Post Job Free
Sign in

Manager Sql Server

Location:
San Ramon, CA, 94582
Posted:
April 22, 2013

Contact this candidate

Resume:

Mohinder Pahuja

*** ********* **. *** *****, CA *4582 Cell: 510-***-****

**************@*****.***

Professional Summary

● 12 years of experience in financial services industry, ranging from portfolio research/analysis, data modeling,

design, development and implementation of business critical applications.

● Experienced in fixed-income and equity markets. Sound understanding of alternative investments including

swaps, futures and forwards.

● Excellent communication skills.

● US citizen.

Skills

Financial Data Systems: Bloomberg, Factset, Reuters, Charles River OMS, Electra OpenStaars, Compustat

XpressFeed, Markit Partners, CMA Quotevision, Optionmetrics, CRSP.

Languages: Java, VB, VB.net, VC++, C/C++, Javascript, and JSP.

Databases: MS SQL Server, Sybase.

Development Tools: IntelliJ IDEA, Eclipse, Visual Studio, SQL Advantage, Sybase Central, MS Visio.

Others: Excel, VBA Macros, BI/ETL (SSIS/SSRS), Codestreet, SAS, Struts, Ant, Log4j, XML.

Certifications:

FRM (Financial Risk Manager) – 2009

CFA (Chartered Financial Analyst) – Passed level 2 in June 2012. Level 3 candidate.

Professional Experience

Fixed-Income Business System Analyst

Matthews International Capital Management, San Francisco Aug 2011 – Dec 2012

Matthews is a San Francisco based mutual fund company specializing in investments in Asia, with over USD 19B

AUM. As an analyst, I was responsible for bridging between the FI portfolio management team and the IT team.

Main highlights of this position are:

● Developed and managed Excel/VBA based application, Risk Monitor for the fixed-income portfolio:

Offers a dashboard for the portfolio.

Allows the PMs to make a hypothetical trade and analyze its impact on the portfolio in terms of risk

and returns.

Interfaces with Charles River OMS to submit the trades.

● Forward Rate Bias Currency Strategy - Developed an FX trading strategy for the Asian currencies based on

their implied forward rates.

● Portfolio Analysis - Analyzed the fixed income portfolio for daily/monthly variations, data integrity and

validation of positions, risk, returns, ratings, sector etc.

● Performance/Liquidity Reporting - Developed and managed the monthly portfolio performance and liquidity

reports in compliance with GIPS.

Environment: MS Excel, VBA, VB.net, MS SQL Server 2005, Charles River, Bloomberg, Factset

Financial Data Analyst/Modeler,

Diversified Credit Investments (DCI), San Francisco Sept 2007 – Aug 2011

DCI, a privately held company, is a fixed-income hedge fund company managing the assets of institutional investors.

This position involved:

● Building and supporting tools to assist the portfolio management team.

● Data modeling, designing, developing and maintaining the production systems.

● Supporting traders, risk management, research and operations teams for any process or data related issues.

Some of my major projects are building and maintaining the applications for:

● Cross reference mapping to link all the proprietary vendor Ids to a DCI Id and maintain the history of parent-

sub relationships.

● Liquidity analysis of CDS reference entities.

● Reporting applications for fund administrators, backend operations and trading teams.

● ETL functions for fund's holdings: sending the trades to administrators and feeding the administrator's

holdings confirmations to downstream processes.

● Processing the trade/holding reconciliation reports for backend operations team.

Environment: Java, MS SQL Server 2000/2008, Sybase, Resin, Struts, Ant, Log4j and XML.

Software Development Manager/Sr. Software Developer

Moody’s Analytics, San Francisco Dec 2000 – Sept 2007

Some of my key design and development accomplishments are:

● Lead the design and development of high performance regional production system for EDF (Expected

Default Frequency) production, Portfolio File Services, Alerts and Movers.

● Model Spread Calculator, using Reuter’s (for North American bond issuers) and NRI (for Japanese bond

issuers) bonds.

● Weekly Equity Returns calculation system. These returns are further used to calculate Weekly Asset Returns.

Environment: Java, VC++, Sybase, JBoss, Struts, Ant, Log4j, Hibernate, SAS, UML and XML.

Education

M.E. (Computer Science & Engineering)

B.E. (Computer Science & Engineering)



Contact this candidate