SUMMARY:

• Highly experienced software engineer with strong proficiency in VBA, Core Java, .Net, t - SQL, PL/SQL and Relational Databases
• Solid understanding of various asset classes and financial instruments including equities, cash, bonds and derivatives (swaps, credit-default swaps, options and futures)
• Experience includes over 22 years of experience primarily in the Financial and Investment Banking communities, along with, outstanding analytical and communication skills

TECHNICAL SKILLS:

Languages: Visual Basic for Applications (VBA), Core Java (SE 8), VB.Net, PL/SQL (Oracle 11g), t-SQL (Sybase & SQL Server), C#, ADO, RDO, ODBC, HTML, CSS, XML, JavaScript, Windows Scripting, UNIX.

Software: JDK 8, MSO 2016 - MS Excel (add-ins, spreadsheet migration, OLE, built-in functions, charts, advanced filtering, pivot tables, data validation), Word, Access, Outlook, Powerpoint, MS Windows (Windows 10/8.1/7/ME/XP/NT/98/97/95/3.1), SQL Server ( ), Visual Studio.Net (Framework 4.0), SharePoint, Business Objects, DB Artisan, ADO.Net, ASP.Net (WCF)

Market Data: Bloomberg and Reuters - using APIs of both in conjunction with Excel VBA development

PROFESSIONAL EXPERIENCE:

Confidential, Jersey City, NJ

Excel Engineer/VBA+Oracle PL/SQL Developer

Responsibilities:

• WPQ - Intelligent process-flow questionnaire created in Excel / VBA used to guide Financial Sales / Advisors to capturing data from clients, with the goal of producing Confidential Planning documents for Ultra High-Net Worth clients
• ACM - Improve the process and reduce risk involved with producing Asset Classification for client holdings based upon Fidelity’s proprietary classifications. This is used in producing a Net Worth Overview to the Ultra High-Net Worth clients.

Confidential, New York, NY

Excel Engineer/VBA+Bloomberg API Developer

Responsibilities:

• Global Equity Valuation App - Excel application, developed using VBA, which automated the data retrieval process of various global asset indexes and sectors via Bloomberg market data feeds.
• The development included the functionality to generate global equity valuation signals, using consensus earnings forecasts, equity price and bond yield curves as inputs, on a daily basis.

Confidential, New York, NY

Excel Engineer/VBA Developer

Responsibilities:

• Developed an Excel dashboard written entirely in VBA which included advanced charting and filtering
• The above displayed client pharmaceutical sales data for the anti-emetics consumer drug market

Confidential, New York, NY

Excel Engineer/VBA+Oracle PL/SQL Developer

Responsibilities:

• The primary responsibilities of the role are business analysis, VBA application and Oracle database 11g development, remediation of issues, testing and ensuring the user base has a stable and extensible platform for the Quarterly CCAR submissions to the Federal Reserve
• The client platform, which included various required schedules of the FR Y-14A form code, was developed using Excel VBA and PL/SQL and was capable of transacting in a client/server relationship.
• Above development included creation, maintenance and testing of stored procedures, as well as, a bulk upload functionality which was managed through shell scripts and which invoked SQL Loader using Oracle 11g and SQL Developer.
• All coding was primarily done in an Object Oriented methodology
• Daily BAU support for the above applications including both client and server

Confidential, Stamford, CT

Excel Engineer/VBA+SQL Server+C# Developer

Responsibilities:

• Issuer Data Analytics (IDA), a multi-tiered ASP.Net web application that shows historical and current bond trades. It is used by Debt Capital Markets Confidential, Syndicate desks, bond traders, sales and credit research analysts.
• Responsibilities include developing and maintaining various Web and Windows Services within IDA using C# and WCF in ASP.Net. These Web Services use JSON to communicate with remote clients. The above also includes heavy relational database interaction with Sybase (ASE 12) and SQL Server 2008, which, includes creating and maintaining stored procedures
• Project Mercury- Confidential ' global initiative to dismantle the Eurobank model and establish Confidential Limited as a stand-alone independent legal entity and to remove the existing indemnity between Confidential AG and Confidential Limited
• Development of various other Excel VBA applications for the Credit Flow Trading Desk
• SSIS solutions, created using the graphical Integration Services tools, to run overnight data tasks and send email notifications
• Application and user support throughout all of the above development phases

Confidential, Stamford, CT

Excel Engineer/VBA+SQL Developer

Responsibilities:

