BA
available

Last update: 07.09.2022

Sr Financial Trading Technologist

Graduation: BEngg Computer Science 1st Class Honors
Hourly-/Daily rates: show
Languages: English (Limited professional)

Keywords

Attachments

ABishnoie.docx

Skills

C++/C Stack, MS, C#, high performance distributed Grids in Production environment, Automated tools for testing, integration and global Production application deployment, Python 3.8/PANDAS1.3.1, Java/C++, PostgreSQL, Oracle, Microsoft VBA/Excel, C# Macros Programming, Pandas, Numpy, python, C++, state management, Rester API, Flask, Front End Desktop, Web, WPF, Winforms, WCF, java, databases, programming, API, Analytics, Python/C+ + /KDB, data structures, singleton, Algorithms, GUI, IBM MQ series, Machine Learning, Matlab, Python/ SWIG-C++/Object, Database, NET, Java// C++, RDBMS/HADOOP/Stats packages, Tibco RV, KDB, data analysis, data compression, memory mapping, Core Java, Python/C++/Oracle- SybaseRDBMS/HADOOP/Stats packages, open source, MCMC, C#/Oracle, Virtualization, C#/C++/Oracle technologies, vmware, Big Data, KDB/Q, C#/C++, scalability, C#/ C++, FI, C# /Excel, Front End, caching, Data Quality, Interface, Static Data, Java Pub/Sub Messaging Application, Oracle 9i Database, Java Native JNI Library, Oracle DB replication, Sybase 12.5, Stored Procedures, Sybase, 12.5 andOracle 9i, DB, XML, XSL, Oracle 9i, Servlets, MVC, IBM, Java RMI, JVM, Multithreading, JAR, Libs, Java Threads, Object Model, UML, Design patterns, MQ Series Interface, Summarizer Application, Java MQ Series, Apache ANT Tools, J2EE, IBM WSAD 5, J2EE Framework, Struts Application Library, Debugging, C/C++, Oracle 8i/8, HP-UX, UNIX, MS VB 5.0, Object Oriented, Roguewave, C++ Libraries, DB Tools, Oracle DB, C++ Compilers, WDB Debuggers, Object Oriented Analysis, Roguewave C++ Libraries, UNIX IPC Programming, Middleware, CORBA, IDL, Compilers, Java Client Server Objects, Oracle 8i JDBC Drivers, Visigenic, Oracle Database, ASP, AWS, Oracle 7.3.3, C, C/C++ Precompiler, PL/SQL, NCR UNIX Servers, Mainframe, Sun Solaris Client Server environment, DDL, DML, Database Migration, Oracle 7.3, Informix Online Dynamic Server, RDBMS, C Precompilers, PL/SQL Stored Packages, Scripts, Oracle 7.x Database Installation, Awk, Korn, Tuxedo ATMI, OLTP

Project history

10/2018 - 01/2019
Sr Trade Capture and Processing Technology Consultant
Bank of America Merrill Lynch

Development of Core Quartz Trade Processing modules for End of Day Processing, Risk Exposure and
Pricing Calculations using quant Libraries by capture of Deal , Instruments and positions
accurately using python,C++ swig extensions ,data acyclic graphs (DAG ) tweaking based on
bitemporal event state management and using Rester API, Flask for Snapping positions based on EOD
Markers for various asset classes Trading Desks as Commodities,FX,Equities,Fixed Income Bonds.
Design and Development of Front End Desktop and Web based Trading Applications using Microsoft
Technologies such as C#,WPF ,Winforms,WCF etc.

11/2015 - 09/2018
Quant Retail Trader/Sr Technologist/Principal

Principal Achievements:
* Design,Development of Trading Systems and Strategies using mathematical probability based models
using opensource technologies as python/c++/java,oracle and postgresql databases.,asynchronous
event driven reactor based programming using network API etc.
* Automated Trading Strategies development and execution.

