Objective: Experienced SW-developer (**+ years) with demonstrated technical

leadership, project-management and business analysis capabilities, with

strong foothold in multi-domain analytics (signal-processing, cryptography,

graph-theory, computational finance,) seeking challenging business-analysis

and/or architecting/project-management opportunity in product build-up, and

management. At this time I am keen to explore opportunities in following

area(s):

> System-software/licensed-product development (with substantial

analysis/research focus) in HPC apps, Big-data, Middle-ware, Gaming,

Data mining, signal-processing/embedded domains (preferably in green-

field projects/research-streams or in reengineer/maintenance positions

in complex mature product-lines)

EDUCATION

2002 - 2003 National University of Singapore

M.S in High Performance Computing (HPC)

CPA 8.7/10.0 (1st class Honours )

1999 - 2001 Indian Institute of Science (IISc) Bangalore, India

M. Tech in Comp. Sc. & Eng.

CGPA 6.4/8.0 (1st class Honours )

1994 - 1998 JADAVPUR UNIVERSITY, KOLKATA, INDIA

Bachelor of Electrical Eng. Specialization: Signal Processing &

Control Systems

78 % (1st class Hons.)

EXPERIENCE Strong development experience using C/C++, Java, .NET) in

SUMMARY multi-threaded, distributed and component-based architectures in

Unix (Solaris, Linux) & Windows environments.

Abilities delivering complex, low-latency, mission critical

systems in front-office space with full-SDLC-wide exposure.

Ability to drive road-map initiatives in involving development

teams, diverse business and infra stake-holders.

Capability to quickly learn advanced theory, gain subject-matter

expertise (often to the level of IEEE pubs and journals of the

relevant discipline) and translate and contribute in large-scale

state-of-the-art SW solutions (with demonstrated experience in

Info-Sec & Networking, middle-ware, image processing, mining and

quantitative finance).

Strong academic and professional back-ground in linear-algebra,

applied-mathematics, optimization and dynamic -programming,

computational techniques for large scale problems, differential

equations and numerical solvers applicable to derivative pricing,

signal processing, combinatorics ( using

Matlab/Excel-VBA/NAG/CPLEX/R/C

Excellent theoretical and hands-on skills in data-mining and its

applications in H/F-systems, frameworks like RainForest for fast

decision tree building and clustering; techniques for fast outlier

detection in large historical data sets with statistical-tests,

depth, deviation, KNN-distance and density-approaches, K-D and C-F

trees (BIRCH) and kernel-based techniques. Experienced in applying

the same in prototypes for tick-data analytics and

Network-intrusion-detection and visualization aspects of those. On

top of upcoming techniques such as ADMM or deep-learning.

Strong multi-threaded development in cross-platform and

cross-language applications, delivered apps that utilize dynamic

priority reordering, complex locking & barrier-synchronizations

primitives using Unix Pthread, Solaris libthread, Java threads.

Strong hands-on expertise on MPI, PVM & MPICH (internals) and

knowledge on Map/reduce, Hadoop and Azure platforms. Demonstrable

competence in Big-data stacks (Hadoop, HDFS, YARN, Hive, Pig,

HBase, MongoDB, Cassandra, ZooKeeper, Flume, Impala, Kafka,

EC2/EMR, ElasticSearch, SPARC, SHARK, STORM, Accumulo, Scoop,

Graphx, Mahout, MLib).

Competent in distributed computing paradigms and MOMs like

TIBCO/SOLACE and distributed caching solutions like COHERENCE

(expert-level) and Hazelcast/Gemfire, grid-solutions like

DATA-SYNAPSE/GridGain, open-source cloud technologies (in-depth on

AWS stack and Open-stack); experienced in diverse

system-integration and architectural overhauls.

Competent in project management activities in above contexts,

experiencing leading and managing large distributed teams, with

exposure to a both BAU and green-field projects. Have delivered

projects under demanding time and budget constraints with

judicious management of scope-creeps and related challenges.

Exposure liaising with senior pool of stake-holders.

PROFESSIONAL EXPERIENCE

Jan 14 -Aug14 AMAZON (Contract, SDE-II)

[BIG-DATA application development for GRCS (Global retail

catalogue system) (C++, Boost, STL, Java 1.8, NOSQL, Cloud/AWS

technologies (DynamoDB, S3, SQS, SNS, SWF, EMR, STORM, KAFKA,

SPARK-MLIB)]

Contributed in retail-catalogue platform design and development

with the aim of replacing legacy components in favour of Amazon

AWS and EMR platforms.

Developed distributed server-side components responsible for

large-scale feed processing, ingestion and normalization and

real-time feed-analytics. Utilized Java 1.8 NIO, M2M, async and

stream/bulk-parallel collections features for implementation of

the front-end feed-processor.

Contributed to initial prototypes for online-connectivity with

standards-based catalogue-networks like GDSN and PRICAT/EDI,

introduced messaging based feedback loops in the pipeline.

Developed machine learning prototypes in R and incrementally

ported to EML back-end. Worked on recommendation systems based on

hybrid (content and user based) filtering algorithms.

