SUMMARY:

• Senior Risk and Quantitative Developer with extensive experience in design, development and implementation of financial tools, pricing and trading system. Providing state of the art solutions and strategies for complex problems.
• Expertise in object - oriented analysis and design, C# .NET, C++ and Java, relational databases, multithreaded services and message-oriented middleware to deliver fault tolerance applications running on both NT and Unix platforms.
• Extensive knowledge in Real time Prime Products, Simulations and Statistical Process Control and Analysis.
• Excellent communication skills.

TECHNICAL SKILLS:

Languages: C# 6.0, .NET 4.7.1, VC++11/14, VS.NET, VB/VBA/EXCEL, Eclipse JAVA 1.7.0, PyCharm 5, Python 3.7.3IronPython 2.7, SHELL, PERL, C/C++, PL/SQL, MS SQL, EXCEL/VBA/Solver, STL, Object Oriented Design.

Platforms: Windows 2K, XP, NT, UNIX (Solaris 2.6, HP-UX 110), Eclipse-Juno, Netbeans 7.2, Symphony

Web Dev: ASP.NET, MVC, WCF NetTcp, WCF RESTful, JASON/XML, SOAP, XML/XSLT, HTMLDatabases: ORACLE 11g/10g/9i, SQL Server 2008 R2, Sybase ASE 12.5/15, Toad, RapidSQL, DBArtisan

GUI: Angular 7/8, Angular/Material React 16.5, WPF 4.0/4.5, snoop 2.8.0, Mvvm Lite, DevExpress 18.2.8, Infragistic

JavaScript, HTML5, Excel: DNA, PyXll, Jupyter Notebooks, Syncfusion 4.2, UWP, PWA, Xamarin, Swagger

Tools: MS Visual Studio 2017, BitBucket/Git, SQL Developer, SQL*Plus, Perforce, ClearCaseMicrosoft Server Management Studio, Visio. XPath. JetBrain ReSharper 7.1.1, Jira 6, Crucible 3, SnagItTeamCity, Jiras, CruiseControl. dotTrace 3.5 and Ants 8 Profilers. DI/IOC/Autofac/Spring. SVN, Bunduki

Reporting: Microsoft SSRS/SSIS, Tibco, Notepad++, Data Services, EXCEL/VBA Script, Sprint.NET

Middleware: Coherence Cluster, AMPS, WCF, Solace, Message Queues, Talarian Smart Sockets, Perfmon, FIX, ACE, Tuxedo

Design: MVVM, PRISM, Rational Rose, UML, Spring.NET, JMX, Design Patterns, Design Principles, SOA,Multi-Tier and Distributed Design Architectures.

Protocols: Google Protocol Buffers, base64 encoding, FIX 4.2, WinSocket, Http, RX-observables

Practices: Unit Tests NUnit, Mocking Rhino Mocks Moq, TDD, Domain Dirven Design. RTD Functions

EXPERIENCE:

Confidential

Senior Developer/Analyst

• Designed and developed various tools for the STARBOAD Option Trading Platform including Contract Selector, an efficient and accurate Option Contract Selector tied up to Trade Entry and Trade Pricer that allows traders to pick/choose/remove Trades - Creating and implementing Spread Pricer Strategies including Theoretical Values allowing the Traders to analyze, share ideas and efficiently trade Strategies right from the Trading System platform using C# DevExpress winform, WPF and PyWeb. Communication with backend via Socket Plus messaging.
• Allows Docking and Booking Trades using ICE-CHAT indicating Sold and then Book trades to Post Office/Foghorn and Valhalla downstream Firm-Wide Compliance and Booking system using REST API
• Worked hand-to-hand with traders to apply required changes and enhancements to the trading system, bug fixes and make the system highly efficient and performant. Implemented Exec Browser that allows to review execution modify counter parties and commissions
• Designed and developed Excel Add-Ins for the ETF Trading Desk which utilized Excel-DNA library. Provided RTD User Defined functions (UDF) - Cell based and Matrix/Table based that allows Traders to view, analyze and strategies Position Blocks and perform large block of ETF/Bond trades. Connected to Ref Data to that brings into view Fair Value and Market Value prices per ISIN/U-key of underlying baskets and bonds. Implemented RX-Observables to deliver results in the most efficient way possible.
• Implemented Catalog Services that allow traders to define and simplify connections to WebSocket based resources and easily select and view result and perform functions on the content including Filtering/Pricing and aggregations.
• Technologies used: C#, Python, Excel