08/2015 - 08/2015
Sr FICC Credit Muni Bonds Trading Technology Consultant Principal Achievements
Bank of America Merrill Lynch

* Developed and Build the Real Time Muni Bond Trading System's various Modules of FICC Group used
by the traders in real time for computing VaR,PnL,Book Positions Inventory Management for
Bid/Offer to street using proprietary Volatility Risk Models before making crucial trading
decisions.It involved Real Time Pricing and various Yields (as YTC/YTM/Curr Yield/Nominal)
calculationto analyze Worst Callable Bond scenarios and analysis of Bond Analytics Greeks /Credit
Spreads(CS01) /Interest Rate Deriv Spreads and also Shock Analysis of +-1 basis points on Muni
and Corporate Bonds of various Styles(Fixed/Floater/Callable/Puttable) before making crucial
Trading Decisions which helped to increase revenue stream by 15-20% on single month.The
Technology Framework used was Twisted Asynchronous Reactor Deferred /Callback Eventbased
Programming using Python/C+ + /KDB/AMPS-NVFIX Messaging and prominent data structures and design
patterns as visitor,singleton etc.
* Developed the Algo Trading Modules by selecting implementation benchmarks based on
Liquidity,Arrival Price/ Volume,VWAP,backloading and frontloading adaptable market strategies and
using Smart Order Routing Algorithms, adapting based on Book Queue depth/Exchange liquidity for
max fills.
* Detected Race conditions which prevented refresh of Trading System GUI Controls and implemented a
Bitemporal Event State Layer to solve it.
* Developed Modules to get Real Time Market Data Feeds of US Treasury Yields using multiple Queues
of IBM MQ series product.

Perform muni bond portfolio analysis,backtesting,development of investing grade quant trading
strategies using AI /
Machine Learning/Matlab Decision Trees ,and development of Real Time Muni Bond Stream eTrading
System and
Risk management of Municipal Fixed Income Bond Portfolio products using latest/major technology
Stack(Python/
SWIG-C++/Object Oriented In Memory Database for real time trades/AMPS Messaging Server/ .NET and
Core Java// C++/Oraclesybase RDBMS/HADOOP/Stats packages ) employing best practices in all phases
in QUARTZ Platform of BofAML.Development of Risk Models and calibration/mark to market, end of day
yield curve /pnl etc.Implementing innovative solutions using Twisted Event Driven Reactor
Framework, Multithreaded and Asynchronous programmingusing Tibco RV /MQ Series
messaging,KDB-AMPS(Advanced Message Processing System) milliseconds/microseconds processing etc.
While working for Big Bulge Banks (BofaML,UBS ) Fixed Income trading desks,got a chance to work
with all major components of Trading Systems and KDB was one major component.The experience
involved working on common data analysis workflow consisting of :
* performing queries to extract meaningful time series trading datasets
* analyzing those Time Series records using powerful Q functions for VWAP etc analytics analysis
for Traders for best bid quote prices,executions etc.
* Solutions to coping with problems that big datasets introduce when it exceeds in memory and
disk of computer by configuring kdb to use partitioning and further partitioning to segmented
database.
* Scripts for data compression,memory mapping and access by multiple processes.
* administering of kdb servers using qcon command
* Other best practices employed as per suggestions/solutions to using different kdb/Q
components from first derivatives whitepaper series "Q for Gods"
* Developing event handlers for kdb+ processes using asynchronous event driver reactor based
callback servicing.

03/2011 - 04/2015
Quant Trading System /Market Microstructure Consultant
Independent Quant Trading System Freelance Entrepreneur

End to End development of trading and risk management of Portfolio products using latest/major
technology Stack( both .NET and Core Java/Python/C++/Oracle- SybaseRDBMS/HADOOP/Stats packages )
employing best practices in all phases. Currently working to develop and extend on Independent
Quant based (Pricing Engine) Research Product.
Development with next generation open source Trading Product Technologies/Quant Analysis/Pricing
Engine/
Backtesting/ForwardTesting Quant Product using OSS as- TradeLink,AlgoTrader,TA Lib etc. for Trading
Desk Clients
with GOALS of maximising alpha returns and minimizing Risks researching market inefficiences for
tighter spreads,lower volatility and high liquidity across 13 exchanges and dark pools/execution
quality using SEC 605 reports etc.. The Models used for Risk include Extreme value theory,VaR based
on new approach and Trading strategies/Price directions include Pair Trading,SMA,MCMC,Eliott Wave
analysis etc.