Significant application-modelling for leveraging cloud-patterns

such as EMR (elastic map reduce hosted Hadoop platform) and EML

(elastic machine learning services) for real-time massive machine

learning for feed-analytics (SVM, parallel Frequent

Pattern-growth, Random Forest, Mixture Modelling), S3 for

cloud-storage and SQS(simple Queuing system), SNS (simple

Notification system) and SWF (workflow system) for communication

and parallel-workflow handling.

Setup of STORM cluster, development of trending and graph-analysis

system (Trident based).

End to end SDLC management (requirements to delivery and

stakeholder liaison).

Mar 13 -Jan STANDARD CHARTERED (Sr. Developer, Vice President)

2014 [Commodities market-data distribution-platform development (VC++,

Boost, STL, VBA,, Java 1.7, thrift, Reuters RFA 7.4]

Leading a team of 4 developers, were engaged in RTR (real time

rates) platform design for market data capture and dissemination

targeted for SCB Commodities business.

Design and development of server and client stacks (java 1.7,

thrift, web-services, RMDS, xla add-in with C++ using STL &

Boost).

Design and development of middle-ware services providing gateway

services to RMDS (Reuters market data system) with packet

chunking, aggregation and analytics functionalities.

Adoption of major design patterns, code-synthesis and automated

testing paradigms in design.

End to end SDLC management (project/team management and

stakeholder liaison).

[Commodities distributed-valuation service implementation] (VC++,

Boost, STL, VBA, SOLACE)

Leading a team of 3 developers, had been engaged in valuation

library enhancement (model implementation, empirical testing) for

a wide range of vanilla and exotics, namely forwards, Asians,

Barriers, quantos, swaptions and swings utilizing techniques such

as mean-reversion, convenience-yield, seasonality, jump-diffusion,

jump-reversion, monte-carlo and reduced-form models etc. The

enterprise pricing/risk service is scalable and distributed in

design with hooks to marked data-platform and various other

enterprise-components over SOLACE platform.

Jul 10 -Mar 13 BARCLAYS CAPITAL (Sr. Developer, Asst Vice President)

[Low latency front-office system development (VC++, Boost, STL,

VBA, NAG, Java 1.7, C#, LINQ, TPL, MS-SQL server, Solace,

Reuters/Bloomberg, Coherence, kdb, Code-synthesis, Purify]

Development of IRD-analytics platform, a global application

responsible for generating golden copies of yield-curves and

pricing, order-execution, risk and P&L-explain modules for

vanillas (bonds, swaps, FRAs) and exotics (swaptions, caps-floors)

derived from those.

Upgrading and making fundamental changes to cater for increasingly

sophisticated formulations, namely OIS/CSA/CVA-based discounting,

multiple-curve framework ('new curves') and most recently to

cheapest-to-deliver (CTD) curve-paradigms (Rates/FX) with phased

incremental enrichment across all the stacks (VBA, QA-library,

C++/C# stack).

Significant RAD prototyping on Excel-VBA, for modelling and

calibrating yield curves (nonlinear solvers), pricing/risk of flow

and exotics structures. Work mandated interaction with traders for

gathering specifications, coding models and supporting those as

well as implementing trade-specific calculators in C++

(graph-theoretic formulation of complex calculation workflow using

BGL, the Boost-Graph library and customizations therein). Was in

charge of the optimizer and graph-kernel libraries, researched and

implemented various distributed graph-cuts and knot-detection

algorithms. Implemented numerical optimization algorithms for

yield curve models.

Implemented advanced models with much emphasis on factor analysis,

parametric estimation, calibration and back-testing. Specifically

worked on econometric & statistical models such as

maximum-likelihood (MLE) based for market-depth calculation (C

Implementation of pattern-recognition based historical market-data

analysis and simulation engines, developed

heteroskedasticity-analysis functions with machine-learning

models.

Worked as a core member in kdb-tick data system interfacing and

Q-language based modules development for time-series analytics

(AR, ARMA, GARCH), predictive modelling (Kalman). Implemented

clustering based mining algorithms for pattern discovery.

Did significant interface development with RFA 7.1, Bloomberg

OPENAPI, solace (4.6) middleware, and ORACLE Coherence. Managed

vendor liaison activities w.r.t. 3rd-party libraries.

Led a regional team of 4 members with project and line management

responsibilities.

Oct 08 - Jun Royal Bank of Scotland (RBS) (Sr. Engineer)

10 [Valuation & margining system Development for exotic swaps ( Java

1.5, Spring, Hibernate, Sybase, JNI, JDBC, Test-Director, Numerix,

C

Leading and managing a team of 5 developers, built exotics

valuation platform, supporting complex-nonstandard-flow products

and hybrids into this valuation platform (Ratchet, Accreting,

Commodity-linked IRS, Curve/roll lock swap, Dual-currency swap,

Bermudan-quanto-inverse-floater, Polynomial swap, Trigger swap,

Correlation and callable-swaps, Equity-KO, FX-TARN products etc. (

utilizing Numerix core-sdk).

