SUMMARY

• Provide complete data warehouse (up to 50TB) solution, often following full SDLC methodology and an agile environment, from gathering requirements from stakeholders or business analysts, designing the data model, ETL, development to apply business rules and reporting, as well as production support and set and document procedures for it.
• Write Python (OO) scripts to extract data from database and put it into excel file.
• Calculate returns for indexes, benchmarks and Portfolios at fund, sleeve and security level and comparing them to Oppenheimer portfolios and mutual funds Calculate the price and risk of fixed income instruments with change in interest rates. Calculate premium, delta, gamma and other Greeks for equity options using Binomial Approach.
• Profile raw data in staging tables or files and work with various stakeholders to determine data flow, mapping from source to target, cross reference to other sources to come up with conceptual, logical and physical database schema for both OLTP and OLAP solutions.
• Proficient in Inmon & Kimball methodologies, top down vs. bottom up approach, entity relationship, proper normalization, 3NF as well as dimensional modelling, data mart, star and snowflake schema.
• Write and optimize complex SQL queries and procedures for large datasets for data profiling, loading data, implementing business rules and providing data for Business Intelligence and Reporting purposes. Load and optimize data load from Informatica ETL.
• Serve as Security Master for entire Prime Brokerage. Took initiative for optimal redesign and implementation of sourcing data from various internal sources, ensuring data integrity by keeping data constantly synchronized and updated, and establishing procedures for FTSS support.
• Write an ETL for Sybase, in C++, that can transfer a million and a half rows from one server to another in one minute by using memory to memory transfer in native column type.
• While a team player, able to mentor and work independently. Possess strong communication, analytical and problem - solving skills. Creative, not to reinvent the wheel, but at the same time not constrained by established and standard procedures. Passionate about my work, give close attention to details and quick and eager learner of new technologies and systems.

TECHNICAL SKILLS

Data Models: 3NF, Dimensional Data Marts, OLTP, OLAP, Master Data, ODS.

Financial: Mutual Funds, Prime Brokerage, Market Data, Security Reference Data, Securitization, Regulatory Reports, Equity Option and Bond Pricing, Greeks Calculation.

Databases: MS SQL Server. Oracle Exadata, Sybase ASE & IQ. Teradata.

Languages: T-SQL, Python, Perl, PL/SQL, C++, Scripts (ksh, awk, sed).

Other: OOP, Erwin, Excel, MarkIT EDM, UNIX, Linux, AutoSys Agile, SDLC, SVN.

PROFESSIONAL EXPERIENCE

Confidential, New York

Database Developer

Responsibilities:

• Work with BAs to design dimensional data mart for Index and risk data. Gather Market Data (Indices, Benchmarks, Prices, Risk Metrics (yield to worst, yield to maturity, spread beta, greeks etc.), Ratings, Repo, Exchange and Interest Rates) from various sources like Bloomberg, Reuters, Citi, Barclays, MSCI, Rimes and Factset.
• Write Python scripts to extract data from database and put it into excel file. Calculate returns for indexes, benchmarks and Portfolios at fund, sleeve and security level and comparing them to Oppenheimer portfolios and mutual funds.
• Data was first loaded into staging tables using Informatica and then SQL was applied to put it into data warehouse. Use python to set preferences from which source to get risk data for witch risk metric. Files from various sources came at different times, so sourcing of data varied depending on time of day. This data was then provided for reporting and other front-end processes, and migrated to an Oracle linked server witch then calculated Fixed Income Attribution.
• Design schema and implement sourcing of Security Reference Data from MarkIT EDM. Use Python to eliminate duplicate cadis for street identifiers (cusip, isin, sedol, ticker etc.) using a set of preference rules (Active Inactive, Obsolete; provisional; child for multilegged security; etc.) and assign unique cadis to a street identifier.
• Use SQL to enrich Security data from core attributes and classification. Kept historical data for one month for all identifiers in historical table. Migrated Fixed Income and risk procedures from referencing street identifiers to cadis. All new applications started with using cadis.
• Entire SDLC procedures were followed. Agile development environment including daily scrum and weekly reviews and planning.