03/2009 - 03/2011
Enterprise Architect,Research and Development Orgn.
FISERV (Open Solutions)Inc; IDC

* Worked on development of Virtualization Product using .NET/C#/C++/Oracle technologies which was
used to virtualize the desktops of the users and they can access their desktops from anywhere via
web with virtual shadows kept for each end of day. The tool will take image of the snapshot of
user's raw disk at end of day and will convert it to vmware'svmdisk which will be stored at a
centralized location and access by users after successful authentication.It involves dev with
device drivers.

09/2003 - 01/2007
Sr. Database Developer /Architect
UBS Trading Floor/Prime Brokerage

FIRC - Fixed Income Research Group
Played key role in Research and Development Proprietary Trading Desk of UBS Stamford/NYC for
trading across multi asset classes.
* Conducted Research for Trading Desk from idea inception to live trading using Bloomberg Tools on
Big Data historical market datasets to accurately forecast future price movements using
mathematical techniques-probability analysis.
* Managing of Live Trading Strategies by careful Risk monitoring and manipulation based on careful
analysis for improving future performance.
* Improving existing Auto Trading Strategy algorithms for best Routings andExecutions to prevent Slippage
Costs and improve performance and profits.
* Verify and approve of pricing models after careful research and detailed data analysis.
* Reporting of Market Risk to Sr Leadership and other regulatory bodies and any exposure threshold
breaches based on daily yield and other market data.
* Develop Creative/Innovations solutions.
* Effective Risk Management across Projects pan Fixed Income and Derivative proprietary Trading
Products( Mitigation/Control) Desk.
* Collaboration across Sr Leaderships of Teams at various Locations (Stamford, New York, London )
for successful execution of the Financial Products as Developing Quant Trading and Risk
Management Libraries with features of advanced modeling using KDB/Q /C#/C++. Greeks computation
major approaches viz LRM etc.
* Work Actively with Senior Management, Business and Technology stakeholders to achieve
organizational goals.
* Responsible for Developing and Retain Talent following Best Practices in Industry.
* Developed Innovative delivery solutions for Fixed Income Trading Desks at Stamford Location to
handle scalability, performance and other technological /architecture best practices while
working on the following projects:
a) Implemented Risk Management based Reference Entity Mapping Application for managing
Issuer Risk across various asset classes for Trading Desk Portfolios. This involved development of
the Conf Rules Module for Reference Entity Management showing details of counterparty obligation
characteristics etc using .NET/C#/ C++/Java/Oracle with daily alerts based on events.
b) Implemented New and tested existing Risk Models on various Portfolios using C#/C++ by
working closely with Trading Desk.Also identified any risk limit breaches for trading desk
activities by VaR and Stress Tests Reports.
c) Yield Curve Search Tool: Developed Tools for FI Traders on the Fixed Income Desk for
getting the Fixed Income Portfolio Bond's Real Time Pricing ( thru call to Analytics Module(KDB/Q
/C#/C++),Rating and Yield Spreads Information using .NET/C# /Excel as Front End and Oracle as Back
End with Cache Management at the Oracle Level.In order to increase performance,developed various
caching strategies while identifying Oracle caching for execution after careful PoC's.
* Responsible for the design and development of the US OntheRun Treasury/Corporate Bond
PricingAnalytics System. Develop related Bond Risk Function Libraries to quantify the sensitivity
of the dirty price for a Yield to maturity Shift (PV01, duration & convexity) to be used by
Traders and the Data Quality Team.
* Develop an Interface for OntheRunUSTreasury/Sovereign Bonds for the JRISK Team based on Bloomberg
Bond Static Data.
* Credit Curve Download Message Pub/Sub Application:Responsible for the architecture and
development of the Java Pub/Sub Messaging Application for extracting Interest Rate Credit Curves
for Bond Trading/Transaction Data into the Central Data Repository in Oracle 9i Database. Use the
TibcoRendevous Java Native JNI Library in Production as a Transport mechanism for Publishing and
Subscribing to the Yield and Volatility Curves of various Bonds and instant Oracle DB replication
listening to the curve mark changes enteredby the Bond Trader. The Source Database is Sybase 12.5
which is the Core Bond Trading Database.
* Work closely with Traders on Bond Desk in understanding their requirements of business and
implementation of Market and CounterParty Credit Risk Based Stored Procedures for Fixed Income
Domain. Also, responsible for the performance monitoring and tuning of Sybase 12.5 andOracle 9i
(9.2.0) DB Objects in Production.
* Responsible for the design and development of Data Maintenance Tool System. This application
utilizes XML, XSL and Oracle 9i XDK Java Classes, Servlets using MVC mechanism for Data
Validation for Bloomberg, Moodys, S&P and Fitch Rating Data for various Bonds.