Confidential

Senior Developer/Analyst

• Designed and developed Views/View Models for Trade Management/Engine Configuration Repository/Eligibility WPF screens for EOD, Intraday Credit Valuation for FX, Equity and Commodity books applying Default Probabilities curves on valuations of books and portfolios. Developed screens from configuration parameter editing and settings through Menus for customized invocation of pricing. Implemented Front End based on Infragistics controls for WPF4.0 such as XamDataGrid/TreeView. Utilized WCF proxies and services to communicate with backend Coherence Cache and AMPS Cache subscription to send and receive requests to the Calculation Engine.
• Enhanced Legal Entity functionalities. Designed and developed Legal Hold functionality which prevents books from being removed the system while under litigations. Saved Legal Hold onto SQL Server 2010, communicating with the data store via WCF proxy and services. Exposing Legal Hold per trade under hold. Drag and Drop capabilities, Configuration data comparers.
• Designed and developed Risk Data Snapshot screens viewing specific Equity Data Snapshot residing on the Coherence Cache to allow user to further investigate pricing results and underlying books and portfolios. Allows exporting data to excel and xml files and send via emails.
• Implemented Debug-Info interface to allow user to explore internal data and request between client and server.
• Implemented Generic Parameter Views and View Models throughout. Implemented Attached Behaviors to customize export behaviors to Excel. Maintained separate View Models for Client and Shared common Gui components. Adhered to MVVM Lite standard within all aspect of the projects. Utilized unit testing for Scenario analysis to examine system behavior throughout. Viewers and Alerts notifications.
• Implemented WCF transport level security between clients and server, using before and after actions (service, security and operational) behaviors.
• Explored new Fluent Design and enhanced User Experience.
• Technologies used: C#, Java, Python

Confidential

Vice President/Development

• Designed and developed enhancements in EMG Jane platform which provide Risk Scenarios, Valuations and Reporting and tools for signoffs.
• Worked extensively with Channel Workbench Framework - a flexible tool that defines and runs multiple jobs on remote servers based on configured workflows and tasks and also allows to debug server code with ease.
• Implemented various new Valuation Models such as Buy and Sell Back and NDF instruments.
• Implemented Data Dumper for Oracle Reporting Cubes such as Custom Valuation of instruments such as FX Forwards FX Options, FX Swaps and NDF for hedging purposes. Dealt with wealth of issues regarding FX Fixing especially.

Confidential

Senior Analyst/Developer

• Designed and developed Gears P&L Attribution Service which provides Explained P&L and Scenarios Analysis for variety of products such as Equity, Index Future, NDF, Equity Derivatives, Prime Swaps and Convertible Bonds.
• Performed Risk Valuation for these instruments and its dependent components in the system using GMAG Quant Library and the MOB, Market Object Builder Library.
• Persisted for reuse of Static and Dynamic Market Environments, Dependency trees of the Market Data snapshots,
• Developed interfaces to interact with Coherence Cluster Caches using Microsoft Rx listener to execute attribution instructions. Implemented and utilized Coherence invocables. Extensive work with both C# and Java.
• Adhered to Unit Testing methodologies for maximizing code coverage of unit tests.
• Provided Integration testing capabilities to ensure non-breaking data flow and logic of the components in the system. Designed and developed POC, for IRM - Intraday Risk Monitoring using C# for Linq type data retrieval and embedded Iron Python for dynamic ad hoc Calculations.
• Implemented Service Configuration setups for various regions and environments using Nant scripting.
• Worked on ForeFront Prime Swap Risk and Signoff System
• Analyzed and provided solutions to BAU Jiras; involved in all SDLC aspects of the project.
• Extensive work with SQL Server 2008 R2 queries, store procedures, tables and C# GUI and server code.
• Technologies used: C#, Python, Java, Excel, C++

Confidential

Consultant - ISGT - Equity Derivatives; Risk Viewing And Signoff Alerts.