Confidential, New York

Lead Developer

Responsibilities:

• Work with business users and profile data in staging tables and files to define requirements determine data flow and mapping from source to target, the frequency and volume of data input and output.
• Use Teradata system tables to write Python scr4ipts to create procedures for inserting, retrieving and deleting (logical) records from table while doing consistency and integrity checks and keeping and audit trail. Optimize and Develop several SQL, stored procedures and Python scripts.
• Wrote specs for and developed Python scripts to load data and for reporting teams Map street identifiers to Confidential internal security identifier.
• Design Conceptual, Logical and Physical ODS for Non-Purpose Margin lending using Erwin Write SQL to profile and verify the data Some SDLC procedures were followed.
• Capture account activity in Python account activity like amount withdrawn, payments made, fees, interest, positions and balances, securities held and whether a margin call has to be made.
• Load mortgage files using bcp from Fannie Mae and profile data and determine keys, marking the latest information and write SQL procedures to conform it to Confidential structure and map security identifiers to internal identifier.
• Develop data mart and write Perl scripts and complex SQL queries and stored procedures for performance in a high volume critical BI Data Warehouse for trade reconciliation as well as develop archive and recovery strategy of relevant historical data.
• Work with business liaison to strengthen security reference data from Bloomberg, as well as data integrity for Equity and Fixed Income products by eliminating duplicate tickers, while enriching data by deriving and loading various tickers.

Confidential, New York

Data Warehouse Architect / Developer

Responsibilities:

• As part of Prime Brokerage Data Warehouse, following SDLC, initiate and complete comprehensive overhaul of process for gathering security reference data.
• Designed dimensions for Security Reference data. Data was coming from various sources in piecemeal fashion. The data had to be updated and kept in sync. Two tables were designed MASTER which kept information common to a security (including street identifiers) irrespective of which exchange, country and currency they were traded in, and a child EXCHANGE table which had information unique to the exchange, country or currency the security was traded in.
• Developed SQL for a delta sync twice a business day and a complete sync on Sunday.
• As time progressed and more information about a security came in we discovered we had duplicate securities hence one to be archived, securities traded in different exchanges belonged to same MASTER hence merged, securities under one MASTER actually belonged to another MASTER and hence splitting, all this was done in SQL executed twice a day. Develop stored procedures for support group to do so manually when required.
• When users complained about a certain product information, like coupon being different in Bloomberg terminal, products out of sync were put in an exception queue and information was updated automatically from our sources. If the information was wrong on our sources they were asked to fix it. Thereby eliminating direct update of the tables.
• Set preferences for witch information was given preference from which source. Inconsistent information between the sources was sent back to sources in Excel for them to fix it and then we loaded it again.
• Wrote stored procedures for cross-referencing security products by various global identifiers including isin, cusip, ric, quik, sedol, valoren, ticker and Confidential internal identifiers.
• Write specifications and develop stored procedures for determining global primary, country primary and currency primary exchanges for equities and fixed income securities. For efficiency five stored procedures were used to process 1.5 million securities information in batches of 50,000 using temp tables with indexes
• Wrote SQL to provide regulatory reports after the financial crash in September 2008, in EXCEL, to NYSE and NYS AG on held positions and short-selling activity by hedge funds in securities of financial companies.

Confidential, Harrison, New York

Lead Database Architect, Analyst & Developer

Responsibilities:

• Reengineer all aspects of database design including tables, referential constraints, indexes, GUI requirements by actively working with business analyst, for major efficiency gains and improved functionality for Receivable Securitization Funding System (RSFS)
• In corporate receivable Securitization in multiple currencies and multiple countries rather than just being restricted to US and USD. It involved adding a currency column to several tables, migrating data with currency being initialized to USD, stored procedures for trading both FX and normal trades.
• Calculate spot and forward rates, interest and MMY rate, dealer commission and trade proceeds.
• Calculate exchange rate via stored procedure, by taking into account when the currency shifted from individual countries to Euro. Rates were available only for USD so they had to be calculated also rate throw USD rate was calculated as to whether it was direct or indirect rate. Give thought to doing minimal arithmetic operations for rounding problems.
• Developed stored procedures for allocating proceeds to various funding pools and then enabled traders to alter them as they seemed fixed. Was able to achieve minimal manual intervention by traders.
• Fix rounding problems and optimize EOD processing from 2 Hours to 3 minutes by converting business logic from Embedded SQL and C to stored procedures operating on bulk rows.
• Produced various reports, including Trade Sheet Summary, Portfolio and Period Funding, Liquidity, syndication, delinquency and FX cost.
• Create archive program enabling successful transitioning of old data to historical databases using stored procedures and ensuring data is archived before being deleted from production. Extensive use of System and driving tables.
• Generate SQL code for primary and foreign keys and triggers using system tables.
• Guided front end and reporting developers as how to calculate and present data.