• Developed and migrated (from version ) multiple applications in Excel using VBA, SQL (Sybase) and XML
• These fully functional and extensible applications included PnL calculators for the Vanilla, Basis and Canadian Swaps trading desks which aggregated various curves from the Global Derivatives System (Official Trading PnL System)
• Delta Predict engine which creates delta ladders for both discounted and predicted delta. These delta ladders measure the sensitivities to various interest rate curves at each point to produce predicted Swap PnL
• Downloaded Eurodollar, Fed Fund, Treasury Futures and GBND treasuries from GTE in order to calculate intraday PnL for each type of hedge security using ADO and SQL
• Fully automated trade blotter written in VBA and which used XML to display intraday trades and allowed for multiple user interaction
• Provided daily application and user support

Confidential, New York, NY

Business Analyst

Responsibilities:

• Gathered business requirements from senior level executives
• Analysis of data processing and financial reporting procedures
• Reconciling balance sheet data between Peoplesoft and Business Objects (firm's strategic architecture)
• Identifying of ADAC lines and how they are reported in the current process
• Created Functional Requirement Documentation (FRD) and business specifications detailing problems and proposed solutions
• Automated FFEIC 002S Federal Regulatory Report using Axiom as the reporting software which included development of Excel VBA applications

Confidential, New York, NY

Excel+MS Access Engineer/VBA+SQL Developer

Responsibilities:

• Application design, development, documentation, implementation and support for the Basel III mandated Global LCR (Liquidity Coverage Ratio) Project using MS Access (2007), MS Excel (2007), VBA and SQL
• Analysis of data processing and financial reporting procedures for the above named project

Confidential, New York, NY

SQL Server Developer

Responsibilities:

• Daily Credit Risk Reporting:
• Analysis, development and production of Credit Risk Reports for Senior Management, Regulators (Fed, FSA), Sanctioning Teams and other business areas
• Reporting on Primary and Trading exposure and limits, using SQL Server to create reports containing Derivative and SFT Risk engine (Eagle), Trade Information, Peak Exposure, EEPE, Legally Netted Exposure, Collateralised Exposure, Exposure Profiles over tenor points
• Limits and Exposure System (GCIS2): Primary (loan book) and trading book exposure and limits (on obligor and risk shifted basis), sanctioning and collateral details.
• Cross-product tiered limits for derivative products
• Issuer Risk (Bedrock and Access database)
• Derivative Collateral Management system (Exposure Manager)
• Ratings and implied ratings on debt and CDS spreads (Moody’s, Bloomberg and internal systems)
• Analysis, gathering of requirements and setting up meetings with various global sanctioning teams, trading desks and external teams, then implementing these requirements to provide useful reports
• Created SSIS solutions, utilizing the graphical Integration Services tools, to run overnight database tasks and send email notifications with statuses
• Provided daily application and user support
• Working with data sources and IT to improve data quality

Confidential, New York, NY

Excel Engineer/VBA Developer

Responsibilities:

• Gathered requirements, created and maintained user reports using internal credit system platform
• Provided application and user support
• Above reports included capital market data for various products such as Equity Derivatives, Interest Rate Derivatives Swaps and Foreign Exchange for both internal and external entities detailing counterparty exposures, limits, overages, ratings and trade details
• Technologies used included Excel VBA and t-Sql for Sybase

Confidential, New York, NY

Excel Engineer/VBA Developer

Responsibilities:

