Fix Analyst Resume
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New York, NY
SUMMARY
- Experienced in Client OnBoarding and involved in all phases from Client Requirement gathering to Settlement of the trades.
- Level two Application Support of Confidential (OMS), Order Execution (EMS) and Reporting.
- Created, deployed and maintained the Fix sessions (Fix 4.2).
- Experienced in carrying out Buy/Sell Side, Staging Fix Certification using Cameron Fix Engine and QuickFix.
- Exposed to Equity Markets (Capital Management) like Stocks, Futures, Options, Swaps, FX, and Forwards.
- Played a major role in Development, Testing and Maintaining Fix Aggregator and Fix Hub (A third party tool which integrates fix sessions).
- As a Business Analyst, gathered requirements, created a Requirement document and coordinated the same to off shore team for development and also carried out UAT testing.
- Worked on reports like VSR,MTM,PSR,TSR using SQL Server Reports and Option Analysis reports, VaR(Value at Risk), Portfolio Snapshot, Greeks spreadsheet for Portfolios (Black and Sholes model) using Excel.
- As a Database programmer have a good knowledge in Database Programing (SQL and Pl/SQL in Oracle 10g), Oracle Forms and Reports, SSRS (for reporting both on demand and Scheduled reports) and UNIX shell scripting (For running batch jobs).
TECHNICAL SKILLS
Languages: Unix (Shell Scripting), SQL, PL/SQL,XML and XSLT
Web Technologies: Oracle Apps (Oracle Forms and Oracle Reports),SQL Server Reports,SSRS
Databases: Oracle 9i,10g, MySQL, Postgre, SQL Server
Web Servers: Apache Tomcat, Web Logic
Design Tools: Microsoft Visio, ER Data Model
Content Management: Drupal
Protocol: Fix Protocol 4.2
Operating Systems: Windows 2003, XP, Windows 7, Vista, Linux
PROFESSIONAL EXPERIENCE
Confidential, New York, NY
Fix analyst
Responsibilities:
- Involved in all phases of Fix Cycle right from gathering requirements from Brokers about EMS, coordinating for Fix session certification, Certifying fix session and bringing the session to production.
- Fix certification involved certifying asset classes like Equities, Futures, Options, Swap, FX, and Forwards for both US and International securities.
- Included Single Order, Multi Leg Order, IOI, Order List Certification with Fix 4.2 on Cameron Engine and QuickFix Engine.
- Involved in Testing and Maintaining the Fix Hub and Fix Aggregator.
- Monitoring all Buy side fix sessions and providing Level 2 support by debugging the fix logs in case production issues.
Business analyst
Confidential
Responsibilities:
- Was involved in operations team and handled Nirvana’s OMS which includes trade entry via a ticket or electronically, trade routing, pre and post trade allocations, consolidated trade blotter, commission management and day - end communication with counterparties.
- As a integral part of Nirvana’s implementation services team, worked with each portfolio manager to configure allocation methodologies and commission schedules to make sure workflow is smooth and reporting is accurate.
- Involved in Managing orders, routing trades and allocating transactions
- Served as a primary contact for providing clients Basic risk measurementssuch as delta and beta adjusted exposures, VaR (Value at Risk) analysis by scenario, security and at the portfolio level.
- Worked on Sharpe Ratios and performance against indices specific to the portfolio.
- Involved in enhancing of The Interactive Analysismodule which allows a manager to analyze stress of a selected portfolio, security type, asset class or specific security and see how the current portfolio would behave under certain circumstances.
- Created a replica of Interactive stress test in excel which shows how the portfolio will behave using historical correlation methodologies, confidence levels and decay measurement which is used to calculate the effect of a market shock on the portfolio’s current holdings.
- Created T+1 Reports using SSRS, SQL Server and excel which helped hedge funds and investment advisors determine what they do well.
- Developed build NirvanaOne, set up Greeks spreadsheet & Risk Alert system, manage and configure the NirvanaRealTime, a consolidated system for multi-prime hedge funds
- Extensively remodeled database tables and built procedures and functions which helped in building new reports.
- Reports were setup in web portal using SQL server, SSRS and IIS.
Confidential, New York, NY
Developer/Data Analyst
Responsibilities:
- Create requirements for Online Syllabus Management system and evaluate the need of system
- Develop system with J2EE involving struts at web layer, XML and RDBMS - Oracle10g and MySQL
- Deploy the project in Linux Server platform and Tomcat application server as well as monitor its performance
- Loaded data to tables from notepad through SQL loader technique
- Create requirements for Department website and evaluate its need
- Involve in decision making process regarding technology to be used for the Department Website
- Set up Drupal Content Management System which runs on XAMPP server in Unix server.
- Define different roles, design separate pages, and manage their content
- Wrote many shell scripts to configure the database and managing XAMPP
- Utilize Snort, Nessus, Nikto, MetaSploit, Paros Proxy to detect the Security loopholes on the PACE system
- Install Mock up Ubuntu Server on PACE network and define the security policies using Tripwire
- Monitor Test Server for security loopholes and look for solutions
- Test Confidential Web Applications such as Pace website and Black board for SQL Injection, Password management, Cookies Management, Authentication Testing
- Report to Confidential ’s Management on Web Application Penetration Testing and Server Penetration Testing
Confidential
Database Programmer / Analyst
Responsibilities:
- Involved in all phases of project from requirement gathering to delivering components to client
- Developed an effort estimation tool to project various components in order to present in meetings with higher management and client
- Created detailed design documents based on the initial requirement document.
- Developed components in Oracle Forms and Oracle Reports to serve client in database search
- Created SQL scripts and Shell scripts to run batch process
- Migrated SQR scripts to SQL scripts and deployed it on the development server
- Managed a team of 3 people as well as created weekly and monthly status reports
- Involved in re-engineering process of the pension processing system which was on legacy mainframes to a J2EE Oracle based system.
- Executed a two-phase project: Reverse Engineering to abstract System Use Cases and Forward Engineering to implement those Use Cases in J2EE architecture
- Developed stored procedures and Functions in Oracle 10g to serve Batch Use Cases
- Interacted with Client to discuss requirements or clarifications regarding functionalities
- Developed reports in Oracle Report Builder as part of both online and batch use cases
- Wrote and executed test cases derived from the use cases in the development and UAT environments
Confidential
Intern
Responsibilities:
- Carriedout study for the reduction of cycle time, number of workers and number of setups to improve value added ratio
- Collected data using Standard Time study technique for each of the activities
- Studied the existing flow line and proposed the alternate flow line using the Simulation technique
- Detected and reduced the non-value added activities usingPro Model-Process simulator software
- Introduced concepts of Lean Manufacturing to simulate a new assembly line and design a prototype