Sr Financial Trading Technologist

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.

* 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.

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.

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.

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.

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.

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