09/06/2022 updated
AD
100 % available
Senior BackEnd Developer - Programmer for System Integrations - ETL - Frameworks
00198, Italy
Italy
Computer Science and MathsTibco EmsJava (Programming Language).NET FrameworkMicrosoft WindowsAcceptance TestingSAP Sybase ASEADO.NETApplication Programming Interfaces (APIs)Agile MethodologyIBM AIXData AnalysisBackup DevicesBash ShellC Sharp (Programming Language)Unix
Object Oriented Programming, OOP, Design Pattern, Singleton, Abstract Factory, Compositor, Visitor, Command, Observer, Façade, Proxy, Status, Adapter, Chain of Responsibility, SDLC, C++ OOD projects, STL, Loki, Solaris, Linux, Windows, POSIX, Python, data analysis, Spyder, Pandas, Numpy, Scipy, MatPlotLib, TkInter, StockStats, C++, of C#, Net, Java, C# .Net, 0, 3.5, 4.0 Windows Forms (MVC), WCF, LINQ, XML, Multi-Threading, ADO.NET, JSON format, Agile, TDD, middleware, IBM MQ 7.5 Series Queue Manager API, Tibco, API, Tibco EMS, analytics, SDK, NumeriX SDK, C#, Net applications, Triarch SSL, RMDS, Reuters, shell scripts, Perl, Bash, databases, Sybase, SQL Server, T-SQL, RDBMS Engine, Sybase ASE, backup, NoSQL, Database, XML Objects, REST API, web applications, Groovy, script, Apache Kafka, Interface, ETL, UAT, Java 8, Front Office Treasury - Service API (SDK), UI, data-warehouse, Java Adapter, Oracle, intelligence analysis, Front Office Treasury, Notes, coding, Windows DotNet Application, wrapper, Windows Platform, Visual Studio 2008, Language C#. Net Numerix SDK, Tibco EMS 4.2, ETL Adapter, Static Data, C++ OOD, POSIX Multi-Threads, Kondor API, Log4cpp, Xerces DOM Parser XalanXslt 1, multiplexing, event loop, TCP/IP, MQ, Tibco RVD, MEF, MonteCarlo, lan, C/C++, Unix, C++ Software Developer, IBM AIX, Veritas, Sun Solaris platform, Veritas Volume Manager
Experience
Professional experience10+ years
Languages
EnglishFluentItalianNative speaker
Project history
* Delivered in live system on Dec 2018
Building the MTS real-time adapter Interface -System Integration (ETL)
I have defined the architecture and processed the development of real-time interfaces to import the
repo trades into Kondor+ (F2B) from the following Markets:
MTS - Repo via LIST Platform (Italian Market for Repo and L&D)
The customer has provided to Finastra the commercial MTS-API and I have embedded them to framework
similar to Apache Kafka to manage the source and destination API. The MTS Interface have been
delivered with a UX Window widget available to end-user for operational activities: monitoring of
messages, start and stop of the adapter.
Reference from the customer:
I have received the endorsement by the customer for the ability to deliver the MTS Interface on time
and in compliance with business requirements.
Building the MTS real-time adapter Interface -System Integration (ETL)
I have defined the architecture and processed the development of real-time interfaces to import the
repo trades into Kondor+ (F2B) from the following Markets:
MTS - Repo via LIST Platform (Italian Market for Repo and L&D)
The customer has provided to Finastra the commercial MTS-API and I have embedded them to framework
similar to Apache Kafka to manage the source and destination API. The MTS Interface have been
delivered with a UX Window widget available to end-user for operational activities: monitoring of
messages, start and stop of the adapter.
Reference from the customer:
I have received the endorsement by the customer for the ability to deliver the MTS Interface on time
and in compliance with business requirements.
[BPER Bank - Modena - Italy]
Live on 20.11.2017
Massive Messages download to internal data-warehouse
Responsibility for designer and development of several workflows using Java Adapter - Messages
Brokers to download more than 250k daily messages into local data-warehouse system (Oracle) for
processing business intelligence analysis and internal compliance reporting
Technology: Java 8, Front Office Treasury - Service API (SDK)
Status: The Downloader Tool is in live from Nov 2017
Worked on the following pre-sales solutions proposals:
* RenCredit Russian Bank - Works for the analysis of Equity/Commodity Notes linked to the
underlying performance for the evaluation of the structured products and hedging the risk
component linked to underlying boost performance with option call. (Trade hedging) - (Nov
2018)
* ZABA Bank - I have been engaged to prepare the template for the workshop and to manage the
Equity Basket Notes linked to basket performance with trigger level.
(Dec 2018)
* BCEE - Luxembourg Bank - preparing the workshop on Kondor/KSP - for EquityBasket with
Quanto, AutoCallable, Coupon Level and Reverse Convertible conditions (RBC). (April 2018)
* Carige Bank (Italy) - Configuration and customization of Risk Reports to compute the
historical VAR and configure the Grid Module to improve the VAR computation performance -
(October 2017)
* ENEL - Supporting the POC to deploy the FX Asian and DARO exotics options.
