is internally integrated with a Lucene api which is essentially a fast search engine where every field is indexed.

  • Responsible for Design, implementation and deploying the MarketColor Tool Software using click once technology
  • Parsing Emails and their attachments using ADO frame work.
  • Configuring with Continuous build and integration using Cruise control.net tool.

Technologies and Environment: C Wpf, XML, DevExpress, Visual Studio 2010

RiskSpanExcelTool .Net UI Development: This software is essential to access RiskSpan excel applications and retrieve the data on to excel.

  • Responsible for Design, implementation and deploying the RiskSpan Excel Tool Software using click once technology
  • Converted existent VB Excel applications to use.Net software
  • Configuring with Continuous build and integration using Cruise control.net tool.

Technologies and Environment: C , XML, DevExpress, Visual Studio 2005 2010

RiskSpan's Flagship Application RS Velocity 2005- Till date : RiskSpan's flagship application, RS Velocity, offers clients a suite of valuation tools to manage analytics, risk and transactions for assets, including mortgages and structured securities, across a single integrated platform. RS Velocity is a fully managed solution that bundles data, analytics, reporting and trade capture service.

The RS Velocity development consists of the following major phases.

Phase I Design and Implementation of Custom Controls and Login screen

Phase II Design and Implementation of Calculation Specifications Screen: The purpose of the Calculation Specification tool is, to provide a platform to the user to define the analytic parameters for e.g, OAS spread, Intex parameters to run the analytics.

Phase III Design and Implementation of Scenario Manager Screen: The Risk Span Scenario Manager tool allows the user to create, save and define various user Scenarios for running Rate Shifts, Partials, prepay Scenarios, Loss, Prepay and Delinquency vectors.

Phase I Design and Implementation of the RealTime feed Tools for the RiskSpan: The purpose of the RealTime feed tools are to display all the real time values Libor, Swap, TSY etc., along with previous day closes.

Phase - Design and Implementation of the Single Security and Portfolio Tools: The purpose of the Security Portfolio Analysis tool is to provide a platform to the users to run various analytic computations and reports based on user specified scenarios like the Yield Table, Prepay shift, KRD, RateScenarios, 1 Analysis etc at portfolio level.

Phase VI - Design and Implementation of the Prepayment Analysis Tool: The purpose of the Prepayment Analysis tool is to provide a platform to the user to compare historical and projected prepayments for the any given security/pool.

Phase VIII - Trade Capture: The Trading tool is to provide a platform to the Traders to enter their trading information and generate EOD, Month End P L reports.

Technologies and Environment: C , XML, DevExpress, Visual Studio 2005 2010

Deal Level and Portfolio Cash flow Generator Tool 2004-2005 : These excel tools are being used to generate Cashflows at deal and portfolio level.

Technologies and Environment: C , VBA, XML, DevExpress, Visual Studio 2005 2010

RSValuationReport Generator 2008-2011 : This is an internal excel valuation tool to generate RMBS reports. The RMBS report consists of RollRate information, Tranche and Bond level cashflows, Collateral Analysis, Strats Analysis and Static analytics for various selected scenarios.

Technologies and Environment: C , VBA, XML, DevExpress, Visual Studio 2005 2010

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