• Full development and application support for the PIMS (Process Inventory Management System) Lite Application.
• This program was developed in MS Excel using VBA, XML, VBS and the MS XML toolkit.
• PIMS Lite allows for the input and retrieval of both domestic and international property and casualty insurance policies via XML ACD files.
• The PIMS Lite system splits its data into separate categories, Policy and Location, and allows this data to be organized into various reports (including a booking sheet), allows multiple users to view the same polices simultaneously and includes a Premium Distribution.
• The inclusion of the Premium Distribution is a first time automated functionality that allows premiums to be broken down by weighted ratios.
• Associated applications that were also developed along with PIMS Lite include automated Excel reports that can extract various user selected fields found in the various ACD files.
• These reports display information that can be audited for correctness and which will ultimately create extracts to be uploaded into RMS.
• Future phases are to include the finalization of the above mentioned RMS feeds and an interfacing with PIMS reporting.
• Full development and programming for the Budget and Forecasting (RTF) application using VB.Net, SQL Server 2005, ADO.Net, Crystal Reports and Excel VBA.
• Among the functionalities of the application are the ability to upload regional submissions data from Excel spreadsheets into SQL Server 2005, through the use of an interface developed entirely in VB.Net, the ability to generate a series of dynamic Crystal Reports which display prior year, budget and forecasting data in various views and the ability to query and export historical data. The application uses the ADO.Net and SQLClient libraries to communicate w SQL Server.
• The SQL Server database, including all stored procedures, views, functions, user accounts and data schemas, and the VB.Net application were developed entirely from scratch as part of the this multi-user project.
• Processing Inventory Management System (PIMS Lite) application-
• Developed entirely in MS Excel using VBA and XML.
• This application allows underwriters to store and retrieve historical and current policy information into and from various ACD (Account Common Data) XML files.
• Included in this application is the ability to move these ACD XML files internally through the use of FTP.
• PIMS Lite also performs calculations through a "rules engine" component, has a reporting interface, the ability to book and bind policies and to generate endorsements in MS Word.

Confidential, New York, NY

Excel Engineer/VBA+SQL Developer

Responsibilities:

• These tasks were not limited to development, but, also included analysis of current systems and processes in order to provide business analyst type duties.
• The application development was primarily done using Excel, Access, SQL Server, VB.Net and VBA.
• These applications were developed to automate daily money market risk and attribution processes and help to add efficiencies to pre-existing systems.
• Among these projects were a newly developed "GAP" System SQL Server (v. 2005) database, which displays future cash flows for various tenors and money market products grouped by Assets and Liabilities through a VB.Net interface.
• This application also handles other components which are an integral part to calculating the daily money market risk.
• The “ Confidential Risk” Excel application is another project which derives daily Delta Sensitivities using external analytical libraries and then displays the output in a customized report.
• "Options Uploader" - Excel application that utilized Bloomberg market data feeds and which was developed using VBA. This app updated Summit via ADO with closing prices for options on futures for Eurodollars, Mid Curves, Fed Funds and Treasuries.

Confidential, New York, NY

Excel Engineer/VBA+SQL Developer

Responsibilities:

• Excel VBA application development

Confidential, New York, NY

Excel+MS Access Engineer/VBA+SQL Developer

Responsibilities:

• BVC Subscriber - Excel application, developed using VBA, whose functionality was to upload daily rates from Reuters
• Trade blotter - Excel application, developed using VBA, which was used to keep track of daily trades and which allowed the government portfolio trading desk to enter their daily mark-to-market positions.
• Other projects included various MS Access reconciliations, many Excel VBA reporting projects, both large and small, and providing continuous user support for PC issues relating to Windows and MS Office.

Confidential, New York, NY

Excel+MS Access Engineer/VBA+SQL Developer

Responsibilities:

• Curves Check Template- Checks for unauthorized structural changes to various curves.
• It does this through ADO by gathering daily rates of the various curves based on selected indexes and diffing them between 2 dates.
• Above curve types include Yield, Smiles and Volatility Skews.
• Bonds Attribution- Gathers XML data and parses it via VBA and the MSXML 4 toolkit.
• This application displays the attribution for the various bond positions of the user's selection of trading books.
• Platinum TETB- Gathers the foreign currency denominated account balances for the many SAP accounts from Platinum, converts them to GBP and performs a reconciliation to TETB (Trade Enriched Trial Balances).
• The use of Pivot Tables is included with this application.
• Various MS Excel applications that gather rates and other information regarding options and futures from Bloomberg and Reuters.
• These applications make use of the Open Bloomberg API, Reuters API (including dynamic RIC code generation) and Excel VBA.
• Many spreadsheet applications capable of importing from other spreadsheets, downloading risk, calculating P&L and reconciling trade dated positions and transactions.
• The capabilities also include the automating of various risk uploads to external ODBC servers (Sybase) through the use of ADO.
• This includes the executing and running of stored procedures.
• These applications include worksheet reports, buttons, menu bars, forms and user friendly interfaces.
• Act as an IT resource for Risk Management to enhance existing risk management applications.
• MBS Reconciliation: Gathers and prepares trade data which displays pools and allocations between front office (Aurora) and back office (IMPACT) systems.
• Reconciliation is performed between the 2 using queries (action and crosstab), VBA code and Access' reports library.
• SummitChecks: Gathers data from Summit and compares filters, displays erroneous rates and future fixing dates that do not meet a specific criteria.
• FXRatesReval: Creates a comparison of forward outright and spot rival rates that come from the Markets Environment (ME) and broker emails.
• Various MS Access databases that gather, query, display and perform calculations around the data that is stored in Summit and then downloaded to spreadsheets and/or input into Access databases.
• Various MS Access databases that parse XML requests using the MSXML 4 toolkit (Dom Documents) and upload and/or download the data into external spreadsheets and databases.
• The use of Outlook's object model using Excel and Access VBA, as well as HTML, to automate daily email processes such as saving attached files to network locations, sending automatic emails and notifying users of certain conditions such as a particular file not being updated for a given date.
• Daily support of the business users in the above mentioned groups includes, but is not limited to, ad hoc macros, Summit queries and remediation of current and ongoing tasks, applications and desktop services.