02/1998 - 08/2003
Consultant, Senior Technical Specialist
PricewaterhouseCoopers LLP (now IBM BCS); The Great Atlantic and Pacific Tea Company

TLog Summarizer Application
* Served as IT Architect, responsible for the implementation of Retail Transaction Summarization
System. This included extensive Analysis, OO Design and Development of Item Transaction Detail
Processing Component using Java RMI and Threads. Implemented using five JVM's each running 3
Threads in parallel. Implemented efficient Multithreading Concepts by creating Thread Safe JAR
Libs to prevent Data Races and Deadlock Conditions in Java Threads.
* Designed the Object Model and Database Model of TLog using MagicDraw UML. Implemented the system
using creational patterns as Singleton Design patterns to maintain static single instances of
multithreaded Oracle Data Connection Objects.
* Implemented the MQ Series Interface of Summarizer Application for gathering Data from various
Stores using Java MQ Series JAR Library API Calls in Real Time.
* Used Apache ANT Tools for Compiling and Building J2EE Components for Projects. Used IBM WSAD 5 as
an IDE Tool for Designing and Implementation of Project using J2EE Framework and Struts
Application Library. Used JProbe for Memory Profiling and Debugging Data Races and Deadlock
conditions in Java Threads.

09/1996 - 02/1998
Software Engineer
KPIT Cummins/TekEdge Corp

Responsible for the development of Financial Accounting Settlement System called ASP. This system
was a generic settlement system for AT&T's transactions with DirectTV, AWS and Local
Incollect/OutCollect. ASP used Oracle 7.3.3, C, Pro*C/C++ Precompiler, PL/SQL, Server Manager
running on NCR UNIX Servers. ASP provided a separate subledger and account data store for each
customer service call. Also ASP handled the Account Receivables/Payables thru Oracle Transactions
using PL/SQL and Pro*C Precompilers.

05/1995 - 08/1996
Senior Systems Analyst
Tata Consultancy Services

Client: Department of Agriculture - Montauban, France
Responsible for the migration and conversion of Agricultural Insurance System from Honeywell's BULL
Mainframe to Sun Solaris Client Server environment. Conducted initial System Study and analysis of
4 Major Areas of Conversion and developed strategies of System Migration for the
followingComponents:
* Developed Mapping Strategies for DDL and DML for Database Migration and Administration from
IDS-II Network DB Flat Files to Oracle 7.3 and Informix Online Dynamic Server RDBMS Tables using
Pro*C and ESQL/C Precompilers and PL/SQL Stored Packages and Procedures.
* Developed Scripts for Oracle 7.x Database Installation, Administration, Performance Monitoring
and Tuning using PL/SQL, Awk, and Korn Shell.
* Developed Modules using C, UNIX, Tuxedo ATMI Calls and Middleware Libraries for Online Migration
of OLTP Segment of Application from TP8 on Honeywell's BULL Mainframe to TUXEDO on UNIX.

12/1992 - 04/1995
Senior MIS Officer
IBP Co. Ltd(INDIAN OIL CORP -A Govt of India Enterprise )

Responsible for Design Development and Maintenance of Companys Software Systems as
Financial,HR,Inventory Management of Oil Depots across Western Region.

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