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Software Developer Project

Location:
Philadelphia, PA, 19116
Posted:
August 02, 2011

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Resume:

Yogi Mehta

***** ******** **, **** *, Philadelphia, PA - 19116, 215-***-****,

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

Summary of Qualifications

. Five-years of experience in finance industry with domain knowledge of

equity, options and futures.

. Proficient in analyzing, designing and implementing windows/web

applications.

. Excellent communication skills, quick learner, self-motivated and

enjoy challenging assignments.

Computer Skills

. Languages: ASP.NET, C#, C/C++, Classic ASP, Java, Python, Perl, VBA,

VB script, Java script

. Database: MySql, Oracle, PL/SQL, Microsoft SQL Server, TOAD, Oracle

Discoverer, FoxPro

. Platforms: Windows, Unix, Linux, Sun Solaris, MS-DOS

. Miscellaneous: Visual Studio, Tibco Rendezous, ZedGraph, Gigaspaces,

Infragistics Grids, Ants Profiler, Perforce, Re-sharper, Zencart,

Erwin, HTML, Shell Scripting, CSS, MS Office suite

Work Experience

Software Developer, Susquehanna International Group, Bala Cynwyd, PA

Index Desk High Frequency Trading Group

(Nov 2008 - Apr 2011)

. Involved in the re-architecture of the existing market making/taking

strategy allowing the order sending component to be at the exchange co-

lo and be controlled by centralized server. Written in c# and

communication over Tibco RV.

. Managed the project of implementing various compliance checks within

the strategy. This allows eliminating the extensive checks done at the

gateway level making order sending more efficient.

. Designed and developed efficient Order routing module in c# allowing

the strategy to send orders to exchange in round robin from pool of

sessions. Currently supports sending orders over rv/tcp and listens on

rv.

. Along with Market Data team worked on the project of eliminating

unused feeds in the strategy saving more than 200k in market data fees

to the firm every year.

. Suggested and implemented a benchmarking tool for the environment to

measure the round trip time latencies for sending order and receiving

ack's. This tool is extensively used firm wide to test the latencies

of any new routes (sessions) deployed to send out orders to exchanges.

. Interact with Index desk traders, gather requirements, design and

implement tools which assist them in making trading decisions such as

Imbalance and Index overnight numbers.

. Coordinating and managing deployment of patches in production and

supporting existing strategies on daily basis.

Equity Prop Order Management Group (Apr 2006 - Oct 2008)

. Responsible for designing and implementing next generation client

trading application tool in .NET C# called Order Entry allowing

traders to create order and send to different routes.

. Involved in design decisions for the new order management tool

allowing traders, operations and support to view and manage the order

flow.

. Enhanced existing order monitor tool written in wxPython used by

traders, operations and support to monitor order flow being sent from

various trading applications within the firm.

. Regular visits to NYSE floor to gather requirements and suggests new

features for NYSE Hybrid client application written in C++ with MFC.

. Involved in gathering requirements from specialists on NYSE floor,

traders on index desk and talking to compliance.

. Organizing and managing weekly meetings with citrix terminal server

group to ensure stability and load balance issues of the servers on

which client applications are deployed.

. Mentoring junior technologists as well as the candidates from

technology associate program.

Software Developer (Co-Op), Susquehanna International Group, Bala Cynwyd,

PA (Sep 2005 - Mar 2006)

. Implemented a Mapper to record the NEOVEST files received at the end

of day to internal tables

. Generated daily program trade reports for compliance

. Enhanced existing web application written in classic ASP.

Education

Masters in Computer Science, Drexel University (Fully funded by Drexel) -

GPA 3.71 (Graduation Mar 2006)

Bachelors of Engineering in Information Technology, Mumbai University - GPA

3.83 (Graduation Jun 2003)



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