• Designed and developed the RV Entitlement and User impersonation in Signoff screen and Portfolio Selector Screen to allow Senior Managers to view selected portfolios and Strategies. Improved application performance by providing advanced techniques of data format and caching. Performed unit testing for all developed features.
• Worked on RV GUI Data Dictionary Editor which connect RV to its dynamic source of feeding using Pub/Sub mechanism for which each Column provided with unique field Id, Short Description, source, format.
• Design and developed GuiAdmin to monitor regional users, and their alerts and logging activities.
• Designed and developed the application using WinForm/WPF with Infragistics UI control using the Microsoft 4.0 and C#.Net framework, utilizing Unity Container for all modules in the system. Provided each GUI field with its own source of feeding, and allowing user to grab the individual feeding and run it separately from the main GUI.
• Encapsulated and separated the Presentation logic into MVVM framework, and Business logic into modules and Services.

Confidential

Consultant

• Design and developed Windows Services to handle Compliance and Eligibility Analysis Requests via WCF, MQ and Solace using Microsoft Framework 4.0 and .NET C# under Spring.NET framework.
• Designed and implemented Rule based engine to process LCH, CME, KRX and MC Eligibility business rules.
• Communicated with TMS - The firm Trade Management System to receive economic data of Swaps GMT format
• Processed GMT and FpML/XML and XML CLR message type formats for Trades and economic data.
• Designed and Implemented, Protocol Buffer messages in order to compress the resultant data.
• Implemented Eligibility Persistence Result data on SQL Server 2008.
• Implemented Tables, Store Procedures, Functions and constraints.
• Designed and developed batches for End Of Day services deployed on AutoSys for night processing.
• Retrieved EOD Trade Downstream Data, analyzed its Eligibility and saved its Results on DB for GMT and CLR Trades where results were persisted on SQL Server 2008.
• Implemented GUI components for integration and Unit testing of the service functionalities.

Confidential

Vice President/Development

• Design and developed under Windows and Microsoft Framework 4.0/3.5 using C#.NET and ASP.NET
• Developed FDS as 2-Tier application with WinForm GUI and Sybase as the Back-end .
• Extensive use of .NET WinForm client GUI with heavy use of native grids along with Syncfusion 4.2 Bounded Grids, XML, networking and Multi-threading classes.
• Designed and developed Screens for analyzing deal hierarchy and compositions, fund detail strategies and ratings.
• Designed and implemented flexible Deal fund importing and validation.
• Utilized Historical Returns and Market Data under Sybase ASE 12.5/15
• Utilized Dynamic Compilations built-in FDS to provide Deal State Valuation and pricing.
• Interfaced with quant library using Deal State Code and logic that traders could customize.
• Implemented template based report using flexible interface of fields, hierarchy and Model Control View concept.
• Implemented Hedge Ratios computation for QIS - Quantitative Investment Strategies Group.
• Designed and Implemented Historical Data Tables, Stored Procedures, Functions and Views on SQL Server for QIS processing. Retrieved EOD Market Data into and from these tables for QIS Algo processing.
• Designed and implemented backend process for analyzing VA products
• Designed and implemented WPF GUI for front end Reporting implementing various User Controls such as custom Data Grid and custom Ribbon utilizing MVVM framework
• Designed and implemented Silverlight 4.0 Application for VA ad - hoc Reporting leveraging MVVM framework.
• Designed and implemented the DDL, Store Proc, views and functions for VA database using SQL Server 2008
• Implemented batch processing for analysis and reporting using SQL Server store proc.
• Wrote Web Service using WCF to obtain Bloomberg Market Data for ETF, and Futures using Bloomberg API.
• Computed Firm ETF and Future based Indices and published them on Bloomberg using PriceLink II API.
• Utilized XSLT to display VA HTML pages and data on web browser.

Confidential

Vice President/Development

• Design and develop Price Calculators using Microsoft Visual C++/STL, MS SQL.
• Develop and enhance Interpreter Language using Parsers and Lexical Analyzers to parse and execute Analytical formulas.
• Analyze Historical Data and Pricing models for Fixed Income Instruments such as Bonds/Swaps/Credit Risk
• Published results in XML formats as well as Spread Sheets
• Worked on the Core Analytics such as; History Calculator, PortfolioMarker, NTRT, Security Analytics Being Multithreaded COM Servers.
• Developed new functionalities for PortfolioMarker, implementing modeling tools and functions, making use of Zscore for Rich/Cheap analysis, RollingDistributions, Regressions, Regression Residue.
• Used Visual C++ 6.0, COM/ATL and MS-SQL Server 2000 on Windows XP.
• Implemented Weighted Monte Carlo simulation to calibrate Asset-Pricing Models and computing Minimum Entropy for Derivatives using Matlab-Optimization Tools and C++ BFGS models.

