TECHNICAL COMPETENCIES Extensive experience and a demonstrated record of achievements in design and development of large-scale, low latency, multithreading, and high performance trading, back-office and analytic systems. Advanced skills and expertise in leading-edge programming tools complemented by proven ability to assimilate and rapidly utilize emerging technologies.
Object-Oriented analysis and design, Agile Development,
Design Patterns, Test-driven and Continuous Integration, Client/Server, HTTP, TCP/IP,
Initiation, planning, estimating, scheduling, and
overseeing; risk management and issue resolution; excellent interpersonal,
written and verbal communication skills with stakeholders.
Application Architect, 06/2013
to Current WIPRO TECHNOLOGIES – East Brunswick,
Design, develop, and implement C++ and Java based trade capture, straight through processing (STP), back-office operations, accounting, analytic, and reporting systems for banks.
Coordinate onshore and offshore teams.
Manage projects through all lifecycle phases.
Designed and developed FX Derivatives Implementation project in parallel and distributed architecture.
Reengineered and developed libraries and applications to support multithreading and parallel processing for large trade volume.
This enhanced system capacities of adding new products without impact on service level agreements.
Redesigned and implemented Mark-to-Market system from sequential to parallel processing.
This provided efficient and flexible solutions to high volume of pricing data, resolved production bottle-necks, and reduced processing time for all applications depending on the marks.
Designed and developed a system to send FX derivatives accounting data to General Ledger.
Migrated Sybase ASE/IQ and applications from UNIX to Linux.
Senor Software Engineer, 04/2006
to 05/2013 CITIGROUP – Warren,
Designed, developed, enhanced and supported C++ and Java based OTC derivatives trade capture, STP, clearing, operations, analytic, and reporting systems.
Managed all phases of software development lifecycle and cooperated with project stakeholders to ensure on-time completion of deliverables.
Provide technical leadership to junior engineers.
LIU Page 2 CITIGROUP (continued) Implemented Basel III risk framework for CDS and IRS products.
This project enhanced C++ and Java libraries, server services, STP applications, and Web and Windows clients with Basel classifications, comprehensive risk measurements, and maximum losses in US and International standards.
This enabled Citi's trading books on credit and interest rate derivatives meet the new international risk control standards.
Led a team on projects for credit and interest rate derivatives clearing through clearing houses to comply with Dodd-Frank financial reform laws.
Designed multilateral trade models for dealer and client clearings; enhanced database schema and C++ and Java libraries to store and processing the clearing trades; added new Web pages and Window panels for new data; built new interfaces with clearing houses (LCH, ICE, CME) to process end-of-day account, margin, mark, trade, cash flow, and fee reports; and developed MQ based applications to process cleared trades in real-time and batch applications to reconcile internal and clearing house data.
The OTC Clearing Platforms won awards
Senior Software Engineer, Consultant, 04/2005
to 04/2006 THE VANGUARD GROUP – Malvern,
Designed, developed, and enhanced Trade Order Management system for stocks, bonds, mutual funds, and options; and interfaces with external agencies for account profile, real-time quotes, settlement, and news.
Designed, developed, enhanced, and supported Windows and Web based applications on fixed income pricing and price histories of equity, fixed income, currency, money market, mutual funds, and indices.
Participated in project meetings; provided team leadership; and managed all phases of project lifecycle.
Led a team of 3 developers to design and develop a C++ and Windows based municipal bond pricing system in parallel and distributed architecture running on UNIX platform to calculate Bloomberg Fair Values, yields, Option Adjusted Spreads, etc.
from 5 pricing sources; and generate yield curves by sectors on GUI.
This system added municipal sectors into Bloomberg Fair Market Curves application.
Designed and developed fixed income market movement system based on intra-day market feeds; integrated it into Bloomberg Fixed Income Analytic Suite on Bloomberg Terminal.
Maintained, optimized, and enhanced pricing systems for corporate and government bonds.
Designed and developed Informix, DB2, Comdb, and Oracle database tables, stored procedures, triggers, functions, and packages; and C++ and Java pricing APIs and service servers for equity, fixed income, currency, money market, mutual funds, and index applications on Bloomberg Terminal and Web.
Trouble-shot and enhanced production systems by fixing bugs, resolving performance issues, and meeting new business requirements.
Provided system documents, trouble-shooting guides, training materials, and help pages for QA, business analysts, support staff, and Bloomberg users.
M.S: Computer Information Science,
Pennsylvania State University - University Park,
PA Computer Information Science
M.S: Biological and Medical Anthropology,
Temple University - Philadelphia,
PA Biological and Medical Anthropology
Object-Oriented Analysis and Design with UML, Learning Tree International Advanced Object-Oriented Programming with C++, Learning Tree International Project Management, International Institute for Learning, Inc. Sybase Advanced Programming Techniques, Citigroup, Inc. Derivatives Workshop Series, Marshall, Tucker & Associates, LLC. :
M.S : Computer Information Science , M.S : Biological and Medical Anthropology , B.S : Mathematics & Philosophy Biology , Object-Oriented Analysis and Design with UML, Learning Tree International Advanced Object-Oriented Programming with C++, Learning Tree International Project Management, International Institute for Learning, Inc. Sybase Advanced Programming Techniques, Citigroup, Inc. Derivatives Workshop Series, Marshall, Tucker & Associates, LLC. :
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