Confidential, New York, NY

Excel+MS Access Engineer/VBA+SQL Developer

Responsibilities:

• Automated daily P&L attribution risk, which included Delta, Gamma and Vega.
• Other projects also included the validation of database data integrity, the checking to see if the changes in rates in the different currencies were reasonable and if there were any unauthorized structural changes in yield curves.
• All of the above were developed using VBA and Visual Basic 6.0 and included graphical user interfaces in MS Access (SQL, DAO, ODBC and ADO), MS Excel.
• PortfolioMTM: MS Access database which stores historical trade data and which contains capabilities for detailed analysis about trade profit and loss.
• This application produced daily reports, to be archived in PDF format (routine created using Windows APIs).
• CurvesCheck VolCheck and Skews Check: Excel applications which gather data and through the coded logic search for trader input errors among the curves and volatilities for the user's given selection of criteria.
• Gap Details Access database: Was capable of storing daily swap trade data, performing numerous market calculations and producing reports based on this data.
• The end result was a GAP report that was printed down to Excel, allowing for the manipulation of the host application's object model.
• Valuations Access databases: Gathered data from various reports output mainly by Summit.
• The application was developed as an accounting tool to track realized and unrealized profit and loss and to allow adjustments and commissions.
• The database allows the user to view and maintain its data and to run reports and output these in PDF format.
• Various report utilities built in Excel: These allowed users to import data mainly from text files or download information from Sybase and which systematically display the information in a desired format.

Confidential, New York, NY

Excel Engineer/VBA+ADO+SQL Developer

Responsibilities:

• Developed Excel and MS Access applications, using VBA, which automated a variety of tasks, including the updating and extracting of data through ODBC to Sybase using stored procedures, ADO and SQL.
• Projects included a Risk Generator, which calculated the trading desk's exposure to various scenarios, an application which shows the hourly and minute by minute energy output from the client's utility plants, and a program which uses ASP through Excel WEB Queries.

Confidential, Stamford, CT

Excel Engineer/VBA+ADO+SQL Developer

Responsibilities:

• Development of reporting and accounting MS Access applications using VBA and SQL.
• These projects often included the use of ASP through Excel's ability to handle WEB queries, which gather data from various WEB sites.

Confidential, New York, NY

Excel+MS Access Engineer/VBA+ADO+SQL Developer

Responsibilities:

• Development of MS Access applications derived from the converting of Paradox applications, as well as, the troubleshooting and supporting of Access applications already in production.

Confidential, New York, NY

Excel+MS Access Engineer/VBA+ADO+SQL Developer

Responsibilities:

• Access/Excel/VBA/VB development for the Confidential.

Confidential, New York, NY

Excel+MS Access Engineer/VBA+ADO+SQL Developer

Responsibilities:

• Development Excel and MS Access applications, using VBA, which automated routines in order to facilitate the analysis of data, as well as the overall reporting process and to allow daily tasks to be accomplished by simply clicking on buttons.
• Programmed several Access 7 databases, in VBA SQL for Access, which gather and store various trading and accounting information and which generate reports, through SQL, and the use of OLE in conjunction with Excel VBA.
• Certain projects have successfully been transferred to the Regional Confidential stationed in Canada.

Confidential, New York, NY

Trader Assistant

Responsibilities:

• Monitored and traded in Federal Funds and Eurodollar deposits for overnight positions

Confidential, New York, NY

Associate

Responsibilities:

• Middle Office daily functions and tasks