Confidential

Consultant

• Designed developed Calculator Nodes in the Pricing Engine Graph using Microsoft Visual C++/STL, MS SQL.
• Created visual tools to assess back testing results.
• Implemented Real Time monitoring of Talarian Price Engine Traffic.
• Implemented Throttling Algorithm to enhance Real Time Pricing.
• Designed and developed Perl programs to extend the Price Engine Graphs.
• Designed and put into effect, Latency Monitoring system.

Confidential

Consultant - Equity Derivatives Products

• Designed developed and enhanced Pricing models and integrated them into the Risk Management System using Microsoft Visual C++/STL, Oracle.
• Worked on implementing derivative models into the Sophis System including Black-Scholes, Cliquet, Docs.
• Enhanced The VaR reporting in Sophis System.
• Implemented and put to work Real-Time quotes using Tibco Rendezvous services on sun servers.
• Designed and developed algorithms executed on Portware Trading System using Java J2SE under Eclipse IDE
• Implemented Java plug-in for EOD for Portware Trading System.
• Designed and implemented Quote Server using Reuters RFA and SFC API’s
• Designed and developed trade execution router to Portware Engine using FIX protocol.
• Developed SQL Scripts for accessing Risk and VaR databases using Oracle 8.1.7 database
• Developed Unix shell scripts and Perl scripts to perform night batch computations.
• Designed and developed XML feed files for VegaKT End of Month portfolio valuations.
• Implemented and integrated a new Trinomial Convertible Bond Model into the Sophis Trading System.

Confidential

Consultant

• Designed and developed Automated Trading Systems for Intra-day and short term Traders generating timely signals of Executions and order routing commands. Built a market data server, which performs extensive computations to detect arbitrage overbought/oversold situations based on real time and historical data. Computations include among others; market correlation, leading versus lagging, market divergences and regressions.
• Built a GUI based on Windows MFC with sophisticated Data Grids and Charting Screens that allow the trader to monitor real time trades, perform simulations and back-testing, and build and test strategies.
• Created a special C-Like Interpreter that allows users to build a personalized and private set of Trading Formulas for the market data server. The Interpreter was written in the most efficient way possible to insure maximum speed of execution using a large set of built-in specific and generic functions.

Confidential

Independent Consultant

• Designed and implemented the Order Book and Pre-Open Orders for the MASTER Trading System, a distributed multi-threaded server application used by a large scale block trading.
• Utilized Persistent Object from Object Store under Sun Solaris SunOS5.6 based on memory mapping mechanism into virtual memory space along with Rogue Wave Threads.h++.
• Introduced solutions based on ACE - Adaptive Communication Environment. Created a subscription-based implementation of Reactor/Connector/Router ACE modules to communicate with other distributed processes via GMDS - Guarantee Message Delivery System.

Confidential

Senior Analyst and Consultant

• Designed and developed Control Software for AN/UYQ-65, a distributed application development platform based on SPARC 10 Systems under Solaris 2.4 and HP-9000 700 series under HP-UX (System V). GPP and five IOP processors connected with dual Ethernet and VME redundant buses. Implemented Client/Server Model using Berkley Socket Interface of connection-oriented protocol in Internet TCP/IP domain. Developed API’s for user application developments. Implemented Device Driver Object Class for Inter-process communications.

Confidential

Senior System Developer and Consultant

• Designed and developed the Software Package for ISM-In Line Sputtering Machine to manufacture SONY Audio Mini-Disk and Magneto Optical Data Disks. Participated on all aspects of product development; from the initial concept through requirement specifications, design and implementation to successful deployment and final refinement and tune-up. Acted as the project leader, wrote specifications, estimated manpower, generated Task Breakdown List, Task Assignment and schedules. Led a team of four programmers throughout the development phases.

Confidential

Senior Developer

• Designed and developed Software for various Air Force projects. Designed and implemented drivers for communications, navigation and control systems for Lamps, NSU and B1. Developed automated test system for non-destructive tests of components in the systems. Developed software with various assembly languages for Z-80, 8085, 8089, 8086 microprocessors.