Design and development for the java server side (and integration

with coupled applications via web-services and REST APIs) and

significantly contributed in various proprietary valuation models

and logic implementations. Virtualization of the server-side

(using Citrix).

May 08 - Oct 08 STANDARD CHARTERED (Sr. Developer)

[Credit Risk system development ( Java 1.5, C++, Murex, ALGO, MQ,

XML-Spy, Solaris)]

Enhanced and customized credit-risk regression pack (Excel-vba)

with routines for calculating measures such as transition

probability and transition-matrices (cohort and hazard-rate

approaches), default-correlations (Merton's asset-value approach),

PD (probability of default) estimation and CDS pricing.

Development of the Java based trade-feed-processor for exotics

deals (FX-Digitals/window-barriers/IRS/Auto-caps/FRAs fed from

Murex (via MXML), that enriches and delegates (over MQ) to AlGO

risk-limit suite for measures calculations (PFE/LGD etc.)

Managed a team of 4 resources.

Aug 07 - May 08 LEHMAN BROTHERS (Sr. Developer)

[Fixed-Income Exotics application development (C++ (STL), Java 5,

Spring, C# (Winforms), Boost, ACE, Tibco RV, EMS 4.2, CORBA

(IONA))]

Development of pricing/risk platform for exotics like

Inverse-floater, Snowball, power-reverse dual-currency, Index,

Boosted, Range-accruals, Target Redemption Notes & Structure

(TARS/TARN), multi-no-touch-barriers spanning IR, FX and

Commodities desk.

Building and augmenting models, namely HJM, Salitree, BGM, Black,

jump-diffusion for exotics products.

Implementing FX stochastic (Heston, Stein, Longstaff, Scott, SABR,

JSLV), local volatility (Dupire) and mixed models vol-surface

construction & calibration modules.

Pricing of barrier options under volatility-smile utilizing

barrier-bending techniques.

Pricing basket options (moment-matching techniques and using

Monte-Carlo).

Commodity Asian option (geometric/arithmetic average-rate)

valuation using analytical and moment-matching approximation

methods. As extension of this work developed C++ library for

numerical inverse Laplace-transform solvers and Matlab interfacing

using MEX.

Commodity swing-option pricing using a forest-of-recombinant-trees

method and dynamic programming (max-min formulation based

solvers). As part of back-testing, used Matlab optimization & PDE

toolbox, and developed models for optimal exercise schedule of

Commodity Swing options (DP formulation for optimal exercise).

Oct 04 - Feb 07 IFLEX SOLUTIONS ( currently Oracle Financial Systems) (Consultant

)

Securities-Processing application development (C/C++, SWING,

Sybase T-SQL, SQL-Adv., bcp, isql, WebSphere MQ, Sybase Perl,

Python, SWIFT, Test-Director, Solaris, lib-thread)

Managing 8~14 developers, designed, developed and deployed large

multi-market and multi-instrument trade-settlement application for

UBS (supporting funds, equities, options, Debts,

structured-products) & corporate-action engine (rights /CD/coupons

and redemptions).

Jul 03 - May 04 LEICA GEOSYSTEM (R&D Engineer Contract)

Machine-Vision algorithm development and implementation in ARM

based imaging-ASIC (on top of ATI Nucleus RTOS API) for Leica

DNA01 and DNA03 series of surveying-devices (design,

implementation, deployment). Implemented FFT, thresholding,

edge-detection (Prewitt/Sobel) and calibration algorithms for

inferring accurate spatial traits from the image gathered (used in

surveying sites for geometrical measurements).

Apr 01 - June MindTree Consulting [Associate Consultant]

02 > Developed in-house analytics-prototype to detect website-attack

(sql-injection, XSS or cross-site-scripting) using ID3-based

data-mining and clustering based anomaly-detection approach, built

the experimental setup to train the model with test-data and

tuning the classifiers. Integrated and piloted the prototype with

Rainbow I-Key crypto-token authentication solution.

> Developed complex warehouse logistics automation engine for

Volvo Automobiles.

Jul 98 - Aug 99 Cognizant Technology solutions [Programmer Analyst]

Developed payment-processing solution for First-Data Corp., using

JCL-CICS (biz. Modules) and developing UI for POS terminals

(VC++/MFC) in a team of 10+ members.

SKILLS & QUALIFICATIONS

Finance: Quant-Analytics, exotics valuation, and data-mining techniques.

Computing: C++, Java(Core-1.6, 1.7, 1.8, JMS, JNDI), Unix internals,

shell/Perl, MS (C# 3.5, 4.0, .Net, Foundations, WCF, LINQ);

Middleware-MQ Series, TIBCO (RV, EMS),Solace (4.6, 5.1), Reuters

RFA, Bloomberg OpenAPI; Thread (POSIX, Intel TBB), DB- MS-SQL Svr,

Sybase, Design patterns (across all flavours).

INTEREST

Currently seeking challenging management/architect level position in

high-freq./market-data/analytics heavy application in

cloud-platform/telecom/ecommerce/BI space as Technical architect/Sr.

Quantitative Mgr/Practice Lead.

Contact this candidate