* EuroBic (Portugal) - working with Numerix CrossAsset XL Tools (excel based) for pricing the
EquityBasket payoff and loading the pricing info into Kondor+ (Sept 2017)
* Structured Products implementation F2B for SIX Swiss Market products (EQ Express
Certificates, EQ Discount Certificates, EQ Capital Protection without CAP) - (May 2016)
* Implementation in Front Office Treasury system of the following products: FX Forward
Accumulator with American Barrier (KO) and EQ OTC Accumulator Leveraged with American
barrier (KO) - (Sept 2015)
Live on 20.11.2017
Massive Messages download to internal data-warehouse
Responsibility for designer and development of several workflows using Java Adapter - Messages
Brokers to download more than 250k daily messages into local data-warehouse system (Oracle) for
processing business intelligence analysis and internal compliance reporting
Technology: Java 8, Front Office Treasury - Service API (SDK)
Status: The Downloader Tool is in live from Nov 2017
Worked on the following pre-sales solutions proposals:
* RenCredit Russian Bank - Works for the analysis of Equity/Commodity Notes linked to the
underlying performance for the evaluation of the structured products and hedging the risk
component linked to underlying boost performance with option call. (Trade hedging) - (Nov
2018)
* ZABA Bank - I have been engaged to prepare the template for the workshop and to manage the
Equity Basket Notes linked to basket performance with trigger level.
(Dec 2018)
* BCEE - Luxembourg Bank - preparing the workshop on Kondor/KSP - for EquityBasket with
Quanto, AutoCallable, Coupon Level and Reverse Convertible conditions (RBC). (April 2018)
* Carige Bank (Italy) - Configuration and customization of Risk Reports to compute the
historical VAR and configure the Grid Module to improve the VAR computation performance -
(October 2017)
* ENEL - Supporting the POC to deploy the FX Asian and DARO exotics options.
* EuroBic (Portugal) - working with Numerix CrossAsset XL Tools (excel based) for pricing the
EquityBasket payoff and loading the pricing info into Kondor+ (Sept 2017)
* Structured Products implementation F2B for SIX Swiss Market products (EQ Express
Certificates, EQ Discount Certificates, EQ Capital Protection without CAP) - (May 2016)
* Implementation in Front Office Treasury system of the following products: FX Forward
Accumulator with American Barrier (KO) and EQ OTC Accumulator Leveraged with American
barrier (KO) - (Sept 2015)
Work close within Field Development Team (Research &Development) I have been involved in the design
and coding of the following projects:
Structured Products Wizard Prototype (September 2011 -Jan 2012)
Structured Products Wizard is and user-friendly Windows DotNet Application to help the operations
end-users to create on the fly complex Structured Products of Interest rates, Equities and Forex
asset classes and pricing them using NumeriX SDK or external libraries.
Basicaly the Wizard Platform is a wrapper between the Pricing Engine and the Front Office Treasury
system. It will let the users create on the fly structured products.
We developed the Wizard Tool following the functional specification provided by quant team and
business persons according practice experiences - UX
Technology: Windows Platform, Visual Studio 2008, Language C#. Net Numerix SDK, Tibco EMS 4.2,
Sybase ASE COM.
Risk Consolidation Tool - System Integration - ETL Adapter to aggregate massive data from Multi
Sources (July 2010 - August 2011 )
Project Purpose:
The Consolidation Tool is a powerful instrument used by Kondor clients (Investment Banks) to import
massive Deals and Static Data from different Kondor+ systems (Data Sources) to one consolidation
target system.
Technologies Stack:
* C++ OOD, STL, POSIX Multi-Threads, Kondor API, Boost 1_46, Log4cpp, Xerces DOM Parser
XalanXslt 1.0.
* Client/server architecture Using the design pattern Reactor to deploy the reactive server to
detect the requests from different sources (de-multiplexing), event loop and dispatching
handler messages. (ACE plus POSA#1)
* Developed the Façade Wrapper to encapsulate the Kondor API in portable C++ classes.
* Network Layer: the tool is able to communicate whit different communication mode: TCP/IP, MQ,
Tibco RVD bus system.
The tool has been used in several projects with different purposes:
* Multi-Sources data aggregation and consolidation for financial reporting,
* Kondor+ Upgrade project for regression test, data and PNL validation between new and old
systems
The KEI Tool has been installed and used on live by the following Kondor+ clients:
* ABC Bank of Behrain 2017
* Islandi Banki 2016
and coding of the following projects:
Structured Products Wizard Prototype (September 2011 -Jan 2012)
Structured Products Wizard is and user-friendly Windows DotNet Application to help the operations
end-users to create on the fly complex Structured Products of Interest rates, Equities and Forex
asset classes and pricing them using NumeriX SDK or external libraries.
Basicaly the Wizard Platform is a wrapper between the Pricing Engine and the Front Office Treasury
system. It will let the users create on the fly structured products.
We developed the Wizard Tool following the functional specification provided by quant team and
business persons according practice experiences - UX
Technology: Windows Platform, Visual Studio 2008, Language C#. Net Numerix SDK, Tibco EMS 4.2,
Sybase ASE COM.
Risk Consolidation Tool - System Integration - ETL Adapter to aggregate massive data from Multi
Sources (July 2010 - August 2011 )
Project Purpose:
The Consolidation Tool is a powerful instrument used by Kondor clients (Investment Banks) to import
massive Deals and Static Data from different Kondor+ systems (Data Sources) to one consolidation
target system.
Technologies Stack:
* C++ OOD, STL, POSIX Multi-Threads, Kondor API, Boost 1_46, Log4cpp, Xerces DOM Parser
XalanXslt 1.0.
* Client/server architecture Using the design pattern Reactor to deploy the reactive server to
detect the requests from different sources (de-multiplexing), event loop and dispatching
handler messages. (ACE plus POSA#1)
* Developed the Façade Wrapper to encapsulate the Kondor API in portable C++ classes.
* Network Layer: the tool is able to communicate whit different communication mode: TCP/IP, MQ,
Tibco RVD bus system.
The tool has been used in several projects with different purposes:
* Multi-Sources data aggregation and consolidation for financial reporting,
* Kondor+ Upgrade project for regression test, data and PNL validation between new and old
systems
The KEI Tool has been installed and used on live by the following Kondor+ clients:
* ABC Bank of Behrain 2017
* Islandi Banki 2016